About
Earnings volatility research, not trade signals
Options Whale studies how option prices behave in the weeks before a U.S. earnings announcement, then compares today’s pricing with the same point in prior earnings cycles.
What the product does
For a configured universe of liquid U.S. equities, Options Whale collects end-of-day stock and option data plus a verified earnings calendar. It aligns ATM implied volatility to earnings-relative checkpoints (T-35 through T+1), measures the expected move priced by the at-the-money straddle, and compares that price with the absolute moves the stock actually produced in prior earnings events.
The output is a page per event: what is unusual, how unusual, which structures fit the observed state, what the historical evidence looks like, and which structures were rejected and why.
Who it is for
Traders and researchers who already understand options basics and want event-relative volatility evidence instead of a generic scanner or a directional prediction. Dates, contracts, sample sizes, and assumptions are shown alongside every conclusion.
Why it exists
Most earnings tools either predict direction or display a raw implied move with no context. The gap worth filling is comparison: is this event’s option pricing unusual relative to the same stage of prior earnings cycles, and does the historical record support or contradict that reading?
How the research is produced
A deterministic Python engine normalizes provider data into immutable snapshots, validates them against hard filters, computes the features, evaluates candidate structures with versioned rules, and stores historical evidence with documented slippage and commission assumptions. Commentary is generated from those structured fields; it does not add facts that are not in the payload.
A snapshot is never rewritten after the fact. When a newer run fails, the last valid research stays visible with its original timestamp. See the methodology for the full chain.
Who builds it
Options Whale is an independent research project. Operator details are not published on this deployment yet — the site does not substitute invented biographies or testimonials for that information. Contact routing is configured through the contact page.
What this is not
- Not investment advice, and not a recommendation to trade any structure.
- Not a directional forecast, price target, or prediction of the next earnings move.
- Not a claim that historical reconstructions were executable at the time.
- Not an execution venue — Options Whale does not place orders or hold funds.
Read the research disclaimer, terms of use, and privacy policy for the specifics.