Options WhaleEarnings volatility research

Earnings volatility research · Nov 9, 2026

BTDR · Bitdeer Technologies Group

$10.40 · Earnings in 32 days — Before open (BMO) · Updated after Oct 7, 2026 market close

Active setupSTRONG signal
Export research Earnings brief Open calculator
Observed earnings moves8History through Oct 7, 2026
Mean absolute actual move13.9%8 observed events · not a forecast
Actual exceeded priced move50.0%2 of 4 paired observations
Options evidence coverage45Valid contracts · snapshot Oct 7, 2026

Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts

Setup summary

An eligible structure passed every deterministic filter.

At snapshot: T-33
VolatilityVery Cheap
Event IV deviation-28.1%vs T-35 median
Implied moveOverpriced
Current implied move±22.8%
Median actual move9.4%n=12
Term structureFlat
LiquidityAcceptable
Primary setupLong StraddleThrough-earnings structure
Secondary candidatesLong Strangle, Calendar
Sample qualityMedium4–11 reconstructed events.

Why this matters

Event ATM IV is 28.1% below the historical median at the T-35 checkpoint. The ATM straddle implies a ±22.8% move — 2.43x the historical median actual move. Actual move exceeded the implied move in 2 of 4 prior events.

The primary candidate is Long Straddle (strong signal), with 2 eligible alternatives. Through-earnings structure: typically opened T-3 to T-1 and evaluated at T+1.

Very Cheap event volatility; acceptable liquidity. Historical evidence quality is medium (4–11 reconstructed events.) and the sample covers exact-contract reconstructions, not live published recommendations.

Current implied volatility versus prior earnings cycles

Current ATM IV is 89.8% versus a 125.0% historical median at the T-35 checkpoint (-28.1%).

Pre-earnings IV curveStored ATM IV checkpoints and historical interquartile band. Null checkpoints are gaps, not interpolated quotes. A single current snapshot is not a current-cycle curve.

Updated Oct 7, 2026, 4:00 PM EDT

Loading graph — the exact table is available below.

T−35Current IV 89.815%Historical median 124.9625%Historical p25 112%Historical p75 135.03%8 historical events; absent values remain unavailable.Updated Oct 7, 2026, 4:00 PM EDT
Event / reference markers
  • Earnings: 0
Exact data table
Pre-earnings IV curve · full stored dataset, independent of graph range/toggles
ObservationCurrent IV (%)Historical median (%)Historical p25 (%)Historical p75 (%)ContextUpdated
89.815%124.9625%112%135.03%8 historical events; absent values remain unavailable.Updated Oct 7, 2026, 4:00 PM EDT
Unavailable112.1%110.035%119.855%7 historical events; absent values remain unavailable.Updated Oct 7, 2026, 4:00 PM EDT
Unavailable116.4225%113.9425%128.5462%8 historical events; absent values remain unavailable.Updated Oct 7, 2026, 4:00 PM EDT
Unavailable115.04%105.7475%128.2212%8 historical events; absent values remain unavailable.Updated Oct 7, 2026, 4:00 PM EDT
Unavailable134.505%118.675%151.615%8 historical events; absent values remain unavailable.Updated Oct 7, 2026, 4:00 PM EDT
Unavailable154.19%140.1775%172.825%7 historical events; absent values remain unavailable.Updated Oct 7, 2026, 4:00 PM EDT
Unavailable210.495%198.7713%224.9812%4 historical events; absent values remain unavailable.Updated Oct 7, 2026, 4:00 PM EDT
Unavailable124.205%105.2088%138.93%8 historical events; absent values remain unavailable.Updated Oct 7, 2026, 4:00 PM EDT

Expected move and historical earnings behavior

ATM_STRADDLE_MIDPOINT · event expiration Nov 13, 2026 · Oct 7, 2026 market close

Overpriced
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Updated Oct 7, 2026, 4:00 PM EDT

Loading graph — the exact table is available below.

2023-11-14Realized move 32.626%Implied move UnavailableSigned actual 32.626% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
32.626%UnavailableSigned actual 32.626% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
0.8547%UnavailableSigned actual 0.8547% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
1.2844%UnavailableSigned actual 1.2844% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
3.5488%UnavailableSigned actual 3.5488% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
6.853%UnavailableSigned actual 6.853% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
29.313%27.4809%Signed actual 29.313% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
2.555%12.9524%Signed actual 2.555% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
7.2442%UnavailableSigned actual 7.2442% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
19.7362%UnavailableSigned actual 19.7362% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
13.5113%13.1359%Signed actual 13.5113% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
11.5734%13.9939%Signed actual 11.5734% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
20.0827%UnavailableSigned actual 20.0827% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT
Implied move±22.8%
Implied dollar move$2.38
Lower / upper boundary$8.03 / $12.78
Historical median absolute9.4%
Events exceeding implied2 / 4
Move richness2.43x
Historical sample12 events · Medium quality

Implied observations come from the earnings expiration at the stored snapshot; realized moves use the absolute post-earnings session return. Missing implied quotes remain gaps — they are never treated as zero moves, and exceedance counts use only paired observations.

Volatility term structure

The earnings expiration trades 0.6 volatility points above the next expiration. Classification: Flat.

Volatility term structureATM IV by stored expiration. Earnings-containing expirations are marked; missing IV stays unavailable. Expiry spacing reflects DTE, not equal calendar spacing.

Updated Oct 7, 2026, 4:00 PM EDT

Loading graph — the exact table is available below.

2026-11-06ATM IV 85.985%30 DTE · ATM strike $10.50 · No stored earnings markerUpdated Oct 7, 2026, 4:00 PM EDT
Event / reference markers
  • Earnings expiry 2026-11-13: 37
Exact data table
Volatility term structure · full stored dataset, independent of graph range/toggles
ObservationATM IV (%)ContextUpdated
85.985%30 DTE · ATM strike $10.50 · No stored earnings markerUpdated Oct 7, 2026, 4:00 PM EDT
89.815%37 DTE · ATM strike $10.50 · Contains earningsUpdated Oct 7, 2026, 4:00 PM EDT
90.93%44 DTE · ATM strike $10.00 · No stored earnings markerUpdated Oct 7, 2026, 4:00 PM EDT
89.235%72 DTE · ATM strike $10.00 · No stored earnings markerUpdated Oct 7, 2026, 4:00 PM EDT

Eligible candidates

Only structures that passed every applicable gate are shown.

3 eligible

Eligible alternatives (2)

The primary structure is shown above; expand for the other structures that also cleared the gates.

Expand
Long Strangle
event implied volatility is below its historical event-time level; historical IV expanded into prior events.
4 eventsMedium sampleUnbounded
Calendar
event implied volatility is below its historical event-time level; historical IV expanded into prior events.
4 eventsMedium sampleModel-dependent

Primary candidate: Long Straddle

Buy premium before earnings when event-relative IV is cheap and expansion remains possible. Observed now with 32 days to the event; the modelled entry window is T-3 to T-1, so this is a pricing observation rather than an entry.

Watch for event-entry window
Selected structure

Long Straddle

Buy premium before earnings when event-relative IV is cheap and expansion remains possible.

Strong
Entry net debit
$237.50
Per normalized spread
Maximum profit
Unbounded
The payoff is mathematically unlimited on the modelled side.
Maximum loss
$237.50
No fixed ratio
Historical median
13.3%
n=7 · win 57.1%
Payoff method
Expiration Intrinsic
One contract per leg

Constructed legs

SideContractEntryDeltaVega
BUYCALL 10.5 · 2026-11-13$1.130.5470.01
BUYPUT 10.5 · 2026-11-13$1.25-0.4500.01

Reason codes

EVENT_VOLATILITY_CHEAPEXPECTED_IV_EXPANSION_HIGHIMPLIED_MOVE_RICHIV_BELOW_EVENT_CURVELIQUIDITY_LOWTERM_STRUCTURE_FLATUPSIDE_SKEW_RICH

Risk and rejection record

UNDEFINED_PROFITEVENT_VOLATILITY_RISKLIQUIDITY_BELOW_GOOD

Net exposure

Delta9.70
Gamma26.691
Theta / year-1159.61
Vega / vol point2.62
Breakeven(s)$8.03 / $12.78

HISTORICAL_RECONSTRUCTION_CURRENT_METHODOLOGY

Strategy payoffStored expiration payoff; IV does not reshape intrinsic value. Method: EXPIRATION_INTRINSIC. Maximum profit unbounded / unavailable · Maximum loss $237.50. Existing publication calculations are preserved; no missing values are reconstructed here.

Updated Oct 7, 2026, 4:00 PM EDT

Loading graph — the exact table is available below.

$7.17Expiration P/L $95.50Updated Oct 7, 2026, 4:00 PM EDT
Event / reference markers
  • Snapshot spot: $10.40
  • Stored breakeven $8.03: $8.03
  • Stored breakeven $12.78: $12.78
  • BUY CALL strike $10.50: $10.50
  • BUY PUT strike $10.50: $10.50

Stored expected move · inherits chart snapshot source/as-of · methodology not supplied to chart: $8.025 to $12.775. This is a scenario band, not a guaranteed range.

Expected-move bounds and assumptions · independent of overlay visibility
Lower (USD)Upper (USD)Method / assumptions
$8.025$12.775Stored expected move · inherits chart snapshot source/as-of · methodology not supplied to chart
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
ObservationExpiration P/L (USD)ContextUpdated
$95.50No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
$73.97No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
$52.43No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
$30.90No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
$9.37No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$12.17No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$33.70No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$55.23No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$76.77No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$98.30No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$119.83No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$141.37No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$162.90No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$184.43No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$205.97No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$227.50No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$225.97No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$204.43No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$182.90No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$161.37No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$139.83No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$118.30No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$96.77No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$75.23No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$53.70No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$32.17No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
-$10.63No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
$10.90No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
$32.43No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
$53.97No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
$75.50No additional context storedUpdated Oct 7, 2026, 4:00 PM EDT
Historical strategy returnsLONG_STRADDLE · 7 reconstructed events using modeled adverse-slippage fills. Returns are per modeled maximum loss, not annualized. median return 13.3256% · p25 return -32.6783% · p75 return 36.0307% · worst return -54.8254% · best return 134.022% · win rate 57.1429%

Updated Oct 7, 2026, 4:00 PM EDT

Loading graph — the exact table is available below.

Sample 1Return / modeled maximum loss -54.8254%Reconstructed · source event identity is not supplied to this chart.Updated Oct 7, 2026, 4:00 PM EDT
Exact data table
Historical strategy returns · full stored dataset, independent of graph range/toggles
ObservationReturn / modeled maximum loss (%)ContextUpdated
-54.8254%Reconstructed · source event identity is not supplied to this chart.Updated Oct 7, 2026, 4:00 PM EDT
-35.5267%Reconstructed · source event identity is not supplied to this chart.Updated Oct 7, 2026, 4:00 PM EDT
-29.8298%Reconstructed · source event identity is not supplied to this chart.Updated Oct 7, 2026, 4:00 PM EDT
13.3256%Reconstructed · source event identity is not supplied to this chart.Updated Oct 7, 2026, 4:00 PM EDT
31.1014%Reconstructed · source event identity is not supplied to this chart.Updated Oct 7, 2026, 4:00 PM EDT
40.96%Reconstructed · source event identity is not supplied to this chart.Updated Oct 7, 2026, 4:00 PM EDT
134.022%Reconstructed · source event identity is not supplied to this chart.Updated Oct 7, 2026, 4:00 PM EDT

Return distributions use reconstructed fills from stored quotes with modeled adverse slippage and commissions. The denominator, entry/exit checkpoints, and modeled-fill status stay attached to the historical evidence block.

Comparable BTDR earnings events

Rebuilt from observed quotes after each event — reconstruction evidence, not proof of a live historical publication.

Scroll horizontally to see every column.

Earnings dateActual moveImplied moveReconstruction basisStrategy outcomes
Nov 14, 202332.6%UnavailableSame Ticker Reconstruction—
Mar 28, 2024-0.9%UnavailableSame Ticker Reconstruction—
May 14, 2024-1.3%UnavailableSame Ticker Reconstruction—
Aug 12, 2024-3.5%UnavailableSame Ticker Reconstruction—
Nov 18, 20246.9%UnavailableSame Ticker ReconstructionLong Straddle 31.1% · Long Strangle 219.1%
Feb 25, 2025-29.3%27.5%Same Ticker ReconstructionLong Straddle 134.0% · Long Strangle 134.0% · Bull Put Spread -57.7%
May 15, 2025-2.6%13.0%Same Ticker ReconstructionCalendar -205.2% · Long Straddle 41.0% · Bear Call Spread -259.6%
Aug 18, 20257.2%UnavailableSame Ticker ReconstructionCalendar 7.0% · Iron Condor -61.3% · Long Straddle -29.8% · Bull Put Spread -11.0%
Nov 10, 2025-19.7%UnavailableSame Ticker ReconstructionCalendar -226.2% · Long Strangle -55.5%
Feb 12, 2026-13.5%13.1%Same Ticker ReconstructionLong Straddle -54.8%
May 14, 202611.6%14.0%Same Ticker ReconstructionIron Condor -608.0% · Long Straddle 13.3% · Bull Put Spread 174.3% · Bear Call Spread -110.3%
Aug 10, 2026-20.1%UnavailableSame Ticker ReconstructionCalendar -8.7% · Iron Condor -176.0% · Long Straddle -35.5% · Long Strangle -98.2% · Bull Put Spread -58.7% · Bear Call Spread -44.0%

How this was generated

Inputs, assumptions, and versions that produced the numbers above.

Research methodology details

Expand for timestamps, sample sizes, models, and provenance

Expand
Market data timestampOct 7, 2026, 4:00 PM EDT
Snapshot dateOct 7, 2026
Historical sample12 events · Medium quality
Event checkpointsT-35, T-28, T-21, T-14, T-7, T-3, T-1, T+1
Slippage model25% of quoted spread per fill
Commission$0.65 per contract per side
Missing contractsNever imputed
Dataset statusVALID
PublishableYes
Hard errors0
Warnings0
Checks passed10/10
Market dataLicensed market data
Earnings datesVerified public earnings calendar
Engine versionsbacktest 0.2.0 · features 0.3.0 · selector 0.2.0 · classifier 0.2.0 · llm_prompt 0.1.0 · configuration 0.2.0
Research IDres_BTDR_2026-10-07_f81c09d2c38a

Risk record

  • Earnings dates can move after this snapshot was captured.
  • Bid/ask midpoint fills may not be achievable in live trading.
  • Historical reconstruction uses current methodology and is not proof of a live historical publication.

Research methodology and definitions

Primary candidate construction

Exact legs, exposure and payoff for the primary eligible structure.

Selected structure

Long Straddle

Buy premium before earnings when event-relative IV is cheap and expansion remains possible.

Strong
Entry net debit
$237.50
Per normalized spread
Maximum profit
Unbounded
The payoff is mathematically unlimited on the modelled side.
Maximum loss
$237.50
No fixed ratio
Historical median
13.3%
n=7 · win 57.1%
Payoff method
Expiration Intrinsic
One contract per leg

Constructed legs

SideContractEntryDeltaVega
BUYCALL 10.5 · 2026-11-13$1.130.5470.01
BUYPUT 10.5 · 2026-11-13$1.25-0.4500.01

Reason codes

EVENT_VOLATILITY_CHEAPEXPECTED_IV_EXPANSION_HIGHIMPLIED_MOVE_RICHIV_BELOW_EVENT_CURVELIQUIDITY_LOWTERM_STRUCTURE_FLATUPSIDE_SKEW_RICH

Risk and rejection record

UNDEFINED_PROFITEVENT_VOLATILITY_RISKLIQUIDITY_BELOW_GOOD

Net exposure

Delta9.70
Gamma26.691
Theta / year-1159.61
Vega / vol point2.62
Breakeven(s)$8.03 / $12.78

HISTORICAL_RECONSTRUCTION_CURRENT_METHODOLOGY

Past events · reconstructed

Historical reconstruction for BTDR

Observed outcomes from 8 earnings events (Nov 18, 2024 – Aug 10, 2026). These events have already been reported · modeled strategy results.

Historical · past

Realized move versus what was implied

Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.

BTDR · Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Updated Oct 7, 2026

Loading graph — the exact table is available below.

2024-11-18Realized move 6.853%Implied move UnavailableSigned actual 6.853% · Reconstructed · 6 IV checkpointsUpdated Oct 7, 2026
Exact data table
BTDR · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
6.853%UnavailableSigned actual 6.853% · Reconstructed · 6 IV checkpointsUpdated Oct 7, 2026
29.313%27.4809%Signed actual -29.313% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
2.555%12.9524%Signed actual -2.555% · Reconstructed · 8 IV checkpointsUpdated Oct 7, 2026
7.2442%UnavailableSigned actual 7.2442% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
19.7362%UnavailableSigned actual -19.7362% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
13.5113%13.1359%Signed actual -13.5113% · Reconstructed · 8 IV checkpointsUpdated Oct 7, 2026
11.5734%13.9939%Signed actual 11.5734% · Reconstructed · 8 IV checkpointsUpdated Oct 7, 2026
20.0827%UnavailableSigned actual -20.0827% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026

Exact-contract strategy reconstruction

StructureReconstructed runsProfitableAverage return on max lossBestWorst
Long Straddle74 / 714.2%134.0%-54.8%
Bull Put Spread41 / 411.7%174.3%-58.7%
Calendar41 / 4-108.3%7.0%-226.2%
Long Strangle42 / 449.9%219.1%-98.2%
Bear Call Spread30 / 3-138.0%-44.0%-259.6%
Iron Condor30 / 3-281.8%-61.3%-608.0%

Historical examples

Example trades, payoff and risk

Past structural simulations · modeled fills · not historical recommendations.

Bear Call Spread

Did not clear entry filters
Modeled entry debit
$2.50
Payoff max loss
-$52.50
Payoff max profit
-$2.50
Modeled exit P&L
-$17.60-44.0% on stored risk basis $40.00

Entry Jul 27, 2026 → Exit Aug 7, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.

Strategy payoffHistorical example · expiration payoff (before commissions). Entry spot $11.35. Expiry maximum profit -$2.50 · Expiry maximum loss -$52.50 · Expiry breakevens none. Total position fees $0.00 deducted once. Intrinsic at the common expiration; IV/time never alters expiry P/L. No early exercise, assignment, slippage, dividends or taxes modeled.

Update time unavailable

Loading graph — the exact table is available below.

$5.675Expiration P/L -$2.50Update time unavailable
Event / reference markers
  • Entry spot: $11.35
  • sell call strike $14.50: $14.50
  • buy call strike $15.00: $15.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
ObservationExpiration P/L (USD)ContextUpdated
-$2.50Update time unavailable
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Exact contracts and modeled fills · dollars per share
Side / quantityContractStrike / expiryEntry fillExit fill
SELL × 1BTDR260814C00014500$14.50 call · 2026-08-14$0.41$0.16
BUY × 1BTDR260814C00015000$15.00 call · 2026-08-14$0.44$0.04

Breakevens: None. Short legs may carry assignment risk; expiry payoff excludes early exercise.

Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations

24 quote gaps · Record hist_BTDR_f3014a39b3a7d8d6 · Historical methodology

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