Prepare before earnings
RCAT · Red Cat Holdings, Inc.
Reports in 16 days · Nov 12, 2026 · Session unknown
Current quote unavailable · Entry today: T−16 · New York calendar dates
Prepare your earnings trade
T−16 entry · compare strategies
Compare returns and downside before choosing a strategy. Returns include stored modeled fill costs and commissions.
Before earnings / earlier expiration: the stored exit can be earlier when the contracts expire.
Today is T−16 (Oct 27, 2026). Every entry day uses its own historical contracts and quotes.
Mar 31, 2010 – Aug 6, 2026 · percentage return on modeled maximum loss · dollar P&L per one-lot structure. Samples can differ between strategies.
| Strategy | Average return | Median return | Historical win rate | Earnings tested | Average P&L | Worst observed |
|---|---|---|---|---|---|---|
| -13.6%6 valid ROI tests | -6.1% | 33.3%2 / 6 profitable | 6 earnings6 valid tests | -$5.77 | -50.2%-$22.60 | |
| -0.7%6 valid ROI tests | 14.3% | 66.7%4 / 6 profitable | 6 earnings6 valid tests | $0.40 | -64.6%-$22.60 | |
| 2.1%8 valid ROI tests | -3.9% | 37.5%3 / 8 profitable | 8 earnings8 valid tests | -$3.48 | -47.8%-$25.10 | |
| -17.2%6 valid ROI tests | -12.3% | 50.0%3 / 6 profitable | 6 earnings6 valid tests | -$5.37 | -69.8%-$22.70 | |
| Near-term expiry · nearest 0.90 delta | -1.2%9 valid ROI tests | 11.6% | 55.6%5 / 9 profitable | 9 earnings9 valid tests | -$20.30 | -68.4%-$283.80 |
| 78.1%12 valid ROI tests | -9.8% | 33.3%4 / 12 profitable | 12 earnings12 valid tests | $12.53 | -46.0%-$70.60 | |
| -6.9%10 valid ROI tests | -24.8% | 20.0%2 / 10 profitable | 10 earnings10 valid tests | -$11.90 | -75.4%-$58.60 | |
| Unlimited risk · ROI unavailable | Unlimited risk · ROI unavailable | 58.3%7 / 12 profitable | 12 earnings12 valid tests | -$17.72 | Unlimited risk · ROI unavailable-$232.60 | |
| Unlimited risk · ROI unavailable | Unlimited risk · ROI unavailable | 60.0%6 / 10 profitable | 10 earnings10 valid tests | $6.70 | Unlimited risk · ROI unavailable-$40.10 |
Historical win rate counts after-cost P&L above zero. Break-even tests stay in the denominator; missing tests do not. It is a historical frequency, not a forecast probability.
Execution-cost scenario
T−16 entry · before earnings / earlier expiration. The additional cost is a scenario, not an observed fill. Current quotes, liquidity and per-contract risk must be checked before sizing; historical averages do not create option legs or orders.
Explore all entry days · T−28 through T−1
| Strategy | T−28 | T−27 | T−26 | T−25 | T−24 | T−23 | T−22 | T−21 | T−20 | T−19 | T−18 | T−17 | T−16 | T−15 | T−14 | T−13 | T−12 | T−11 | T−10 | T−9 | T−8 | T−7 | T−6 | T−5 | T−4 | T−3 | T−2 | T−1 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bear Call Spread | No entry trading session | No entry trading session | No entry trading session | No entry trading session | No later pre-earnings close | |||||||||||||||||||||||
| Bull Put Spread | No entry trading session | No entry trading session | No entry trading session | No entry trading session | No later pre-earnings close | |||||||||||||||||||||||
| Calendar | No entry trading session | No entry trading session | No entry trading session | No later pre-earnings close | ||||||||||||||||||||||||
| Iron Condor | No entry trading session | No entry trading session | No entry trading session | No entry trading session | No later pre-earnings close | |||||||||||||||||||||||
| Long Call DITM (0.90 Delta) | No later pre-earnings close | |||||||||||||||||||||||||||
| Long Straddle | No later pre-earnings close | |||||||||||||||||||||||||||
| Long Strangle | No later pre-earnings close | |||||||||||||||||||||||||||
| Short Straddle | No later pre-earnings close | |||||||||||||||||||||||||||
| Short Strangle | No later pre-earnings close |
Each column is a separate historical trade. Missing quotes, weekends and holidays are not zero returns. Compare event counts before interpreting differences between entry days.
Return basis, costs and coverage
Long-option returns use premium at risk; defined-risk structures use modeled maximum loss. Naked shorts have no maximum-loss ROI; broker margin, early assignment and resulting stock exposure are not modeled. These percentages are not account returns or annualized returns.
Stored fills and commissions are modeled. DITM uses the existing near-term call nearest +0.90 delta, minimum +0.80 delta, earliest listed expiry after the earnings reaction and no more than 60 entry DTE.
Statistics use exact aggregates across all stored cohort outcomes; sampled trade details never supply these totals. Includes tests with failed or unknown entry-filter status; this does not establish live entry eligibility.
Recorded processing is complete for this ticker's requested scope. This does not mean every quote is available or the full stock universe is complete.
33 recorded missing-test entries for the selected day and exit; absence of a recorded gap does not prove that a test was performed.
Daily pricing context
Current pricing unavailable
Compare historical strategy results while waiting for current EODHD option quotes.
- Current ATM IV · EODHD
- Unavailable No current quote
- Historical median IV · FRD
- Unavailable 0 events
- IV versus matched history
- Unavailable Near-term ATM, same earnings offset
- Implied move to option expiry
- Unavailable Waiting for current event quotes
A cheap IV label alone does not establish a profitable trade. Daily quotes are updated after a completed market session; confirm execution prices with your broker.
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