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.
No verified earnings event falls inside the next 1–28 calendar days. Choose an entry day to explore history.
No stored results for this entry, exit rule and entry sample. Choose another entry day or watch this ticker for updated coverage.
Jan 7, 2010 – Oct 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
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Near-term expiry · nearest 0.90 deltaChoose an entry day
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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.
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 later pre-earnings close
Bull Put Spread
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 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.
0 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.
Watch / current pricing unavailable
Compare historical strategies above while waiting for valid option contracts. Keep the company in your workspace to follow its next verified report.
STZ · Constellation Brands, Inc. Common Stock