Agent Skills › AlphaGBM/skills › alphagbm-earnings-crush

alphagbm-earnings-crush

GitHub

提供财报季IV分析，含历史IV Crush、隐含波动率预测、IV等级策略建议及铁鹰式期权报价。

skills/alphagbm-earnings-crush/SKILL.md AlphaGBM/skills

Trigger Scenarios

查询股票财报后的IV Crush历史获取财报前隐含波动率或隐含变动幅度评估IV等级以决定策略（如做空溢价）生成并报价铁鹰式期权组合

Install

npx skills add AlphaGBM/skills --skill alphagbm-earnings-crush -g -y

More Options

Use without installing

npx skills use AlphaGBM/skills@alphagbm-earnings-crush

指定 Agent (Claude Code)

npx skills add AlphaGBM/skills --skill alphagbm-earnings-crush -a claude-code -g -y

安装 repo 全部 skill

npx skills add AlphaGBM/skills --all -g -y

预览 repo 内 skill

npx skills add AlphaGBM/skills --list

SKILL.md

Frontmatter

{
    "name": "alphagbm-earnings-crush",
    "globs": [
        "mock-data\/earnings-crush\/**"
    ],
    "description": "Full earnings-season IV analysis: historical crush, implied move forecast, IV Rank\nstrategy tag, and a priced Iron Condor quote ready to trade. Triggers: \"earnings\ncrush AAPL\", \"NVDA IV before earnings\", \"implied move MSFT\", \"iron condor for META\",\n\"IV rank AAPL earnings\", \"earnings play TSLA\", \"should I short premium before AMZN\nearnings\", \"post-earnings IV drop\", \"straddle before earnings\", \"pre-earnings strategy\"\n"
}

AlphaGBM Earnings IV Panel

Everything you need for earnings week — historical IV crush + forward-looking implied move + IV Rank strategy recommendation + a priced Iron Condor centered on the implied move — in a single API call.

What This Skill Does

Concept	Description
IV Crush	The sharp drop in implied volatility after an earnings announcement
Average Crush %	Mean IV decline from pre-earnings peak to post-earnings trough (last 8 quarters)
Implied Move ±X%	What options are pricing the earnings move to be, derived from ATM IV × √(DTE/365)
IV Rank	Current ATM IV percentile vs 20-day HV over 2y — drives strategy recommendation
Strategy Recommendation	IV Rank > 70 → short-IV plays (Iron Condor); < 30 → directional (Long Call/Put); 30-70 → wait
Iron Condor Quote	Ready-to-trade 4-leg spread with short strikes at ±1× implied move, concrete credit / max profit / max loss / breakevens
Historical comparison	How implied move compared to actual move across past 8 earnings

How to Use

Input: A ticker with upcoming or past earnings.

Output:

Days to next earnings (if scheduled)
Current stock price + ATM IV + IV Rank
Implied Move ±X% and ±$Y — most quoted number during earnings season
Recommendation tag (🔥 short IV / wait / directional) with zh/en copy
Iron Condor pricing — 4 strikes + credit + max profit + max loss + breakeven bounds (Pro tier)
Last 8 quarters: pre-earnings IV / post-earnings IV / crush % / actual move / straddle PnL
Avg crush % and straddle win rate

Example Queries:

earnings crush AAPL — Full crush history + next earnings IM
implied move NVDA — What the options are pricing for next earnings
iron condor for META — Priced-ready short-premium setup
IV rank MSFT earnings — Strategy tag + recommendation
should I short premium before TSLA — Recommendation + IC quote
straddle pnl AMZN last 8 quarters — Historical short-premium win rate

Mock Data

Mock data files are in mock-data/earnings-crush/:

aapl-crush-history.json — 8 quarters of AAPL crush + implied move + IC
nvda-crush-history.json — Same for NVDA
crush-summary.json — Aggregated crush statistics across tickers

API Endpoint

GET /api/options/earnings-crush/{symbol}

Query parameters:

quarters (int, default 8) — Number of past earnings to analyze
include_straddle_pnl (bool, default true) — Include straddle P&L simulation
include_iron_condor (bool, default true) — Include Iron Condor quote (Pro tier in UI)

Response fields (headline numbers):

next_earnings, days_to_earnings, current_atm_iv, current_stock_price
implied_move_pct — e.g. 5.1 means market prices ±5.1% move
iv_rank_pct — 0-100 percentile; feeds recommendation.level
recommendation — {level: 'high'|'mid'|'low'|'unknown', iv_rank_pct, recommendation_zh, recommendation_en}
iron_condor — {short_call, long_call, short_put, long_put, credit, max_profit, max_loss, breakeven_up, breakeven_down, wing_width_pct}
crush_history[], avg_crush_pct, avg_actual_move_pct, straddle_win_rate
quarters_analyzed, timestamp

Pricing: 1 option-analysis credit per call; cache hits (same symbol/params within 5 min) are free.

Related Skills

Skill	Relevance
alphagbm-iv-rank	Current IV percentile — is pre-earnings IV already elevated?
alphagbm-options-strategy	Strategy recommendations that factor in earnings timing
alphagbm-vol-surface	Term structure kink around earnings expiration