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Earnings Move Analyzer: Implied vs Historical Move Scanner
A SaaS tool that automatically pulls a stock's last 6-10 earnings moves, compares them against the current implied move, and generates a clear go/no-go signal for options traders. The tool would also show IV crush expectations, magnitude risk assessment, and optimal strategy recommendations based on the data.
Why this matters
You are an active retail options trader who keeps losing money on earnings trades even when you get the direction right. The problem is not your directional thesis — it's that you have no systematic way to know whether the market has already priced in a bigger move than the stock will actually make. Right now, you manually pull the last several quarters of earnings moves, compare them to the current implied move in your head or on a spreadsheet, and then make a gut call. This process is slow, inconsistent, and you still get burned. You need a tool that instantly tells you whether the implied move is rich or cheap relative to history, what the expected IV crush will be, and whether the risk/reward justifies a trade at all.
- · Built for Active retail options traders who trade single-name equities around earnings events and currently rely on manual analysis or avoidance strategies.
- · Most likely monetization: SaaS subscription.
The Pain · Narrative
You are an active retail options trader who keeps losing money on earnings trades even when you get the direction right. The problem is not your directional thesis — it's that you have no systematic way to know whether the market has already priced in a bigger move than the stock will actually make. Right now, you manually pull the last several quarters of earnings moves, compare them to the current implied move in your head or on a spreadsheet, and then make a gut call. This process is slow, inconsistent, and you still get burned. You need a tool that instantly tells you whether the implied move is rich or cheap relative to history, what the expected IV crush will be, and whether the risk/reward justifies a trade at all.
Score Breakdown
Market Signal
Go-to-Market
Active retail options traders who trade 5-50 single-name equity options per quarter and have been burned by earnings trades in the past
~500K active retail options traders in the US alone who trade around earnings events
Organic content marketing in options trading communities with free earnings analysis posts that link to the tool
$29/month during beta, $39/month at launch
50 paying subscribers within 30 days of launch, validated through organic community posts and a free analysis newsletter
MVP Scope · 1–2 weeks
- Build earnings data pipeline using Financial Modeling Prep API to fetch historical earnings dates and moves for top 100 tickers
- Implement implied move calculation using at-the-money straddle pricing from Polygon.io options data
- Create simple comparison engine that calculates hit rate (how often actual move exceeded implied) for each ticker
- Build basic web UI showing ticker search, historical moves table, implied move, and go/no-go signal
- Deploy MVP to a simple domain and test with 5-10 tickers during current earnings season
- Add IV crush expectation metric using historical pre/post earnings IV data
- Implement strategy recommendation logic (e.g., suggest calendars when IV is elevated, defined-risk when implied move is rich)
- Add earnings calendar view showing upcoming earnings with pre-computed analysis
- Create free email alert system for top 20 tickers approaching earnings with analysis summary
- Set up landing page with pricing and begin organic promotion in trading communities
Differentiation
Why This Might Fail
Self-rebuttal — the most important trust signal
- 1Data licensing costs for real-time options chains and historical IV data could eat 40-60% of revenue at small scale, making the unit economics unworkable until significant subscriber volume is reached.
- 2Traders may treat this as a seasonal tool they only need during earnings season (4-6 weeks per quarter), making monthly subscription churn extremely high and revenue lumpy.
- 3Major brokerage platforms (Thinkorswim, Robinhood, Interactive Brokers) could add similar historical earnings move analysis as a free feature, eliminating the willingness to pay for a standalone tool.
Evidence Summary
How AI synthesized this insight — no verbatim quotes
Approximately 6 commenters in this discussion describe the core pain point: they lose money on earnings trades despite being right on direction because they cannot systematically assess whether the implied move is justified. Multiple traders describe manually pulling 6-8 quarters of historical earnings moves and comparing to implied moves, which is exactly the workflow this tool would automate. Several others mention the need to separate directional risk from volatility risk and understand magnitude expectations — all signals that a dedicated earnings analysis tool would fill a real gap.
Action Plan
Validate this opportunity before writing code
Recommended Next Step
Build
Strong demand signals detected. Real pain, real willingness to pay — start building an MVP.
Landing Page Copy Kit
Ready-to-paste copy based on real Reddit community language — no editing required
Headline
Earnings Move Analyzer: Implied vs Historical Move Scanner
Sub-headline
A SaaS tool that automatically pulls a stock's last 6-10 earnings moves, compares them against the current implied move, and generates a clear go/no-go signal for options traders. The tool would also show IV crush expectations, magnitude risk assessment, and optimal strategy recommendations based on the data.
Who It's For
For Active retail options traders who trade single-name equities around earnings events and currently rely on manual analysis or avoidance strategies
Feature List
✓ Automated historical earnings move analysis (last 6-10 quarters) vs current implied move ✓ Go/no-go signal based on hit rate of actual moves beating implied moves ✓ IV crush expectation calculator showing expected post-earnings volatility decline ✓ Strategy recommendation engine (defined-risk structures, calendars, jade lizards) based on move analysis ✓ Earnings calendar with pre-built analysis for top 500 most-traded tickers
Where to Validate
Share your landing page in r/r/options — that's exactly where these pain points were discovered.
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