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Broker-agnostic options event-risk screening platform
A web-based options analytics platform that flags every option expiry exposed to earnings gaps and macro events, compares implied vs. historical realized earnings moves, and provides portfolio-level assignment risk simulation. Targets the gap between broker-native tools (which incompletely flag earnings) and the quantitative depth serious premium sellers need.
Why this matters
You are an active options premium seller who runs weekly screens for the best yields, but the highest-premium contracts are often traps — they expire through earnings reports you did not notice. Your broker marks earnings with a tiny, easy-to-miss letter or only flags the nearest expiry, leaving later cycles unmarked. When you sell into these blindly, a single overnight gap can wipe out months of gains and trap you in a position that takes months to roll out of. You know you should compare the implied earnings move to historical realized gaps, but doing this manually for every ticker is tedious. You need a screener that flags every at-risk expiry and tells you whether the premium actually compensates for the statistical gap risk.
- · Built for Active retail options premium sellers (put/call writers) with small to medium accounts who trade 5-50 contracts per month and need to manage event risk systematically but lack institutional-grade tooling..
- · Most likely monetization: SaaS subscription with tiered pricing — free tier with basic earnings flags, $29/month for implied vs. realized move analytics and macro event flags, $79/month for portfolio-level risk simulation and multi-broker trade history import..
The Pain · Narrative
You are an active options premium seller who runs weekly screens for the best yields, but the highest-premium contracts are often traps — they expire through earnings reports you did not notice. Your broker marks earnings with a tiny, easy-to-miss letter or only flags the nearest expiry, leaving later cycles unmarked. When you sell into these blindly, a single overnight gap can wipe out months of gains and trap you in a position that takes months to roll out of. You know you should compare the implied earnings move to historical realized gaps, but doing this manually for every ticker is tedious. You need a screener that flags every at-risk expiry and tells you whether the premium actually compensates for the statistical gap risk.
Score Breakdown
Market Signal
Go-to-Market
Active retail options premium sellers trading 5-50 contracts per month who use tastytrade, Schwab, or Fidelity and have been burned by or worry about earnings gap risk.
50,000-100,000 addressable users in the US based on options community engagement and existing paid tool adoption patterns.
Options trading communities and forums where traders discuss strategies, screeners, and earnings risk management.
$29/month
100 sign-ups in the first 30 days from organic community posting, with 20% converting to paid tier after the free trial.
MVP Scope · 1–2 weeks
- Set up options data API integration (Polygon.io or ORATS) for live IV, greeks, and expiration chains
- Build earnings calendar integration with report timing (pre-market vs post-close) using Financial Modeling Prep API
- Implement core screener that flags all option expiries exposed to upcoming earnings reports for any given ticker
- Create simple web UI showing an option chain with visual earnings-risk badges on every affected expiry
- Deploy MVP to a staging environment and test with 5-10 tickers to verify accuracy of earnings flagging
- Add implied earnings move calculator that compares IV between expiries spanning and not spanning the report
- Build historical realized earnings gap dashboard showing last 8-12 report-day moves for any ticker
- Implement implied-vs-realized move comparison view with sector averages for context
- Add macro event calendar integration (Fed days, CPI dates) and flag affected expiration windows
- Create free-tier landing page with email capture and open MVP to waitlist users for initial feedback
Differentiation
Why This Might Fail
Self-rebuttal — the most important trust signal
- 1Options data feeds cost $500-2000/month, making it hard to achieve positive unit economics until scale
- 2Traders who already built custom tools may not switch to a paid product for features they perceive as incremental
- 3Brokers could partner with existing analytics providers to improve native earnings flagging, eliminating the core differentiator
Evidence Summary
How AI synthesized this insight — no verbatim quotes
Across the discussion, 16 mentions centered on the difficulty of identifying earnings-expiry overlaps, with multiple traders having built custom screeners to solve this. Users described broker platforms as inconsistently flagging only the nearest expiry, leaving subsequent cycles unmarked. Four mentions highlighted catastrophic losses from earnings gaps, and four described manually computing implied versus realized moves. Two users specifically noted the absence of macro event flagging. Several traders shared custom-built tools, validating demand while also indicating potential free competition.
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
Broker-agnostic options event-risk screening platform
Sub-headline
A web-based options analytics platform that flags every option expiry exposed to earnings gaps and macro events, compares implied vs. historical realized earnings moves, and provides portfolio-level assignment risk simulation. Targets the gap between broker-native tools (which incompletely flag earnings) and the quantitative depth serious premium sellers need.
Who It's For
For Active retail options premium sellers (put/call writers) with small to medium accounts who trade 5-50 contracts per month and need to manage event risk systematically but lack institutional-grade tooling.
Feature List
✓ Options screener flagging ALL expiries exposed to earnings gaps, not just the nearest ✓ Macro event flagging (Fed days, CPI, FOMC) within expiration windows ✓ Automated implied earnings move calculation comparing expiries spanning the report ✓ Historical realized earnings gap dashboard with sector/ticker/report-timing breakdowns ✓ Implied vs. realized move comparison to identify compensatory vs. inadequate premium ✓ IV percentile and IV rank filtering alongside earnings flags ✓ Profit-taking and rolling alerts configurable by profit % and proximity to the money
Where to Validate
Share your landing page in r/r/options — that's exactly where these pain points were discovered.
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