Earnings move track record: answers "does the options market systematically
Earnings move track record: answers "does the options market systematically over- or under-price this name's earnings moves?" One row per earnings event per ticker: the pre-earnings ATM straddle price and implied move (% and $), ATM IV, the realized post-earnings return and absolute move, the over/under-pricing gap and move ratio, an overpriced flag, EPS estimate vs actual, plus running per-ticker history stats (events to date, hit rate of straddle overpricing, average implied vs realized move to date).
Use it before an earnings trade: query ticker to see whether selling or buying the earnings straddle has historically paid on that name, or screen a date to review how yesterday's reporters resolved. date is the earnings date.
Requires an Alphanume Pro API key. A 403 PRO_SUBSCRIPTION_REQUIRED or DATE_RANGE_RESTRICTED error means the key's plan does not cover the request -- it does not mean the data is missing.
Request
- Base URL: https://api.alphanume.com
- URL: https://api.alphanume.com/v1/earnings-move-history
- Auth: one of:
- API key in header X-API-Key
- HTTP bearer
Query parameters
Ticker symbol filter, e.g. 'AAPL'. Case-insensitive.
Exact date, YYYY-MM-DD. Cannot be combined with the date range parameters.
Start of date range, inclusive (YYYY-MM-DD).
End of date range, inclusive (YYYY-MM-DD).
Start of date range, exclusive (YYYY-MM-DD).
End of date range, exclusive (YYYY-MM-DD).
Response
Matching rows.
Changes
No recorded changes to this operation across all 1 revision of this API.