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.

get/v1/earnings-move-history

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

tickerstring

Ticker symbol filter, e.g. 'AAPL'. Case-insensitive.

datestring

Exact date, YYYY-MM-DD. Cannot be combined with the date range parameters.

date_gtestring

Start of date range, inclusive (YYYY-MM-DD).

date_ltestring

End of date range, inclusive (YYYY-MM-DD).

date_gtstring

Start of date range, exclusive (YYYY-MM-DD).

date_ltstring

End of date range, exclusive (YYYY-MM-DD).

Response

Matching rows.

countinteger required
dataobject[] required

Changes

No recorded changes to this operation across all 1 revision of this API.