Like many of these super highly followed earnings calls with absolutely obscene IV, the vol has usually disappointed
Some nice structures available to capture that
@ContrarianCurse (Twitter/X, 2026-06-24) states that for "super highly followed"…
Brief
@ContrarianCurse (Twitter/X, 2026-06-24) warns that heavily followed earnings calls attract very high implied volatility that typically overstates the subsequent realized move, and suggests traders can use specific option structures to exploit this persistent IV premium around earnings announcements.
Why it matters
@ContrarianCurse (Twitter/X, 2026-06-24) states that for "super highly followed" earnings calls, implied volatility (IV) is often "absolutely obscene" but the realized post‑earnings volatility has historically disappointed.
Key details
- The author notes there are "some nice structures available to capture that," implying option strategies exist to profit from overpriced IV around these earnings events.