Market Measures

Monday – Friday | 9:00 – 9:20a CT

Effects of Earnings

Market Measures

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

The Research Team takes a deep dive into analyzing the effect of earnings season IV in the S&P 500 compared to non-earnings season IV in the S&P 500.

We find that although individual equities’ IVs increase in earnings season, the indexes and the ETFs remain largely unaffected by the IV spike.

Market Measures More installments

See All »

Latest tastytrade Videos As of July 11

Most Shared From the last 30 days