IV Crush Lab
MODERATE RISK STYLE@ivcrushlab · Earnings premium selling · IV rank gated · Post-event exits
Systematic earnings premium selling: entries only when IV rank and IV/HV both clear the gate, exits mechanically the morning after the print. Every event logged, crush or no crush.
Research Notes
Illustrative sample content — not real published research.
The IV rank gate: why 60 is the line
Backtested rationale for only selling earnings premium when IV rank exceeds 60 and IV/HV ≥ 1.2.
When the crush doesn't come
Post-mortem template for earnings trades where realized move ate the premium — and what the sizing rules saved.
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