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Use Avg 1D RV Post Earnings In Market Map To Instantly Find Trade Ideas

Filters, Stock Screener

What if you could find stocks that had a consistent history of exceeding their estimated earnings move in seconds instead of hours?

We created the Avg 1D RV Post Earnings, short for “Average 1-Day Realized Volatility Post Earnings Ratio”, to help option traders find these stocks easily. Add this metric to the Market Map and the opportunities will practically jump off your screen.

(Keep reading or jump straight in by selecting “Avg 1D RV Post Earnings” from one of the X/Y dropdowns in your Market Map: https://unusualwhales.com/market/maps.)

How The Avg 1D RV Post Earnings Metric Works

The Avg 1D RV Post Earnings ratio is the rolling 12 quarter average of the absolute value of the post-earnings price move divided by the expected price move.

When you see a ratio above 1.0, you have found a stock that historically moves MORE than the market anticipates, favoring straddle buyers. A ratio below 1.0 means this stock historically moves LESS than the market anticipates, which favors straddle sellers. Avg 1D RV Post Earnings instantly tells you how good (or bad) the market is at pricing earnings!

Market Map: Turning Data Into Trade Ideas With The Avg 1D RV Post Earnings

Let’s see the Avg 1D RV Post Earnings metric in action with the Market Map:

  1. Load the Market Map page: https://unusualwhales.com/market/maps
  2. Filter to show Stocks only, minimum open interest of 100K, and minimum stock price of $5
  3. Select “Avg 1D RV Post Earnings” for the x-axis and “Days Til Earnings” for the y-axis

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This view instantly reveals outliers, where tickers with >1.0 Avg 1D RV Post Earnings values are concentrated on the far right and tickers with <1.0 Avg 1D RV Post Earnings values are concentrated on the far left.

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Theta Gang Beware: SHOP Has A Remarkable History Of Exceeding The Expected Move

Let’s dig in a little bit on SHOP, which has the largest Avg 1D RV Post Earnings ratio visible at 2.69:

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We can check the realized moves vs. the expected moves from the SHOP earnings page and can easily confirm the message of the ratio:

https://unusualwhales.com/stock/SHOP/earnings

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Seems like the market very consistently underestimates the earnings move in SHOP, with only 2 of the last 12 days falling inside the expected range. This is a critical warning sign to premium sellers. Do you really want to sell the straddle in SHOP?

This is exactly why the Avg 1D RV Post Earnings ratio is so valuable: it converts years of data into a single, tradeable number that highlights outliers like SHOP and helps you sidestep volatility.