10 earnings setups · 0 flagged as asymmetric
The forward window covers 2026-07-20 through 2026-07-24 — the first heavy earnings week of Q2 reporting season, dominated by mega-cap tech (INTC, NOW), managed care (MOH), cable (CHTR), and a cluster of small- and mid-cap health names. Across the 147 tickers scanned, this is unambiguously a premium-selling regime: every one of the top-ten historically volatile names carries front-month implied vol RICHER than its 8-quarter median realized post-earnings move. Zero tickers cross the −1.5 percentage-point long-vol threshold, so no asymmetric setups are flagged this week — the routine deliberately publishes zero flags rather than force picks that don't exist.
The closest-to-fair name in the cohort is LW (Lamb Weston), where the 9.78% straddle implies almost exactly its 9.48% realized median — a pure premium-selling candidate rather than an edge. INTC's 15.08% straddle prices in 6.6pp over its 8.50% realized median heading into a print with 5 of the last 10 sessions moving more than 8%. CHTR straddles at 13.77% versus 8.63% realized, and MOH at 15.48% versus 8.88%. Small-cap outliers — FRMM (48% straddle vs a single-quarter history), ASPN (26% straddle vs 9.7% median), SMMT (28% vs 8.5%) — are dominated by uncertainty premium and one-off history rather than repeatable asymmetry, so we rank them but don't chase them.
FRMM
Farmmi IncChinese micro-cap agricultural exporter with a single-quarter post-earnings history in the scan — the 24% median 'realized' is really one data point, so treat the ranking as noise-dominated. The 48% front-month straddle is doing all the work: market makers are pricing binary event risk on a name where a single guidance line or auditor comment can gap the stock 30–50%. There is no vol-arb setup here; this is pure gambling premium.