Earnings Whiplash Map · Weekly Scan · Public preview

10 earnings setups · 3 flagged as asymmetric

Scan day · Saturday, August 8, 2026

The August 10-14 earnings window scans as decisively premium-rich: of 310 forward-calendar tickers processed by the Saturday earnings-scan-cron, only three cross the -1.5pp IV-vs-HV bar for asymmetric long-vol setups. The rest of the calendar — including the biggest historical movers like FRMM (24% median realized, 1q sample), YSS (17%, 1q), AIRO (15.5% over 3q), STUB (13.7% over 3q), HUMA (13.1% over 10q), WYFI (12.6% over 3q), and CECO (12.6% over 10q) — sits with implied moves well above historical, i.e. a premium-selling regime.

The three flagged names: ARIS is by far the cleanest — spot $17.41, straddle implies 7.9% into an 8/10 pre-market print vs a 15.4% median realized across 10 quarters, a 7.5pp gap with 7-of-10 prior earnings breaching 8%. APGE (Apogee Therapeutics, spot $134.79) shows a startling 0.45% implied move against 4.45% median realized — a 4pp gap that either reflects a genuinely complacent options market ahead of the pre-market print or a stale ATM straddle quote in the underlying data; verify the front-month at the open before committing size. BTGO (spot $5.04) prices 13.4% against 17.2% single-quarter realized — real gap in the math, but a one-print sample doesn't carry conviction, so treat as a speculative flier rather than a core setup. Nothing else on the week qualifies.

Flagged asymmetric setup — fully revealed

Flagged

BTGO

BTGO (name pending)

EarningsWed, Aug 12 AMC

Implied move13.4%

Historical avg17.2%

IV − HV gap-3.8%

Why flagged

IV 3.8pp below single-quarter realized (13.4% vs 17.2%). Flagged on the math per the routine's rule, but the thin sample means conviction is low — position accordingly.

Thesis

The math flags this: 13.4% straddle vs a 17.2% prior print, a 3.8pp asymmetry that would ordinarily justify long vol. The catch is the sample — one earnings observation isn't a distribution, it's a data point, so treat this as a speculative flier not a conviction setup. If the pattern was informed by a broader small-cap comp set the case would be stronger.

9 more setups on this scan · members-only

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BTGO

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