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I've implemented both the 'min RV for the current cycle', as well as the average and the percentile. It's there for the straddle and put calendars. That doesn't exist for now. I can add that to my todo list, not sure when i will have time for that. If someone else has the same need, please let me know by liking the post.2 points
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Is there a way to create a list of IV before earnings and IV after earnings come out? Basically I am looking to open some short iron condors right before earnings comes out and close the next day. If I could find the stocks that have the highest IV crush on a percentage basis that would be super helpful. Thanks!1 point
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