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Showing content with the highest reputation on 11/27/2020 in all areas

  1. 1 point
    I think I understand what you're looking for. If you clear out the start date, and set it to, sa, 2017-01-01, you'll see a chart with all the RV lines for each earnings date since then. RV being defined as price of the ATM straddle divided by the ATM strike, the RV chart simply plots the RV at the end of each day. The T-n values n the X-axis show you how many days prior to the earnings release each particular day was. Double-clicking a particular line removes all other lines, allowing you to focus on that particular earnings cycle. Double-click again, and the chart is restored.
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