The phenomenon of vol crush after earnings has been consistent for Nvidia, Palantir, and AMD

From Barchart: 2025-03-19 15:55:34

Vol crush, a strategy involving rising implied volatility before earnings and falling afterwards, has been reliable for Nvidia, Palantir, and Advance Micro. This trend occurred in 70% of all quarterly earnings announcements for the three companies, according to analysis by Brett Friedman from Winhall Risk Analytics/OptionMetrics Contributor.



Read more at Barchart: AI Earnings: Vol Crush is Real!