Earnings IV Crush Candidates

When a stock approaches its results date, its options' implied volatility climbs because the market is pricing in a wide post-results move. Historically the realised move is often smaller than the implied move — meaning premium sellers harvest the difference (the volatility risk premium). MintByte filters specifically for stocks where IV percentile is already in the top quintile relative to that stock's own history, the next event within 7 days is an earnings announcement, and the option chain liquidity is high enough to actually exit without slippage. The default playbook is a defined-risk iron condor straddling the at-the-money straddle, with wings placed beyond the expected move.