No scheduled earnings date found, so there is no IV crush setup to price. Index and sector ETFs never have one.
| Expiry | DTE | ATM IV | Straddle | Implied ± | Event | |
|---|---|---|---|---|---|---|
| 10-26 | 3 | 15.1% | 8.33 | 1.1% | ||
| 10-27 | 4 | 15.3% | 9.78 | 1.3% | ||
| 10-28 | 5 | 16.7% | 11.95 | 1.6% | ||
| 10-29 | 6 | 17.3% | 13.49 | 1.8% | ||
| 10-30 | 7 | 17.5% | 14.79 | 1.9% | ||
| 11-06 | 14 | 16.2% | 19.39 | 2.5% | ||
| 11-13 | 21 | 15.7% | 22.95 | 3.0% | ||
| 11-20 | 28 | 15.5% | 26.20 | 3.4% | ||
| 11-27 | 35 | 15.1% | 28.54 | 3.7% | ||
| 11-30 | 38 | 14.9% | 29.24 | 3.8% |
IV crush is the collapse in implied vol once a scheduled event resolves. The implied move is isolated by variance decomposition — total variance in the first post-event expiry minus the diffusive variance a clean expiry prices — rather than read off the straddle, which also contains ordinary movement over the holding period. A large inversion is not the same as an expensive one: a stock that genuinely jumps deserves a high event premium.