ExEarningsImpliedVolatility10d: Retrieve 10-Day Post-Earnings Implied Volatility

The ExEarningsImpliedVolatility10d function provides the 10-day implied volatility for a specific stock symbol following its earnings. Whether you're comparing implied volatility across multiple stocks or monitoring historical changes around specific dates, this function gives quick, reliable data right in Excel. By leveraging MarketXLS’s data feeds, you can stay informed about market sentiments and quickly integrate these observations into trading or investment strategies.

Why Use This Function?

• Understand Post-Earnings Volatility: Capture how the market prices implied volatility shortly after a company's earnings release.
• Compare Different Stocks: Quickly place side by side the post-earnings implied volatility for multiple symbols in Excel.
• Historical Insight with Optional Date: Pass an optional date parameter to see how implied volatility looked on specific trade dates (helpful for backtesting).
• Strategic Decision-Making: Use real data within Excel to refine strategies around earnings announcements and short-term volatility swings.
• Easy Integration: Works seamlessly with common Excel workflows, making it straightforward to build custom dashboards and models.

How to Use in Excel

=ExEarningsImpliedVolatility10d(Symbol, [StartDate])

1. Open Excel and ensure the MarketXLS add-in is installed and licensed.
2. In a cell, type =ExEarningsImpliedVolatility10d(
3. Provide the stock ticker symbol in quotes, for example "AAPL".
4. (Optional) Provide a valid date if you want historical data for a specific trade date.
5. Close the parenthesis and press Enter.

MarketXLS will then retrieve the 10-day post-earnings implied volatility (exErnIv10d) for that symbol from its data source. If a valid StartDate is provided, the function will attempt to retrieve data specifically for that date; if it’s not found, it will return "NA."

Parameters Explained

Example Usage

Basic Examples

1. Retrieve the latest available 10-day implied volatility post-earnings for Apple:
   =ExEarningsImpliedVolatility10d("AAPL")

   Explanation:
   • Symbol is "AAPL"
   • Date parameter is omitted, so the function fetches the most recent data.

2. Get 10-day implied volatility post-earnings for Microsoft (MSFT) for a specific date:
   =ExEarningsImpliedVolatility10d("MSFT","2023-01-15")

   Explanation:
   • Symbol is "MSFT"
   • StartDate is "2023-01-15"
   • The function checks if data is available for that specific date. If no exact record exists, it returns "NA."

Advanced Scenarios

• Tracking Patterns Over Multiple Periods:
Use several cells to call ExEarningsImpliedVolatility10d with different dates (e.g., each earnings release date). This helps you observe how implied volatility changed over time after each earnings announcement.

• Combining with Other Excel Functions:
Pair ExEarningsImpliedVolatility10d with other MarketXLS or native Excel functions (like AVERAGE, MIN, or MAX) to analyze volatility trends across multiple symbols or trading dates.

• Building an Investment Dashboard:
Create a dedicated worksheet that pulls in post-earnings implied volatility for your watchlist of stocks. Add conditional formatting to highlight high or low volatility. Combine this with price data or volume data to gauge market sentiment.

Common Questions and Troubleshooting

• Why am I getting "NA"?

• The symbol may be invalid.
• No data is available for that date.
• Your MarketXLS license could be invalid or not active.

• Can I use older or future dates?

• If a date precedes 1978 or is omitted, the function defaults to the most recent data. For future dates where no data exists, "NA" is returned.

• How often is the data updated?

• Data is cached for efficiency, but MarketXLS periodically refreshes it. If the system is currently fetching data, you might see "Refreshing." Try again after a short interval.

• Do I need an internet connection?

• Yes. MarketXLS needs an active connection to retrieve fresh data from its servers if it’s not already cached.

By leveraging ExEarningsImpliedVolatility10d in Excel, you gain an actionable snapshot of post-earnings market expectations. With just one formula, you can compare implied volatility across different time frames, letting you see where volatility might be particularly elevated — crucial for discerning trading opportunities.