ExEarningsImpliedVolatility90d: Retrieve 90-Day Earnings Implied Volatility Around Company Reports

The ExEarningsImpliedVolatility90d function enables you to quickly pull 90-day implied volatility (IV) data around earnings for a specific stock symbol directly into Excel. This helps traders and investors assess key option pricing factors and manage volatility-driven strategies without leaving the spreadsheet environment.

Why Use This Function?

• Gain a Solid Trading Edge: Understand how the market prices future uncertainty around earnings, aiding decisions on options trades or hedging strategies.
• Historical or Most Recent Data: Optionally use a specific date to retrieve the recorded volatility for that date or omit the date to get the most recent data.
• Simplify Workflow: Eliminate tedious data exports by pulling implied volatility directly into your Excel calculations.
• Real-Time Support: MarketXLS licenses let you fetch live or recent data; if data is refreshing or unavailable, the function will inform you accordingly.
• Enhance Risk Management: Reliable 90-day IV data helps you capture market sentiment for upcoming earnings events, improving risk-adjusted decisions.

How to Use in Excel

=ExEarningsImpliedVolatility90d(Symbol, [StartDate])

1. Enter the function in a cell where you want the 90-day implied volatility value to appear.
2. Provide the stock Symbol in quotes (e.g., "AAPL").
3. (Optional) Include a StartDate in a valid date format to request IV data for a specific trade date. Otherwise, the function fetches the latest available data.
4. Press Enter to populate the cell with the implied volatility value or a message such as "NA" (if data is unavailable) or "Refreshing" (if data retrieval is in progress).

Parameters Explained

Example Usage

Basic Examples

1. Retrieve the Latest 90-Day Earnings IV for Apple:
   • Formula: =ExEarningsImpliedVolatility90d("AAPL")
   • Result: Returns the most current recorded value for AAPL’s 90-day earnings IV.

2. Fetch Specific Historical 90-Day Earnings IV for Tesla:
   • Formula: =ExEarningsImpliedVolatility90d("TSLA", "2023-05-15")
   • Result: Returns the 90-day earnings IV for TSLA on May 15, 2023, if that date’s data is available.

3. Invalid Symbol Example:
   • Formula: =ExEarningsImpliedVolatility90d("INVALIDSYM")
   • Result: "NA" will be returned because the symbol is not recognized.

Advanced Scenarios

• Tracking IV Over Multiple Periods: Create a date range of StartDates (e.g., monthly intervals) to plot how 90-day IV has evolved around earnings releases.
• Pairing with Excel’s Chart Tools: Use multiple cells referencing different dates or symbols and create a chart to visually compare implied volatility trends.
• Combining with Other MarketXLS Functions: Integrate ExEarningsImpliedVolatility90d alongside other analytics, such as historical price retrieval, to build a comprehensive options trading model.
• Strategy Development: Traders can evaluate if short or long option positions are appropriately priced based on how the 90-day volatility changes prior to, and after, earnings announcements.

Common Questions and Troubleshooting

• What if the function returns "NA"?

• This indicates the data is either unavailable, the symbol is invalid, or there is a temporary issue accessing the database. Double-check the symbol and date.

• Why do I sometimes see "Refreshing"?

• When the system is still loading or updating data behind the scenes, you may see "Refreshing." The data is in queue and should be ready shortly.

• Can I pull IV data for older or future dates?

• You can specify an older date, but if no data exists for that date, you’ll receive "NA." Data for future dates is generally not available.

• Can I reference a date cell instead of typing the date directly?

• Yes. Simply point the StartDate parameter to a cell containing the date in a recognized format, for example: =ExEarningsImpliedVolatility90d("AAPL", A2).

With ExEarningsImpliedVolatility90d, you’ll unlock precise 90-day volatility insights around earnings events, making it easier to price options, hedge positions, or monitor market sentiment—right from your Excel spreadsheet. Make sure your MarketXLS license is active and authorized to access implied volatility data to get the most out of this function. Enjoy streamlined coverage for your next earnings-based options trade!