📈 OptionsStrat Pro v3.0 IV Crush Engine

Visual Options Payoff Calculator, Black-Scholes Greeks, and Post-Earnings IV Crush Simulator.

📈 Options Pro 🎯 PredictOdds Pro (Kalshi)
Strategy
Long Strangle
Spot Price
$16.96
Expected Move (±)
±$1.95 (11.5%)
Total Risk / Cost
$9.00
Breakevens
$13.91 / $20.09
Net Delta (Δ)
+0.042
⚙️ Strategy Parameters 2 Legs
⚡ Post-Earnings / Event IV Drop: 35% IV (-30% drop)
10% Low IV Current (65%) 150% High IV
📖 Strategy Logic & Earnings Insight

Long Strangle: High volatility play expecting large price swings. Warning: Post-earnings IV crush rapidly drops extrinsic value—stock must move beyond the market's expected move to profit.

🔵 Blue Line: Current Valuation (Pre-Earnings IV: 65%)
🔴 Red Line: Post-Crush Valuation (Post-Event IV: 35%)
🟢 Green Line: Expiration Payoff (0 DTE)
🎯 Post-Event Realized P&L Matrix (Across Overnight Stock Moves)