Options Earnings Lab

options-earnings-lab is a focused research-utility repo for earnings-related options studies. It is not a strategy-alpha dump. The purpose is to give developers and researchers small, reusable tools for implied move estimation, realized move comparison, quote-quality checks, and historical contract selection around an event date.

This repo is designed to sit next to the SDKs, not replace them. When you need market data, the intended path is still CuteMarkets:

• Get API key
• Read docs
• Python SDK
• TypeScript SDK

What Is In Scope

• implied move from the ATM straddle
• realized move after earnings
• quote-quality summaries for contract-level quotes
• simple helpers for selecting an ATM pair

What Is Out Of Scope

• private strategy logic
• live execution bots
• stronger internal portfolio models

Install

python -m pip install -e ".[dev]"

If you want the data-backed CLI commands as well, install the CuteMarkets SDK extra:

python -m pip install -e ".[dev,sdk]"

CLI Example

options-earnings-lab implied-move --spot 412.3 --call-mid 14.2 --put-mid 16.1

Data-backed examples:

options-earnings-lab atm-pair --underlying MSFT --event-date 2026-04-29
options-earnings-lab event-study --underlying MSFT --event-date 2026-04-29 --include-quote-quality

Example Script

• examples/msft_implied_move_from_chain.py

This example uses the CuteMarkets Python SDK to fetch an expiration and estimate implied move from the ATM straddle.