Stock Earnings Intelligence & Options Volatility Analytics Actor 📊

Analyze stock earnings dates, options expected moves (ATM Straddle), historical gap-fill probabilities, 5-day post-earnings price drift, analyst price targets, and AI market biases across US equities.

Pre-configured by default with the Magnificent Seven (NVDA, AAPL, MSFT, AMZN, GOOGL, META, TSLA), and fully customizable for any US stock ticker.

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🌟 Key Capabilities

• Options Expected Move Calculation: Computes the exact market-implied move (+/- % and $) using front-month At-The-Money (ATM) Straddle options pricing ((Call Ask + Put Ask) / Current Price).
• Volatility Skew & Term Structure: Analyzes Put vs Call IV skew (5% OTM) and front-month vs back-month IV to anticipate post-earnings volatility crush.
• Historical Gap-Fill & Drift Analytics (Last 8 Quarters):
  • Gap-Fill Probability (%): Percentage of historical quarters where price returned to pre-earnings close within 5 trading days.
  • Post-Earnings Drift Bias: Average 5-day price trajectory after market open reaction (Bullish Drift vs Bearish Drift).
  • Relative Price Pathways: Day-by-day normalized price trajectories from Day -1 to Day +5.
• Analyst Targets & Consensus:
  • Consensus recommendations (Strong Buy, Buy, Hold, Sell).
  • Target Price Mean, High, Low, and implied upside/downside percentages.
  • Historical EPS surprise percentages (Beat vs Miss history).
• Magnificent Seven Benchmark Matrix: Side-by-side valuation comparison (P/E, Forward P/E, PEG, P/S, EV/EBITDA).
• AI Agent & MCP Ready: Generates an executive summary with next earnings date countdown, implied moves, and win-rate biases ready for LLMs, Claude, ChatGPT, and LangChain.

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📥 Input Configuration

Parameter	Type	Default	Description
symbols	Array<string>	["NVDA", "AAPL", "MSFT", "AMZN", "GOOGL", "META", "TSLA"]	List of US stock tickers to analyze.
includePeerComparison	Boolean	true	Include Mag 7 side-by-side valuation benchmark table.
quartersBack	Integer	8	Number of previous earnings quarters to evaluate.

Example Input (input.json):

{
  "symbols": ["NVDA", "AAPL", "TSLA", "AMD", "PLTR"],
  "includePeerComparison": true,
  "quartersBack": 8
}

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📤 Output Dataset Format

Each dataset item provides deep quantitative and qualitative earnings intelligence:

{
  "symbol": "NVDA",
  "companyName": "NVIDIA Corporation",
  "sector": "Technology",
  "industry": "Semiconductors",
  "currentPrice": 128.50,
  "nextEarningsDate": "2026-11-18",
  "daysUntilEarnings": 52,
  "aiInsights": {
    "nextEarningsDate": "2026-11-18",
    "daysUntilEarnings": 52,
    "optionsImpliedMove": "+/-7.85%",
    "gapFillProbability": "75.0%",
    "historicalBeatRate": "100.0%",
    "postEarningsBias": "Bullish Drift",
    "executiveSummary": "NVDA (NVIDIA Corporation) next earnings release is scheduled for 2026-11-18 (52 days away). Options market prices an expected move of +/-7.85%. Historically over the past 8 quarters, NVDA beats earnings estimates 100.0% of the time, fills its post-earnings opening gap 75.0% of the time, and displays a Bullish Drift with an average 5-day drift of 3.42%."
  },
  "optionsImpliedVolatility": {
    "frontExpiration": "2026-11-20",
    "atmStrike": 128.0,
    "straddlePrice": 10.08,
    "impliedMovePct": 7.85,
    "impliedMoveDollar": 10.08,
    "skewPct": 2.45,
    "frontMonthIVPct": 58.4,
    "backMonthIVPct": 46.2
  },
  "gapFillAnalytics": {
    "totalEarningsAnalyzed": 8,
    "gapFillProbabilityPct": 75.0,
    "beatRatePct": 100.0,
    "averageGapUpPct": 5.82,
    "averageGapDownPct": -2.15,
    "average5DDriftPct": 3.42,
    "postEarningsDriftBias": "Bullish Drift"
  },
  "analystTargets": {
    "recommendation": "STRONG BUY",
    "numberOfAnalysts": 55,
    "targetMeanPrice": 150.0,
    "impliedUpsidePct": 16.73
  }
}

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🤖 AI Agent & MCP Integration

Because this Actor outputs clean, pre-calculated probabilities and executive summaries, it is 100% plug-and-play with Apify Model Context Protocol (MCP) servers, OpenAI GPTs, Claude Tools, and LangChain/CrewAI agents.

Apify Python Client Example:

from apify_client import ApifyClient

client = ApifyClient("<YOUR_API_TOKEN>")

run_input = {
    "symbols": ["NVDA", "AAPL", "AMD"],
    "quartersBack": 8
}

run = client.actor("khnaami/stock-earnings-intelligence-actor").call(run_input=run_input)

for item in client.dataset(run["defaultDatasetId"]).iterate_items():
    print(f"{item['symbol']} | Expected Move: {item['aiInsights']['optionsImpliedMove']} | Gap Fill: {item['aiInsights']['gapFillProbability']}")

Apify JavaScript / TypeScript Client Example:

import { ApifyClient } from 'apify-client';

const client = new ApifyClient({
    token: '<YOUR_API_TOKEN>',
});

const run = await client.actor('khnaami/stock-earnings-intelligence-actor').call({
    symbols: ['NVDA', 'TSLA', 'PLTR'],
});

const { items } = await client.dataset(run.defaultDatasetId).listItems();
console.log(items);

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⚖️ Disclaimer

This Actor provides statistical, options implied moves, and historical price metrics for educational and analytical purposes only. It is not financial or investment advice.