NameDescriptionTypeAdditional information
eps_actual

Actual amount of earnings

decimal number

None.

day_before

Day before date represented as YYYY-MM-DD

string

None.

stock_close_before

Stock close before

decimal number

None.

expiry1

Expiry1 date represented as YYYY-MM-DD

string

None.

expiry2

Expiry1 date represented as YYYY-MM-DD

string

None.

expiry1_volatility_before

Expiry1 volatility before

decimal number

None.

expiry2_volatility_before

Expiry2 volatility before

decimal number

None.

implied_earnings_move

Stock price move implied from expiry1_volatility_before and expiry2_volatility_before, adjusted based on historical trend

decimal number

None.

implied_risk_premium

Stock price move implied from expiry1_iv and expiry2_iv

decimal number

None.

forward_volatility

Expected post earnings volatility

decimal number

None.

day_after

Day after date represented as YYYY-MM-DD

string

None.

stock_close_after

Stock close after

decimal number

None.

expiry1_volatility_after

Expiry1 volatility after

decimal number

None.

expiry2_volatility_after

Expiry2 volatility after

decimal number

None.

actual_move

Actual move

decimal number

None.

actual_post_earnings_volatility

Actual post earnings volatility

decimal number

None.

actual_currency

Actual currency code

string

None.

date

Date of earnings represented as YYYY-MM-DD

string

None.

eps_estimate

Estimated amount of earnings

decimal number

None.

time_of_day

Time of the day (BMO/AMC/DMT)

string

None.

estimate_currency

Estimated currency code

string

None.

results

Collection of earnings results

Collection of EarningsResult

None.