ConvexRadar pairs its contract-level options scanner with an earnings and macro calendar, so unusual pressure can be read against the report date that may explain it — before or after the event.
Options activity around earnings mixes speculation, hedging, and volatility positioning. ConvexRadar shows the report date, days until the event, and IV rank next to the contract so a big print is never read in isolation.
Premium bought just before earnings pays elevated implied volatility that typically collapses after the report. Surfacing IV rank beside earnings timing exists precisely so that cost is visible during review.
The calendar view links each earnings event to live coverage, and macro events carry links to the releasing source, so review starts from verified dates rather than rumor.
Yes. The calendar lists upcoming report dates with timing where available, and scanner rows carry earnings context so contract pressure can be read against the event.
No. Flow into earnings can be speculation, hedging, or volatility trading. ConvexRadar frames it as research context and never as a prediction of the report or the reaction.
The macro calendar tracks recurring US events such as CPI, PPI, PCE, jobs reports, GDP releases, FOMC decisions and minutes, and options expiration dates.
Trading options involves risk. ConvexRadar is research software and does not provide financial advice or guarantee trade outcomes.