Earnings Risk Intelligence
Every earnings season, a handful of stocks are set up to move violently. Breakwater flags them for options traders before the announcement — updated weekly, no login required.
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How tiers are assigned
How far has this stock moved at past earnings? How often did it clear 5%, 8%, or more? Each stock is ranked against the full S&P 500 universe across 25 years of data.
Volatility expansion, directional drift, and momentum stress heading into the announcement. A stock under pressure before earnings is more likely to move violently after.
Extended beat or miss streaks, or an erratic EPS surprise record, raise uncertainty around the next report and push the risk score higher.
When implied volatility on the announcement date is elevated relative to the stock's historical reaction range, that adds confirmation weight.
Recent calls — flagged before the announcement
Tier assigned before earnings announcement. Move is the 3-day post-earnings price change.
What you get
Every Monday. Every S&P 500 stock ranked by earnings risk. Know what’s dangerous before the week starts.