Earnings Dashboard
ED
upcomingCONSOLIDATED EDISON INC
Time TBDlarge capThursday, May 7, 2026
Expected Move Analysis
Expected
6.0%
Current Stock Price
$111.49
Expected Move
±6.0%
±$6.72
IV Rank
72
High
Put/Call Ratio
1.15
Bearish bias
Analysis & Commentary
CONSOLIDATED EDISON INC (ED) reports earnings Thursday . Consensus EPS estimate is $2.37.
IV Rank is elevated at 72, indicating options premiums are pricing in a larger-than-usual move. This creates an edge for premium sellers — the IV crush after the event can be significant.
A short strangle with strikes beyond the ±6.0% expected move could capture the IV crush. This is a higher-risk play — consider defined-risk alternatives or strict position sizing.
Enter the position 1-2 days before earnings to capture the final IV ramp. Plan to close the morning after the report once IV collapses — don't hold hoping for further decay.