Maximum Event Disparity Found: 31% Premium Crush Incoming

πŸ“Š Morning volatility scan complete (updated 6 AM CST).

Finding: Event premium analysis shows 31% of current IV will disappear after announcements.

Method: Parkinson volatility (using high/low ranges) vs event-stripped implied volatility

πŸ”— See the full term structure charts and analysis: https://stratpilotai.com/tools/daily-opportunities

Updates daily at 6 AM CST. Not financial advice.

Posted Jul 11, 2026, 2:25 PM UTC

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