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STRATEGIES

IV Crush Credit Spreads

IV Crush Credit Spreads - Multi-Ticker Event-Driven

After a stock moves 20%+ UP in a single day, implied volatility is elevated. Sell OTM bear call spreads the NEXT trading day to profit from IV crush as volatility mean-reverts. Backtesting revealed that UP moves only is the key — down moves have a 41% win rate and lose money overall.

  • Trigger: Stock gaps 20%+ UP in a single day with option volume ≥ 1,000 contracts
  • Entry: Next trading day — IV is still elevated but the stock has stabilized
  • Trade: Sell bear CALL credit spread ~5% OTM from next-day close
  • DTE sweet spot: 10-20 days to expiration (DTE 7-9 = 53% WR, DTE 10-14 = 78% WR)
  • Spread widths: $1-$5 depending on stock price, max ~$1,000 risk per trade
  • Exit: Hold through expiration - collect full credit or take max loss
  • Edge: Up-move catalysts (earnings beat, FDA approval) price in quickly and stabilize. Down moves keep drilling.
  • Avoid: Down moves (selling put spreads after drops = catching a falling knife, 41% WR)

BACKTEST RESULTS (Nov 2025 - Mar 2026)

Refined filters: UP moves only + DTE 10-20. Down moves lose money (41% WR). Up moves with mid-range DTE = 84% win rate, 2.96 profit factor.

HOW IT WORKS

01

Scan for Big Moves

Find stocks that moved 20%+ in a single day with high option volume (≥ 1,000 contracts).

02

Wait for Next Day

Enter the NEXT trading day — IV is still elevated but the stock has stabilized. Same-day entry has higher IV but only 38% win rate vs 62% next-day (the stock is still moving).

03

Sell Bear Call Spread

Sell a CALL spread ~5% OTM from next-day close. Only trade UP moves — down moves (put spreads) have 41% win rate and lose money.

04

Target DTE 10-20

DTE 7-9 only wins 53% — not enough time for mean-reversion. DTE 10-20 gives the trade room to breathe (84% WR).

05

Collect & Wait

Collect the credit upfront. Hold through expiration. IV crush + time decay work in your favor as the catalyst fades.

06

Settlement

If price stays OTM from sold strike, keep the full credit. If not, max loss = width - credit collected.

TRADE RESULTS

Ticker Move% Dir Entry Date Price Type Sell Buy Width Credit Spread% OI DTE #Ctrs $Credit Settle$ P/L Result

Key Insights

  • UP moves only = 84% win rate, 2.96 profit factor: The single biggest discovery. Down moves lose money (41% WR, PF 0.70). Up moves stabilize quickly after the catalyst; down moves keep drilling.
  • DTE 10-20 is the sweet spot: DTE 7-9 only wins 53% — not enough time for mean-reversion. DTE 10-14 hits 85% WR. DTE 10-20 gives 84% WR with more trades.
  • 100% of losses are from continued momentum: Not a single loss was from a reversal. Every loser was a stock that just kept running. The spread caps max loss.
  • Next-day entry beats same-day (62% vs 38% win rate): IV is highest on move day, but the stock is still running. By next day the chaos has ended but IV is still elevated.
  • Down moves are a different animal: When a stock drops 20%+, it's usually bad news (earnings miss, fraud, downgrade). Selling pressure continues for weeks — you're catching a falling knife.
  • Why up moves work: Up catalysts (earnings beat, FDA approval, deal) are specific events that price in quickly. The stock stabilizes or pulls back, and your OTM call spread expires worthless.
  • Tight bid-ask spreads (≤10%) further improve quality: Eliminates illiquid junk. Combined with up-only + DTE 10-20, win rate approaches 85%.
Disclaimer: This is a historical backtest using actual option pricing data from our historical options database. Past performance does not guarantee future results. Options trading involves significant risk of loss. Credit spreads have defined risk (max loss = width - credit) but can lose the full width on adverse moves. This analysis uses mark (mid-price) for entries - actual fills may vary due to slippage and bid-ask spreads. Commission costs are not included. This is for educational and research purposes only, not financial advice.