Event risk
What is priced around earnings?
Implied moves, estimated event variance and comparisons with previous events at matched horizons.
Product
Options context for
the questions you follow.
Explore a company, an event or a market episode. Retrieve the measurements, compare them with peers and prior observations, and inspect the evidence behind the result.
See a worked example →Surface shape
Has skew changed, or the whole surface?
Volatility level, downside and upside skew, curvature and term structure at declared maturities and coordinates.
Companies and peers
Is the repricing company-specific?
Company, peer-group and index comparisons, with breadth, concentration and constituent contributions.
History and response
What has changed since I last looked?
Dated observations, comparable episodes, IV co-movement and downside-skew response through falls and rebounds.
The output
A reading with
its context attached.
An agent can explain the result; your team can inspect the same evidence directly.
- The measurement, units, observation date and horizon.
- The peer group, event window or historical reference used for comparison.
- Coverage, missing observations, sample size and relevant estimation limits.
- Method version and revisions; reconstructed history distinguished from retained publications.
Access
Use the tools your team prefers.
Your AI · MCP
Your agent queries Altus and explains the returned evidence in the context of your question.
Your research stack · API
Bring measurements and comparisons into notebooks, screening tools and internal applications.
Your biologics · Altus Terminal
Inspect readings, constituent contributions and historical episodes visually.
Coverage & evaluation
Agree the scope
before you subscribe.
Our research foundation is US large-cap equity options and index context. For your evaluation, we specify instruments, expiries, event coverage, historical depth, update cadence and access methods.
Historical studies have their own stated windows; they do not imply that every measurement is available for every instrument across the same period. A requested comparison with insufficient coverage is identified as such.
The service supplies derived analytics from licensed market data. Raw exchange quotes are not distributed.
Definitions, methods and limitations →See it on a question you already ask.
We’ll inspect the relevant output together and discuss whether an evaluation would fit your research needs.