Tool guide
Earnings Gap Finder
Post-earnings gaps worth trading, filtered for the continuation and fade patterns that actually follow through.
Open the tool →What it is
A daily scanner (run at 9:45 AM ET) that identifies stocks gapping significantly after earnings reports. It surfaces the continuation and fade patterns that actually follow through — filtered to exclude gaps too small to trade efficiently.
How to filter and use it
Filter by gap size and direction to focus on the moves worth trading. Gaps with heavy pre-earnings unusual flow in the same direction as the gap tend to continue; gaps that contradict the pre-earnings flow sentiment tend to fade.
Use the tool to find early-session momentum setups on the biggest post-earnings gaps. The first 30–60 minutes after the open often determines whether the gap will run or fill.
Watch it
Concepts used here
- Implied volatilityThe market's expectation of future movement, baked into the option's price.