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      Ex-Earnings Volatility

      Calculate the annualized volatility with earnings impact removed from an expiration.

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      Inputs

      Select a ticker (optional) to use real earnings and option chain data

      Expiry Date

      Must be after earnings date

      30 DTE

      Expiry ATM IV (%)

      ATM IV for the expiration (1-1000)

      Earnings Date

      Must be before expiry date

      7 days

      Implied Move (%)

      Expected earnings move (0.1-100)