Another interesting Screen from Livevolpro

Below you see a screen on the earnings for RIMM. Starting at the far right corner you can see the earnings dates and results for the past 8 quarters. Then to the right you see the meat and potatoes of this screen. Starting with the top row of charts, you see how the underlying trading 5 days before and 5 days after earnings were announced, you also get the range the stock traded in during this 10 day period right below the charts. The next row of charts shows how the front month and next month straddle (ATM Call and ATM put) traded in the same 10 day period as well as the range. The last set of charts is what Implied volatility did during this time frame for the front month and the next month as well as the ranges.

This could be a useful tool when trying to play earnings.