Most unusual options activity is background noise until you attach it to a catalyst. The cleanest catalyst is a known earnings date. So flip the usual order: instead of reacting to whatever flow shows up, decide first who reports this week using the earningscalls.dev upcoming-earnings calendar, then point OptionsBell alerts at exactly those names. Now every print you see is pre-earnings positioning by construction.

Start from the calendar, not the flow

The earningscalls.dev calendar tells you which names report and when, split by session. Pull the week ahead and build a watchlist. If you use the earningscalls.dev MCP server in Claude, it is one prompt.

List all companies reporting earnings this week, grouped by day
and by before-open or after-close. Give me just the tickers.

That list becomes your alert universe. You are no longer watching 7,000 names for anything unusual; you are watching the few dozen with a scheduled catalyst in the next five trading days.

Point OptionsBell at those names

Set OptionsBell alerts on the watchlist and tune the filters for the pre-print window. The filters that matter into earnings are Vol/OI for fresh positioning, premium for conviction, and DTE to isolate bets expiring right around the print.

High Vol/OI: new positions opening, not existing ones being traded
Large premium: someone is paying up, not nibbling
Short DTE clustered on the print: a directional bet on the event itself
IV as context: rich IV means the market already expects a big move

How IV and DTE behave into a print

Implied vol almost always ramps into earnings as demand for event protection rises, then collapses the moment the number is out. That is the vol crush. It has two consequences for reading flow. First, short-dated options into a print are expensive, so aggressive premium there signals real conviction, not casual speculation. Second, a long premium buyer needs the move to clear not just the strike but the vol crush working against them the next morning.

So when OptionsBell flags heavy short-DTE call buying two days before a report, respect that the buyer is paying inflated IV and still wants the exposure. That is a higher bar than the same trade a month out, and it makes the print more informative.

Add the prior call for a frame

Before you act on pre-print flow, pull the last call summary from earningscalls.dev so you know the setup. Did management guide conservatively and set a beatable bar, or talk up the quarter and raise the stakes? The same bullish flow means different things against those two backdrops.

For $TICKER, which reports Thursday, give me the last call summary
and whether guidance was raised, held, or cut. One paragraph.

Run it as a weekly ritual

The whole routine takes minutes and repeats every week: pull the calendar, set OptionsBell alerts on those names, tune for short-DTE and high premium, and check the prior call for anyone that lights up. You trade a curated set of scheduled catalysts instead of chasing whatever scrolls past.

Build the trigger side now: create alerts for your earnings watchlist, and pull next week's calendar from earningscalls.dev.