Earnings Volatility Trader (Remote, Funded Options Trader) — New Orleans, LA

An earnings volatility trader at Maverick specializes in the predictable volatility patterns around quarterly earnings releases. The strategy is highly seasonal — earnings season is intense, off-season is quiet — and the trader is expected to manage the rhythm of that cycle, not to force trades during slow weeks.

New Orleans's financial industry is smaller than the major Texas metros but the city's energy-sector exposure (oil services, midstream) gives it useful commodity-driven context. Central Time alignment with US markets, and a dramatically lower cost of living than the major Southeast or Texas metros.

Earnings-cycle plays across single-name equity options. Strategies include short premium structures (iron condors, short strangles in defined-risk form) to capture IV crush, long premium structures (long straddles, debit spreads) when implied move is under pricing realized history, and post-earnings drift trades that exploit price continuation after a beat or miss.

Earnings trades carry binary risk by design — the print is either in the expected range or it isn't. Maverick caps per-trade max loss strictly, requires defined-risk structures (no naked premium selling into earnings), and limits the total number of concurrent earnings positions to keep correlated event risk manageable.

Earnings volatility is one of the few areas where retail options markets still mispriced systematically. The role exists at Maverick because the strategy is seasonal, finite, and well-suited to traders who want a structured, repeatable framework rather than open-ended directional trading.

Traders who have already run a sample of earnings trades and know their own win rate honestly People who can size aggressively when edge is real and skip the print entirely when it isn't Candidates who think in distributions — earnings outcomes are not normally distributed Traders who can stop trading during the quiet weeks between earnings seasons