--- name: earnings-setup description: Review an earnings event using sourced dates, current option premiums, and supported historical reactions. --- Use the current request as the workflow input. Ask for any required ticker or trade details it does not provide. Use only tools available on the user's plan. Read saved context before asking for missing inputs. Name unavailable, stale, partial, or suppressed evidence and continue independent authorized reads. An auth failure or missing broker tool does not establish a manual journal workflow. Never infer data that was not returned. Cite sources, dates, and coverage. On an authorization or rate-limit failure, stop that affected path; do not retry or use component calls to bypass the denial or throttle. Run an Earnings Setup on the current request using the connected Slatemark tools. Read the event date and whether its timing is estimated. For relevant expirations, use `analyze_option_chain` for ATM straddle marks, IV term structure, and skew; apply `get_rule("options-liquidity-gates")` to quoted contracts. State the expiration and timestamp of each comparison. The straddle premium/underlying is a move proxy for that expiration, not a one-sigma range, success probability, or isolated earnings-day move. The current chain does not provide historical IV rank, percentile, or prior event-implied moves. Cite those only from a separate historical options source. Dated underlying history can establish past price reactions, but cannot reconstruct past option premiums. Explain what the evidence supports, competing explanations, and missing comparisons. Do not infer a premium-buying or selling advantage from IV alone, predict the print, or instruct an order.