diff --git a/app/cron_earnings_price_reaction.py b/app/cron_earnings_price_reaction.py
index 0bac9f1..48a57ef 100644
--- a/app/cron_earnings_price_reaction.py
+++ b/app/cron_earnings_price_reaction.py
@@ -43,29 +43,41 @@ async def compute_rsi(price_history, time_period=14):
     return result
     
 
-async def calculate_price_reactions(filtered_data, price_history):
+async def calculate_price_reactions(ticker, filtered_data, price_history):
     # Ensure price_history is sorted by date
     price_history.sort(key=lambda x: x['time'])
 
     results = []
 
+    with open(f"json/implied-volatility/{ticker}.json",'r') as file:
+        iv_data = ujson.load(file)
+
     for item in filtered_data:
         report_date = item['date']
 
         # Find the index of the report date in the price history
         report_index = next((i for i, entry in enumerate(price_history) if entry['time'] == report_date), None)
+        
         if report_index is None:
             continue  # Skip if report date is not found in the price history
 
         # Initialize a dictionary for price reactions
+        iv_value = next((entry['implied_volatility'] for entry in iv_data if entry['date'] == report_date), None)
+
+        #if iv_value is None:
+        #    continue  # Skip if no matching iv_data is found for the report_date
+
         price_reactions = {
             'date': report_date,
             'quarter': item['quarter'],
             'year': item['year'],
             'time': item['time'],
-            'rsi': int(price_history[report_index]['rsi'])
+            'rsi': int(price_history[report_index]['rsi']),
+            'iv': iv_value,
         }
 
+        
+
         for offset in [-4,-3,-2,-1,0,1,2,3,4,6]:
             target_index = report_index + offset
 
@@ -140,7 +152,7 @@ async def get_past_data(data, ticker, con):
                 price_history = orjson.loads(file.read())
 
             price_history = await compute_rsi(price_history)
-            results = await calculate_price_reactions(filtered_data, price_history)
+            results = await calculate_price_reactions(ticker, filtered_data, price_history)
             #print(results[0])
             await save_json(results, ticker, 'json/earnings/past')
             
@@ -173,7 +185,7 @@ try:
     cursor.execute("PRAGMA journal_mode = wal")
     cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
     stock_symbols = [row[0] for row in cursor.fetchall()]
-    #stock_symbols = ['AMD']
+    stock_symbols = ['AMD']
 
     asyncio.run(run(stock_symbols, con))
     
diff --git a/app/cron_implied_volatility.py b/app/cron_implied_volatility.py
index 9aa1b4c..506d5a6 100644
--- a/app/cron_implied_volatility.py
+++ b/app/cron_implied_volatility.py
@@ -60,6 +60,27 @@ def safe_round(value, decimals=2):
         return value
 
 
+def add_data(data, historical_data):
+    res_list = []
+    for item in data:
+        date = item['date']
+        for item2 in historical_data:
+            try:
+                if date == item2['date']:
+                   item['changesPercentage'] = item2['changesPercentage']
+                   item['putCallRatio'] = item2['putCallRatio']
+                   item['total_open_interest'] = item2['total_open_interest']
+                   item['changesPercentageOI'] = item2.get('changesPercentageOI',None)
+            except:
+                pass
+        
+        if 'changesPercentage' in item:
+            res_list.append(item)
+    
+    return res_list
+
+
+
 def prepare_data(data, symbol, directory_path, sort_by = "date"):
     res_list = []
     for item in data:
@@ -74,10 +95,16 @@ def prepare_data(data, symbol, directory_path, sort_by = "date"):
             pass
 
     if res_list:
-        res_list = sorted(res_list, key=lambda x: x[sort_by], reverse=True)
+        data = sorted(res_list, key=lambda x: x[sort_by], reverse=True)
+        with open(f"json/options-historical-data/companies/{symbol}.json", "r") as file:
+            historical_data = orjson.loads(file.read())
+        
+        res_list = add_data(data,historical_data)
+        
         save_json(res_list, symbol, directory_path)
 
 
+
 def get_iv_data():
     print("Starting to download iv data...")
     directory_path = "json/implied-volatility"
@@ -86,7 +113,7 @@ def get_iv_data():
         total_symbols = stocks_symbols+etf_symbols
 
     counter = 0
-
+    total_symbols = ['AMZN']
     for symbol in tqdm(total_symbols):
         try:
             url = f"https://api.unusualwhales.com/api/stock/{symbol}/volatility/realized"
@@ -110,3 +137,4 @@ def get_iv_data():
 
 if __name__ == '__main__':
     get_iv_data()
+    
\ No newline at end of file
diff --git a/app/main.py b/app/main.py
index 0fee218..c984e0d 100755
--- a/app/main.py
+++ b/app/main.py
@@ -3556,7 +3556,7 @@ async def get_analyst_insight(data:TickerData, api_key: str = Security(get_api_k
 
 
 @app.post("/implied-volatility")
-async def get_clinical_trial(data:TickerData, api_key: str = Security(get_api_key)):
+async def get_data(data:TickerData, api_key: str = Security(get_api_key)):
     ticker = data.ticker.upper()
     cache_key = f"implied-volatility-{ticker}"
     cached_result = redis_client.get(cache_key)
@@ -3568,16 +3568,17 @@ async def get_clinical_trial(data:TickerData, api_key: str = Security(get_api_ke
         )
 
     try:
-        with open(f"json/implied-volatility/companies/{ticker}.json", 'rb') as file:
+        with open(f"json/implied-volatility/{ticker}.json", 'rb') as file:
             res = orjson.loads(file.read())
-    except:
+    except Exception as e:
+        print(e)
         res = []
 
     data = orjson.dumps(res)
     compressed_data = gzip.compress(data)
 
     redis_client.set(cache_key, compressed_data)
-    redis_client.expire(cache_key, 3600*3600)  # Set cache expiration time to 1 day
+    redis_client.expire(cache_key, 60*60)  # Set cache expiration time to 1 day
 
     return StreamingResponse(
         io.BytesIO(compressed_data),