I use an old DOS program for modeling my pre-earnings ratio calendar straddles and strangles (or whatever they're called). It enables me to adjust the overall implied volatility value to get an idea of what the risk/reward spectrum will be the next day after IV collapse as well as going forward to near term expiration (multiple time/price graphs). Unfortunately, it only allows one overall IV input and therefore, it's another IV averaging guessimate if there's an IV smile. Is there a more sophisticated program/ web site service that enables one to have more flexibility with the IV inputs? Eg., being able to input a different IV guesstimate for the different months? TIA for any suggestions.