When do I consider Greeks?

During the period surrounding earnings seasons, I pay extra heed to Vega.

Vega can be understood as the amount by which an option's price changes for a one-unit change in implied volatility (IV). It represents the first derivative of an option's price with respect to implied volatility.

Before earnings reports are released, there's a lot of uncertainty, causing volatility to skyrocket. After the reports are out, uncertainties get resolved, leading to a rapid decline in volatility, known as IV crush. Even if one guesses the market direction correctly and the stock price surges, the sudden drop in IV can render the entire option worthless.

Is there a method to avoid selecting options heavily influenced by IV while still benefiting from the surge in stock prices during earnings season? Unfortunately, a single option cannot achieve this; it's an inherent contradiction.

One can create an options portfolio to achieve Vega neutrality, where the portfolio's Vega value equals zero.

and simultaneously sell NVDA.US put options expiring on March 28, with a Vega of -0.3788, 

the Vega value of the entire portfolio would be 0.3868 - 0.3788 = 0.008.