Doesn't the increased in implied volatility infringe the semi-strong form of the EMH? Whether you buy options 7 or 1 day before the earnings date, you still don't know any more about the actual earnings! So why would options 7 days before be less volatile than those 1 day before the earnings date?
I quote Zvi Bodie, Alex Kane, Alan J. Marcus's Investments (2018 11 edn). p 338.
The semistrong-form hypothesis states that all publicly available information regarding the prospects of a firm must be reflected already in the stock price. Such information includes, in addition to past prices, fundamental data on the firm’s product line, quality of management, balance sheet composition, patents held, earnings forecasts, and accounting practices. Again, if investors have access to such information from publicly available sources, one would expect it to be reflected in stock prices.
This Charles Schwab article counsels that 'the best performing strategy was purchasing calls, puts, or both (long straddle) about one week before earnings, and then closing out those positions about one day before earnings, as the spike in volatility caused all of the options to gain value, despite the relative stability of the stock price.'