Earnings reports 05/09/21 - 07/04/21
OTM 4-8% Earnings plays Sort: Farthest out
DUK (Duke Energy Cor...) $100.86 Earnings: 05/10 0.32%
Expiry Strike Last IV Vol All time
05-21-2021 105.00 C 0.11 15% 391 -72.50%
05-21-2021 97.50 P 0.65 23% 5585 -86.57%
05-21-2021 95.00 P 0.25 25% 122 -95.07%
APD (Air Products an...) $290.55 Earnings: 05/10 -1.06%
Expiry Strike Last IV Vol All time
05-21-2021 300.00 C 3.70 29% 603 -2.63%
05-21-2021 310.00 C 0.73 25% 58 -63.50%
05-21-2021 280.00 P 2.30 30% 36 -71.07%
J (Jacobs Engineer...) $139.95 Earnings: 05/10 1.08%
Expiry Strike Last IV Vol All time
05-21-2021 145.00 C 1.90 32% 25 280.00%
05-21-2021 135.00 P 1.51 40% 279 -68.21%
TSN (Tyson Foods, In...) $78.82 Earnings: 05/10 0.55%
Expiry Strike Last IV Vol All time
05-14-2021 82.00 C 0.59 37% 144 -41.58%
05-14-2021 81.00 C 0.82 37% 119 -36.92%
05-14-2021 75.00 P 0.42 38% 264 -79.41%
05-14-2021 75.50 P 0.52 37% 205 -70.45%
DISCA (Discovery, Inc.) $37.56 Earnings: 05/10 3.61%
Expiry Strike Last IV Vol All time
05-21-2021 40.00 C 0.40 42% 1093 -94.52%
05-21-2021 35.00 P 0.35 44% 181 -89.39%
MAR (Marriott Intern...) $146.69 Earnings: 05/10 2.88%
Expiry Strike Last IV Vol All time
05-14-2021 155.00 C 0.99 42% 461 -80.20%
05-14-2021 152.50 C 1.20 49% 146 -73.03%
05-14-2021 140.00 P 1.05 41% 232 -66.13%
05-14-2021 137.00 P 0.54 46% 85 -78.91%
VTRS (Viatris Inc.) $14.08 Earnings: 05/10 1.08%
Expiry Strike Last IV Vol All time
05-14-2021 14.00 C 0.35 37% 327 -36.36%
05-14-2021 14.50 C 0.15 44% 151 -40.00%
05-14-2021 13.50 P 0.10 45% 224 -86.11%
NLOK (NortonLifeLock...) $21.10 Earnings: 05/10 1.32%
Expiry Strike Last IV Vol All time
05-21-2021 21.00 C 0.87 53% 4445 -36.50%
05-21-2021 22.00 C 0.45 54% 427 -47.06%
05-21-2021 20.00 P 0.35 50% 37 -16.67%
OXY (Occidental Petr...) $27.39 Earnings: 05/10 2.78%
Expiry Strike Last IV Vol All time
05-14-2021 28.00 C 0.72 63% 2152 -60.00%
05-14-2021 29.00 C 0.45 65% 1126 -73.68%
05-14-2021 26.00 P 0.45 63% 332 -82.56%
AEE (Ameren Corporat...) $84.98 Earnings: 05/10 -0.20%
Expiry Strike Last IV Vol All time
05-21-2021 90.00 C 0.15 27% 29 -70.00%
05-21-2021 80.00 P 0.54 42% 2 -72.86%
HBI (Hanesbrands Inc...) $22.37 Earnings: 05/11 2.15%
Expiry Strike Last IV Vol All time
05-14-2021 23.00 C 0.69 73% 31 72.50%
05-14-2021 21.50 P 0.60 73% 88 -60.53%
05-14-2021 21.00 P 0.60 73% 5 -64.71%
EA (Electronic Arts...) $142.42 Earnings: 05/11 0.76%
Expiry Strike Last IV Vol All time
05-14-2021 150.00 C 1.54 50% 89 -18.95%
05-14-2021 148.00 C 1.99 49% 85 -14.96%
05-14-2021 137.00 P 1.76 49% 64 -61.74%
05-14-2021 133.00 P 0.98 49% 62 -63.16%
DIS (The Walt Disney...) $184.84 Earnings: 05/13 1.68%
Expiry Strike Last IV Vol All time
05-14-2021 190.00 C 1.97 37% 2912 -74.42%
05-14-2021 195.00 C 0.94 38% 2742 -83.42%
05-14-2021 175.00 P 0.91 39% 1556 -69.15%
05-14-2021 177.50 P 1.35 38% 1384 -63.71%
WMT (Walmart Inc.) $140.20 Earnings: 05/18 -0.60%
Expiry Strike Last IV Vol All time
05-21-2021 145.00 C 1.22 27% 2147 -70.02%
05-21-2021 150.00 C 0.43 28% 1323 -83.27%
05-21-2021 134.00 P 0.71 27% 682 -58.48%
05-21-2021 135.00 P 0.97 26% 662 -83.97%
HD (The Home Depot,...) $339.25 Earnings: 05/18 0.49%
Expiry Strike Last IV Vol All time
05-21-2021 355.00 C 1.75 0% 0 0.00%
05-21-2021 350.00 C 3.85 3% 0 0.00%
TGT (Target Corporat...) $214.71 Earnings: 05/19 0.80%
Expiry Strike Last IV Vol All time
05-21-2021 222.50 C 3.10 35% 530 68.48%
05-21-2021 225.00 C 2.32 35% 156 100.00%
05-21-2021 200.00 P 1.52 38% 244 -91.21%
05-21-2021 205.00 P 2.57 38% 99 -66.45%
LOW (Lowe's Companie...) $208.40 Earnings: 05/19 1.19%
Expiry Strike Last IV Vol All time
05-21-2021 220.00 C 1.95 35% 299 116.67%
05-21-2021 217.50 C 2.47 35% 230 70.34%
05-21-2021 195.00 P 1.28 37% 338 -88.92%
05-21-2021 200.00 P 2.25 33% 336 -84.59%
LB (L Brands, Inc.) $67.29 Earnings: 05/19 2.05%
Expiry Strike Last IV Vol All time
05-21-2021 70.00 C 2.15 60% 28 95.45%
05-21-2021 72.00 C 1.16 63% 10 -44.76%
05-21-2021 65.00 P 2.15 58% 100 -76.88%
05-21-2021 64.00 P 1.75 59% 5 -23.25%
DE (Deere & Company) $394.22 Earnings: 05/21 1.11%
Expiry Strike Last IV Vol All time
05-28-2021 420.00 C 3.80 35% 17 111.11%
05-28-2021 410.00 C 6.70 33% 14 71.79%
05-28-2021 370.00 P 3.70 35% 8 -71.63%
05-28-2021 375.00 P 6.23 35% 5 -54.86%
MDT (Medtronic plc) $126.70 Earnings: 05/27 -0.47%
Expiry Strike Last IV Vol All time
05-28-2021 135.00 C 0.68 44% 16 19.30%
05-28-2021 134.00 C 0.92 26% 11 0.00%
05-28-2021 118.00 P 0.60 35% 20 -42.31%
05-28-2021 121.00 P 1.10 27% 2 -69.44%