Earnings reports 08/02/21 - 09/26/21
OTM 4-8% Earnings plays Sort: Farthest out
LLY (Eli Lilly and C...) $242.97 Earnings: 08/03 -0.10%
Expiry Strike Last IV Vol All time
08-06-2021 257.50 C 1.41 39% 6 -17.06%
08-06-2021 250.00 C 3.10 36% 3 47.62%
08-06-2021 230.00 P 1.59 45% 12 -68.88%
08-06-2021 232.50 P 2.06 49% 10 -63.73%
PRU (Prudential Fina...) $100.49 Earnings: 08/03 -0.25%
Expiry Strike Last IV Vol All time
08-20-2021 105.00 C 1.20 28% 54 -46.67%
08-20-2021 95.00 P 1.29 33% 75 -43.91%
AKAM (Akamai Technolo...) $119.36 Earnings: 08/03 0.12%
Expiry Strike Last IV Vol All time
08-06-2021 122.00 C 2.65 40% 5 47.22%
08-06-2021 124.00 C 2.35 41% 4 38.24%
08-06-2021 115.00 P 1.70 45% 25 -55.26%
08-06-2021 112.00 P 1.22 49% 3 -46.96%
GM (General Motors...) $54.67 Earnings: 08/04 -1.97%
Expiry Strike Last IV Vol All time
08-06-2021 58.00 C 0.62 48% 4357 -77.12%
08-06-2021 56.00 C 1.12 47% 1442 -68.00%
08-06-2021 51.00 P 0.53 49% 652 -36.14%
08-06-2021 53.00 P 1.04 48% 460 14.29%
ALL (The Allstate Co...) $131.67 Earnings: 08/04 0.90%
MRO (Marathon Oil Co...) $11.41 Earnings: 08/04 -3.54%
Expiry Strike Last IV Vol All time
08-06-2021 11.50 C 0.45 64% 292 12.50%
08-06-2021 11.00 C 0.74 65% 113 1.37%
08-06-2021 11.00 P 0.30 65% 522 100.00%
PH (Parker-Hannifin...) $309.16 Earnings: 08/05 -0.02%
Expiry Strike Last IV Vol All time
08-20-2021 320.00 C 3.60 24% 2 -75.17%
08-20-2021 330.00 C 1.50 26% 1 -87.90%
08-20-2021 290.00 P 9.30 53% 188 -72.97%
CI (Cigna Corporati...) $227.35 Earnings: 08/05 -0.48%
Expiry Strike Last IV Vol All time
08-06-2021 240.00 C 0.90 6% 42 -74.29%
08-06-2021 237.50 C 1.73 33% 2 -56.75%
08-06-2021 220.00 P 1.35 3% 7 -53.92%
08-06-2021 217.50 P 1.33 30% 2 -26.11%
K (Kellogg Company) $63.95 Earnings: 08/05 1.11%
Expiry Strike Last IV Vol All time
08-20-2021 65.00 C 1.03 24% 33 -32.24%
08-20-2021 67.50 C 0.32 22% 18 -54.29%
08-20-2021 60.00 P 0.35 26% 19 -53.33%
AEE (Ameren Corporat...) $84.87 Earnings: 08/05 1.95%
CF (CF Industries H...) $47.08 Earnings: 08/09 -1.26%
Expiry Strike Last IV Vol All time
08-13-2021 48.00 C 1.39 46% 15 -14.72%
08-13-2021 48.50 C 1.24 43% 9 -4.62%
08-13-2021 44.00 P 0.70 50% 2 -12.50%
08-13-2021 45.50 P 1.40 47% 1 86.67%
WMT (Walmart Inc.) $142.42 Earnings: 08/17 -0.15%
Expiry Strike Last IV Vol All time
08-20-2021 135.00 P 3.14 43% 298 3.63%
HD (The Home Depot,...) $327.18 Earnings: 08/17 -1.21%
Expiry Strike Last IV Vol All time
08-20-2021 345.00 C 1.80 22% 440 -16.28%
08-20-2021 340.00 C 3.01 22% 311 52.02%
08-20-2021 310.00 P 2.63 26% 128 -94.69%
08-20-2021 315.00 P 3.52 25% 126 -92.36%
LOW (Lowe's Companie...) $192.65 Earnings: 08/18 -2.58%
Expiry Strike Last IV Vol All time
08-20-2021 200.00 C 3.40 32% 145 -5.56%
08-20-2021 205.00 C 2.03 32% 46 -22.22%
08-20-2021 182.50 P 2.62 33% 82 1.95%
08-20-2021 185.00 P 3.23 32% 77 -52.64%
LB (L Brands, Inc.) $75.76 Earnings: 08/18 -2.19%
Expiry Strike Last IV Vol All time
08-20-2021 79.00 C 3.90 55% 200 25.81%
08-20-2021 78.00 C 3.70 58% 24 17.09%
08-20-2021 71.00 P 1.80 58% 5 -50.95%
08-20-2021 70.50 P 2.22 64% 5 -53.75%
EL (The Estée Laude...) $329.95 Earnings: 08/19 -1.01%
Expiry Strike Last IV Vol All time
08-20-2021 310.00 P 13.60 65% 46 -18.07%
DE (Deere & Company) $352.27 Earnings: 08/20 -0.90%
Expiry Strike Last IV Vol All time
08-27-2021 365.00 C 7.75 33% 14 101.30%
08-27-2021 375.00 C 4.45 30% 2 60.65%
08-27-2021 340.00 P 6.95 32% 11 -39.57%
08-27-2021 330.00 P 4.65 34% 5 -59.03%
MDT (Medtronic plc) $130.48 Earnings: 08/24 1.88%
Expiry Strike Last IV Vol All time
08-27-2021 135.00 C 0.60 22% 4 -52.00%
08-27-2021 134.00 C 0.99 21% 2 0.00%
08-27-2021 126.00 P 3.60 24% 10 0.00%
08-27-2021 122.00 P 1.64 41% 3 -54.44%
ULTA (Ulta Beauty, In...) $334.61 Earnings: 08/26 0.19%
Expiry Strike Last IV Vol All time
08-27-2021 350.00 C 9.80 40% 6 -31.94%
08-27-2021 355.00 C 8.10 40% 2 -38.17%
08-27-2021 320.00 P 9.49 42% 6 -33.64%
08-27-2021 315.00 P 7.40 43% 2 -5.13%