Earnings reports 03/03/21 - 04/25/21
OTM 4-8% Earnings plays Sort: Farthest out
DLTR (Dollar Tree, In...) $104.64 Earnings: 03/03 5.75%
Expiry Strike Last IV Vol All time
03-05-2021 110.00 C 0.24 48% 489 -93.42%
03-05-2021 107.00 C 0.60 41% 298 -89.38%
03-05-2021 100.00 P 0.29 51% 857 -89.79%
03-05-2021 98.00 P 0.17 51% 426 -91.67%
PRPL (Purple Innovati...) $37.54 Earnings: 03/04 -0.96%
Expiry Strike Last IV Vol All time
03-19-2021 40.00 C 2.24 100% 303 -22.76%
03-19-2021 35.00 P 2.00 99% 149 -55.06%
KR (The Kroger Co.) $32.90 Earnings: 03/04 1.04%
Expiry Strike Last IV Vol All time
03-05-2021 33.00 C 0.78 70% 2881 -67.50%
03-05-2021 34.00 C 0.42 71% 676 -58.00%
03-05-2021 31.00 P 0.17 68% 2290 -71.67%
03-05-2021 31.50 P 0.27 66% 2173 -51.79%
GPS (The Gap, Inc.) $26.14 Earnings: 03/04 1.59%
Expiry Strike Last IV Vol All time
03-05-2021 26.00 C 1.42 144% 112 111.94%
03-05-2021 26.50 C 1.23 144% 80 215.38%
03-05-2021 25.00 P 0.90 152% 245 -70.59%
03-05-2021 24.50 P 0.86 154% 67 -67.67%
COO (The Cooper Comp...) $383.23 Earnings: 03/04 -1.21%
Expiry Strike Last IV Vol All time
03-19-2021 400.00 C 11.00 56% 4 4.17%
03-19-2021 410.00 C 11.32 57% 1 65.98%
03-19-2021 360.00 P 5.90 62% 6 -41.76%
03-19-2021 370.00 P 6.90 57% 5 -40.67%
COST (Costco Wholesal...) $325.43 Earnings: 03/04 -0.92%
Expiry Strike Last IV Vol All time
03-05-2021 340.00 C 1.15 48% 906 -95.70%
03-05-2021 335.00 C 1.91 47% 666 -91.38%
03-05-2021 315.00 P 1.81 47% 324 81.00%
03-05-2021 310.00 P 0.88 49% 279 -38.03%
AVGO (Broadcom Inc.) $473.84 Earnings: 03/04 -1.39%
Expiry Strike Last IV Vol All time
03-05-2021 495.00 C 3.12 58% 111 -22.00%
03-05-2021 500.00 C 2.05 58% 92 -62.73%
03-05-2021 450.00 P 3.15 70% 48 -71.87%
03-05-2021 445.00 P 2.43 70% 20 -75.94%
CPB (Campbell Soup C...) $45.53 Earnings: 03/10 -0.20%
Expiry Strike Last IV Vol All time
03-12-2021 46.00 C 1.10 44% 11 -73.62%
03-12-2021 47.50 C 0.60 44% 9 -76.38%
03-12-2021 43.00 P 0.45 46% 16 -28.57%
03-12-2021 43.50 P 0.60 45% 4 -20.00%
ULTA (Ulta Beauty, In...) $340.50 Earnings: 03/11 1.09%
Expiry Strike Last IV Vol All time
03-12-2021 350.00 C 10.20 65% 6 40.88%
03-12-2021 355.00 C 9.30 65% 2 416.67%
03-12-2021 325.00 P 8.50 63% 9 -63.36%
03-12-2021 327.50 P 9.13 62% 3 -38.72%
PGR (The Progressive...) $89.67 Earnings: 03/17 1.08%
Expiry Strike Last IV Vol All time
03-19-2021 92.50 C 0.75 25% 18 -78.57%
03-19-2021 95.00 C 0.20 25% 17 -94.67%
03-19-2021 85.00 P 0.60 28% 218 -49.15%
ACN (Accenture plc) $256.35 Earnings: 03/18 -1.11%
Expiry Strike Last IV Vol All time
03-19-2021 270.00 C 2.25 32% 23 -63.11%
03-19-2021 267.50 C 3.96 32% 10 29.84%
03-19-2021 240.00 P 1.85 39% 11 -69.27%
03-19-2021 245.00 P 3.20 37% 6 -58.44%
DG (Dollar General...) $185.00 Earnings: 03/18 -0.80%
Expiry Strike Last IV Vol All time
03-19-2021 195.00 C 2.13 36% 405 -87.21%
03-19-2021 192.50 C 3.02 36% 312 -34.35%
03-19-2021 175.00 P 2.26 40% 24 128.28%
FDX (FedEx Corporati...) $261.74 Earnings: 03/18 0.82%
Expiry Strike Last IV Vol All time
03-19-2021 270.00 C 6.47 45% 167 -35.11%
03-19-2021 280.00 C 3.60 45% 162 -49.79%
03-19-2021 250.00 P 6.50 52% 23 -60.63%
03-19-2021 247.50 P 5.64 52% 8 -30.02%
NKE (NIKE, Inc.) $135.18 Earnings: 03/19 -1.34%
Expiry Strike Last IV Vol All time
03-19-2021 140.00 C 2.91 42% 117 -46.11%
03-19-2021 139.00 C 3.20 42% 24 -15.79%
03-19-2021 130.00 P 2.41 41% 125 -78.73%
03-19-2021 131.00 P 2.23 40% 23 -34.41%
ADBE (Adobe Inc.) $451.31 Earnings: 03/23 -3.27%
Expiry Strike Last IV Vol All time
03-26-2021 465.00 C 11.58 38% 38 -72.46%
03-26-2021 470.00 C 10.40 37% 14 -72.41%
03-26-2021 420.00 P 6.00 42% 13 123.88%
03-26-2021 430.00 P 8.03 40% 13 44.68%
GIS (General Mills,...) $55.15 Earnings: 03/24 0.15%
Expiry Strike Last IV Vol All time
04-16-2021 57.50 C 0.92 24% 42 -77.28%
04-16-2021 52.50 P 1.05 30% 264 -63.79%
MU (Micron Technolo...) $90.79 Earnings: 03/31 -0.33%
Expiry Strike Last IV Vol All time
04-01-2021 93.00 C 5.05 56% 425 -11.25%
04-01-2021 94.00 C 4.65 59% 76 -14.68%
04-01-2021 85.00 P 2.71 50% 7 -42.71%
04-01-2021 86.00 P 3.32 51% 3 -17.00%
KMX (CarMax, Inc.) $122.65 Earnings: 04/01 1.38%
Expiry Strike Last IV Vol All time
04-09-2021 126.00 C 5.00 56% 0 0.00%
04-09-2021 117.00 P 5.90 48% 5 0.00%
04-09-2021 116.00 P 5.50 49% 5 0.00%
FAST (Fastenal Compan...) $47.37 Earnings: 04/13 -0.24%
Expiry Strike Last IV Vol All time
04-16-2021 50.00 C 0.85 31% 1 -15.00%
04-16-2021 45.00 P 1.15 35% 69 -14.81%
GS (The Goldman Sac...) $339.03 Earnings: 04/14 2.44%
Expiry Strike Last IV Vol All time
04-16-2021 350.00 C 11.13 34% 222 2,126.00%
04-16-2021 360.00 C 7.87 33% 36 848.19%
04-16-2021 325.00 P 10.17 35% 99 -71.79%
04-16-2021 320.00 P 8.55 36% 38 -74.89%