Earnings reports 06/21/21 - 08/15/21
OTM 4-8% Earnings plays Sort: Farthest out
CMA (Comerica Incorp...) $68.62 Earnings: 07/21 -2.03%
Expiry Strike Last IV Vol All time
10-15-2021 72.50 C 3.80 33% 2 -50.00%
10-15-2021 70.00 C 6.00 33% 1 -28.99%
10-15-2021 65.00 P 3.30 36% 5 -64.13%
VZ (Verizon Communi...) $55.82 Earnings: 07/21 -1.26%
Expiry Strike Last IV Vol All time
07-23-2021 57.00 C 0.52 14% 1356 -53.57%
07-23-2021 58.00 C 0.28 16% 104 -66.27%
07-23-2021 54.00 P 0.66 20% 397 53.49%
07-23-2021 53.00 P 0.44 21% 150 46.67%
WHR (Whirlpool Corpo...) $210.58 Earnings: 07/21 -0.32%
Expiry Strike Last IV Vol All time
07-23-2021 225.00 C 7.20 37% 2 -15.29%
07-23-2021 222.50 C 4.67 36% 1 -63.52%
07-23-2021 200.00 P 4.80 39% 2 155.32%
FITB (Fifth Third Ban...) $36.91 Earnings: 07/22 -2.95%
Expiry Strike Last IV Vol All time
08-20-2021 38.00 C 1.40 29% 77 12.00%
08-20-2021 35.00 P 1.25 35% 12 -71.13%
LUV (Southwest Airli...) $55.19 Earnings: 07/22 -0.68%
Expiry Strike Last IV Vol All time
07-23-2021 56.00 C 2.00 36% 126 8.11%
07-23-2021 58.00 C 1.24 35% 22 -63.74%
07-23-2021 52.50 P 1.18 34% 36 53.25%
07-23-2021 52.00 P 1.00 34% 16 -3.85%
T (AT&T Inc.) $28.65 Earnings: 07/22 -0.31%
Expiry Strike Last IV Vol All time
07-23-2021 30.00 C 0.31 3% 471 -6.06%
07-23-2021 29.50 C 0.49 1% 88 -2.00%
07-23-2021 27.00 P 0.26 6% 132 0.00%
07-23-2021 27.50 P 0.32 6% 3 -11.11%
TWTR (Twitter, Inc.) $60.85 Earnings: 07/22 0.23%
Expiry Strike Last IV Vol All time
07-23-2021 65.00 C 2.46 54% 118 2.93%
07-23-2021 63.00 C 3.02 53% 90 11.85%
07-23-2021 57.00 P 2.43 54% 50 -27.03%
07-23-2021 58.00 P 2.78 53% 29 -28.53%
SIVB (SVB Financial G...) $530.96 Earnings: 07/22 -2.64%
Expiry Strike Last IV Vol All time
08-20-2021 560.00 C 21.00 40% 4 -46.15%
08-20-2021 500.00 P 19.33 41% 1 -67.89%
PBCT (People's United...) $16.85 Earnings: 07/22 -3.11%
Expiry Strike Last IV Vol All time
08-20-2021 18.00 C 0.35 27% 17 -2.78%
08-20-2021 17.00 C 0.65 26% 10 116.67%
08-20-2021 16.00 P 0.40 35% 15 -86.71%
RF (Regions Financi...) $19.33 Earnings: 07/23 -2.47%
Expiry Strike Last IV Vol All time
08-20-2021 20.00 C 0.75 34% 43 25.00%
08-20-2021 19.00 C 1.22 35% 39 10.91%
08-20-2021 18.00 P 0.55 37% 24 -84.46%
KMB (Kimberly-Clark...) $128.69 Earnings: 07/23 -1.07%
Expiry Strike Last IV Vol All time
07-30-2021 136.00 C 1.03 19% 19 0.00%
07-30-2021 135.00 C 1.45 19% 4 13.28%
07-30-2021 122.00 P 1.18 21% 6 2.61%
07-30-2021 121.00 P 0.81 24% 3 -11.96%
SBUX (Starbucks Corpo...) $109.70 Earnings: 07/27 -1.52%
Expiry Strike Last IV Vol All time
07-30-2021 112.00 C 2.60 25% 7 -27.58%
07-30-2021 113.00 C 2.25 25% 5 -26.47%
07-30-2021 106.00 P 2.11 26% 19 28.66%
07-30-2021 105.00 P 1.74 27% 10 38.10%
UPS (United Parcel S...) $197.77 Earnings: 07/27 -0.14%
Expiry Strike Last IV Vol All time
07-30-2021 210.00 C 3.10 29% 28 -31.87%
07-30-2021 207.50 C 3.75 29% 10 -31.19%
07-30-2021 185.00 P 3.02 32% 21 35.43%
07-30-2021 190.00 P 4.45 32% 21 53.98%
MMM (3M Company) $191.60 Earnings: 07/27 -1.81%
Expiry Strike Last IV Vol All time
07-30-2021 205.00 C 1.62 22% 53 -71.63%
07-30-2021 200.00 C 2.90 22% 8 -63.52%
07-30-2021 185.00 P 2.96 23% 16 32.74%
07-30-2021 180.00 P 1.90 25% 15 18.75%
PFG (Principal Finan...) $60.17 Earnings: 07/27 -2.66%
HUM (Humana Inc.) $423.50 Earnings: 07/28 -1.27%
Expiry Strike Last IV Vol All time
07-30-2021 450.00 C 6.91 27% 4 0.00%
07-30-2021 437.50 C 10.90 27% 1 0.00%
07-30-2021 410.00 P 6.45 27% 3 0.00%
07-30-2021 395.00 P 9.05 29% 2 0.00%
ALGN (Align Technolog...) $601.64 Earnings: 07/28 -1.91%
Expiry Strike Last IV Vol All time
07-30-2021 580.00 P 28.43 50% 0 0.00%
YUM (Yum! Brands, In...) $114.64 Earnings: 07/29 -1.88%
Expiry Strike Last IV Vol All time
07-30-2021 118.00 C 2.10 23% 21 0.00%
07-30-2021 121.00 C 1.16 24% 1 0.00%
07-30-2021 107.00 P 0.50 26% 3 0.00%
07-30-2021 110.00 P 0.75 29% 1 0.00%
ICE (Intercontinenta...) $112.76 Earnings: 07/29 -1.11%
Expiry Strike Last IV Vol All time
08-20-2021 120.00 C 1.35 19% 2 -43.28%
08-20-2021 105.00 P 1.39 24% 24 -88.47%
IP (International P...) $59.23 Earnings: 07/29 -1.66%
Expiry Strike Last IV Vol All time
07-30-2021 62.50 C 1.14 29% 16 0.00%
07-30-2021 63.00 C 0.95 31% 5 -60.74%
07-30-2021 57.00 P 0.65 30% 1 0.00%