We have bevvy of retail earnings announcements next week as the full season tapers off:

HD announces earnings on Tuesday before market open with a background implied volatility of 23% (top quarter of 52-week range).
CSCO -- Wednesday before market open with a background of 27 (near 52-week high).
TGT -- Wednesday before market open, at 36 (top quarter of 52-week range).
BBY -- Thursday, before market open, at 53 (near 52-week high).
WMT -- Thursday, before market open, at 25 (near 52-week high).
GPS -- Thursday, after market close, at 44 (above middle, but below top quarter of 52-week range).
AMAT -- Thursday, after market close, at 41 (near 52-week high).

I generally prefer playing earnings where the background volatility exceeds 50%, and it's in the top-quarter of its 52-week range, implying that the best candidate for an earnings contraction play would be BBY with AMAT close behind/worth watching for an increase in implied volatility running into the announcement.

Broad-market exchange-traded fund-wise, there isn't much to play: the Brazilian exchange-traded fund continues to print implied volatility percentages at or above 30% (currently, 35-ish), followed by the petro exchange-traded fund, XOP (34).

For non-earnings individuals, TEVA (72/upper end of its 52-week range) continues to garner my attention, along with CTL (56), which -- post-earnings -- maintains high volatility .

The majors -- well, there isn't much to look at. IWM leads with a background implied of 16, which is basically tied with the QQQ's at 16. SPY comes in at a paltry 13 ... .

On the volatility product front, the first /VX future trading at or above 16 is out in May (184 DTE ), meaning that a <90 DTE VIX Term Structure trade isn't in the offing for me. However, the VXST/VIX ratio finished Friday's session somewhat elevated (.92), so it's worth keeping an eye out for any >1.00 pops in which to consider Contango Drift trades, particularly as we wind into a rollover with VIX spot trading at 11.29 relative to the Nov contract's 11.60 (2 DTE ).
ZH 繁體中文
EN English
EN English (UK)
EN English (IN)
DE Deutsch
FR Français
ES Español
IT Italiano
PL Polski
SV Svenska
TR Türkçe
RU Русский
PT Português
ID Bahasa Indonesia
MS Bahasa Melayu
TH ภาษาไทย
VI Tiếng Việt
JA 日本語
KO 한국어
ZH 简体中文
AR العربية
HE עברית
首頁 股票篩選器 外匯篩選器 加密貨幣篩選器 全球財經日曆 如何運作 圖表功能 網站規則 版主 網站 & 經紀商解決方案 小工具 圖表庫 功能請求 部落格 & 新聞 常見問題 幫助 & 維基 推特
概述 個人資料設定 帳戶和帳單 我的客服工單 聯絡客服 發表的想法 粉絲 正在關注 私人訊息 在線聊天 登出