Open Interest & Implied Volatility for BIDU, FSLR, SCTY & SINA

The following are the open interest for BIDU, FSLR, SCTY, and SINA, all of which report earnings this week. The implied volatility and projected price movements are taken from the latest information available as of Friday February 21st.

Monday

SCTY: Weekly IV: 120%; weekly options pricing in + or – $10. The current implied volatility is one of the lowest it’s ever been right before earnings. 

SINA: Weekly IV: 91%; weekly options pricing in + or – $7.2. Implied volatility is currently about in-line with where it has typically been over the last couple years before earnings. 

Tuesday

FSLR: Weekly IV: 96.5%; weekly options pricing in + or – $5.90. Implied volatility is a average to a bit higher than it’s been over the last couple years before earnings. 

BIDU: Weekly IV: 78%; weekly options pricing in + or – $14.7. Implied volatility is a bit higher than it’s average over the last year and a half prior to earnings.

For SPY open interest and market commentary for next week see here.

For weekly open interest on $AAPL $AMZN $FB $GOOG $LNKD $NFLX $PCLN $TSLA and $TWTR see here.