Earnings IV and Open Interest for BIDU, LNKD, TWTR, and YELP

The following are the open interest graphs for expiration on Friday February 7th. The implied volatility and priced in movements are based on the weekly options and will likely change slightly prior to earnings.

Wednesday:

BIDU: (unconfirmed date) IV: 55.1%, pricing in + or – $9.30 (fairly elevated based on typical earnings IV)BIDU.1.31

TWTR: IV: 145.9%, pricing in + or – $10.24 TWTR.1.31

YELP: IV: 143.4%, pricing in + or – $11.85 (not atypical, but on the higher end of earnings IV) YELP.1.31

Thursday:

LNKD: IV: 98.8%, Pricing in +/- $23.00 (fairly typical IV in comparison to previous earnings IV)LNKD.1.31

1 Enlightened Reply

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  1. Thomas says:
    February 2, 2014 at 8:58 am

    Great stuff and very helpful for ER as usual Sassy! Thanks again!

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