Open Interest for Bank Earnings Jan 18th Expiration

The following are the open interest for expiration on January 18th for some of the major banks reporting earnings next week. The implied volatility and what the options market is currently pricing in are taken from Think or Swim.

Tuesday: 

JPM: IV: 29.5% Market pricing in +/- $1.71

JPM.1.12

 

WFC: IV: 25.6% Market pricing in +/- $1.74

WFC.1.12

 

Wednesday:

BAC: IV: 36.4% Market pricing in +/- $0.61

BAC.1.12

 

Thursday:

C: IV: 30.1% Market pricing in +/- $1.64

C.1.12

 

GS: IV: 38.3% Market pricing in +/- $5.03

GS.1.12

Friday:

MS: IV: 43.5% Market pricing in +/- $1.36

MS.1.12

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