The following is the open interest for Monday morning including their current priced in move (what the options market has priced in for both directions). Percentage is the current implied volatility. Information taken from ThinkorSwim.
Monday
AAPL – currently pricing in $33.72 (64.2%)
Tuesday
BIDU – currently pricing in $16.10 (100.8%)
LNKD – currently pricing in $27.10 (112.2%)
YELP – currently pricing in $10.07 (146.8%)
Wednesday
FB – currently pricing in $7.04 (134.7%)
V – currently pricing in $7.60 (37.6%)
Thursday
FSLR – currently pricing in $7.15 (134.7%) Note: the highest open interest is actually the 42.5 calls with 6,102; however, I left it out because it skews the graph too much and all other open interest strikes look miniscule in comparison.
MA – currently pricing in $26.55 (36.8%)
Open Interest for Earnings Next Week AAPL, BIDU, FB, FSLR, LNKD, MA, V and YELP
The following is the open interest for Monday morning including their current priced in move (what the options market has priced in for both directions). Percentage is the current implied volatility. Information taken from ThinkorSwim.
Monday
AAPL – currently pricing in $33.72 (64.2%)
Tuesday
BIDU – currently pricing in $16.10 (100.8%)
LNKD – currently pricing in $27.10 (112.2%)
YELP – currently pricing in $10.07 (146.8%)
Wednesday
FB – currently pricing in $7.04 (134.7%)
V – currently pricing in $7.60 (37.6%)
Thursday
FSLR – currently pricing in $7.15 (134.7%) Note: the highest open interest is actually the 42.5 calls with 6,102; however, I left it out because it skews the graph too much and all other open interest strikes look miniscule in comparison.
MA – currently pricing in $26.55 (36.8%)
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