The following are the open interest for PCLN and TSLA, both of which report earnings this week. The implied volatility and projected price movements are taken from the latest information available as of Friday the 14th.
To view next weeks open interest for SPY and QQQ as well as market commentary for next week click here.
To view next weeks open interest for AAPL, AMZN, BIDU, FB, GOOG, LNKD, NFLX, & TWTR click here.
Wednesday 2/19
TSLA: Weekly IV: 133.5%; weekly options pricing in + or – $24.2. Currently, it’s the lowest IV has been for earnings since it reported last year in February. 
Thursday 2/20
PCLN: Weekly IV: 70%; weekly options pricing in + or – $81.5. The IV is fairly in line with the previous four quarters. 
Open Interest PCLN & TSLA – Earnings Week
The following are the open interest for PCLN and TSLA, both of which report earnings this week. The implied volatility and projected price movements are taken from the latest information available as of Friday the 14th.
To view next weeks open interest for SPY and QQQ as well as market commentary for next week click here.
To view next weeks open interest for AAPL, AMZN, BIDU, FB, GOOG, LNKD, NFLX, & TWTR click here.
Wednesday 2/19
TSLA: Weekly IV: 133.5%; weekly options pricing in + or – $24.2. Currently, it’s the lowest IV has been for earnings since it reported last year in February.
Thursday 2/20
PCLN: Weekly IV: 70%; weekly options pricing in + or – $81.5. The IV is fairly in line with the previous four quarters.
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