Options
Call spread setups on the momentum names: defined risk, known max profit, no guessing at position size. Scan last run 2d ago
No spreads met the criteria todayLiquidity and pricing still gate every candidate (OI over 100, a live two-sided book, debit at most 40% of width). Last run 2d ago. The high-volatility watch below always shows what the options market is pricing right now.
High volatility: biggest expected swings
Names reporting inside two weeks, ranked by how many normal weeks of movement the options market is pricing into the report; measured live during market hours
| Symbol | Market cap: the total value of all the company's shares, price times share count. Mega is $200B and up, large $10B to $200B, mid $2B to $10B, small $300M to $2B. Bigger companies tend to be better known, more liquid, and less prone to wild data glitches. | Reports | Implied move: the size of the swing the options market itself is pricing in through the next earnings report, in either direction. It is the real quoted cost of an at the money straddle (a call plus a put) divided by the stock price, measured to the first expiry after the report. | Normal week: how much this stock usually moves in five trading days, computed from its actual daily price changes over the last three months. It is the baseline the implied move is compared against. | Swing ratio: the implied move divided by the stock's normal week. A ratio of 3x means the options market is pricing an earnings reaction three times the size of an ordinary week for this stock; the bigger the ratio, the bigger the expected shakeup. | Vol trend: realized volatility over the last 5 sessions compared with the last 60. Heating up means the stock is already moving more than usual before the report; steady means recent trading looks like the longer average. |
|---|---|---|---|---|---|---|
| MFG Mizuho Financial Group, Inc. Sp | $116B | Nov 13 (5d) | ±60.2% | ±4.2% | 14.2x | steady |
| MUFG Mitsubishi UFJ Financial Group, | $242B | Nov 13 (5d) | ±14.6% | ±3.6% | 4.1x | steady |
| SE Sea Limited | $46.5B | Nov 10 (2d) | ±13.8% | ±5.7% | 2.4x | steady |
| TGT Target Corporation | $70.1B | Nov 18 (10d) | ±9.8% | ±4.1% | 2.4x | steady |
| DIS Walt Disney Company (The) | $197B | Nov 17 (9d) | ±7.4% | ±3.2% | 2.3x | steady |
| TJX TJX Companies, Inc. (The) | $151B | Nov 18 (10d) | ±7.2% | ±3.3% | 2.2x | steady |
| NVDA NVIDIA Corporation | $5.0T | Nov 17 (9d) | ±10.4% | ±4.9% | 2.1x | steady |
| LOW Lowe's Companies, Inc. | $120B | Nov 18 (10d) | ±8.1% | ±3.9% | 2.1x | heating up |
| CSCO Cisco Systems, Inc. | $406B | Nov 12 (4d) | ±10.1% | ±4.9% | 2.1x | steady |
| VIK Viking Holdings Ltd | $38.4B | Nov 17 (9d) | ±10.5% | ±5.5% | 1.9x | heating up |
| WMT Walmart Inc. | $994B | Nov 19 (11d) | ±8.0% | ±4.2% | 1.9x | steady |
| SMFG Sumitomo Mitsui Financial Group | $152B | Nov 13 (5d) | ±7.1% | ±3.7% | 1.9x | steady |
| INTU Intuit Inc. | $95.3B | Nov 19 (11d) | ±11.9% | ±6.3% | 1.9x | steady |
| KEYS Keysight Technologies Inc. | $44.4B | Nov 19 (11d) | ±12.9% | ±7.0% | 1.9x | heating up |
| HD Home Depot, Inc. (The) | $331B | Nov 17 (9d) | ±6.9% | ±3.8% | 1.8x | steady |
| TTWO Take-Two Interactive Software, | $39.1B | Nov 9 (1d) | ±8.8% | ±4.8% | 1.8x | heating up |
| PANW Palo Alto Networks, Inc. | $287B | Nov 18 (10d) | ±13.6% | ±8.7% | 1.6x | quiet lately |
| KKR KKR & Co. Inc. | $90.8B | Nov 9 (1d) | ±7.5% | ±4.9% | 1.5x | heating up |
| NTES NetEase, Inc. | $74.3B | Nov 19 (11d, est) | ±7.7% | ±5.1% | 1.5x | steady |
| OXY Occidental Petroleum Corporatio | $56.9B | Nov 9 (1d) | ±6.1% | ±4.2% | 1.5x | heating up |
| AMAT Applied Materials, Inc. | $303B | Nov 12 (4d) | ±10.7% | ±7.5% | 1.4x | heating up |
| NBIS Nebius Group N.V. | $41.9B | Nov 12 (4d) | ±20.5% | ±14.4% | 1.4x | heating up |
| B Barrick Mining Corporation | $66.4B | Nov 9 (1d) | ±7.4% | ±6.0% | 1.2x | heating up |
| PBR Petroleo Brasileiro S.A. Petrob | $136B | Nov 10 (2d) | ±6.3% | ±7.1% | 0.9x | quiet lately |
| NU Nu Holdings Ltd. | $58.1B | Nov 12 (4d) | ±7.3% | ±9.2% | 0.8x | quiet lately |