Earnings season really starts to get going next week and there are over 30 companies with short dated options trading available that report next week. Note by the end of the week most of the major financials will have reported. I spent a little more time discussing GS, JPM, and YUM in a blog a couple of days ago which you can find at this link –
Companies with Weeklys available reporting next week – numbers are based on the last 12 quarters and the average is the average of the absolute value of each move.
While I’m on the topic of Weeklys I do want to mention that there are short dated Mini-SPX Index Options (XSP) now available for trading. XSP is 1/10 the size of the SPX and pretty close to the value of the SPDR S&P 500 (SPY) ETF. Current available XSP expiration dates show up in the next table –
More information on XSP and XSP Weeklys can be found at www.cboe.com/xsp