I’m looking at four earnings plays as potential trades on Monday.
They are:
| action | sym | earns date | am/mid/pm |
| 12/19 | CCL | 12/20 | am |
| 12/19 | DRI | 12/20 | am |
| 12/19 | GIS | 12/20 | am |
| 12/19 | KMX | 12/20 | am |
I rejected one that had sufficiently high implied volatility, NAV, because open interest, a measure of liquidity, is lower than I like.
I found no high volatility plays of interest that don’t coincide with earnings announcements.
By Tim Bovee, Portland, Oregon, Dec. 17, 2016