These companies are announcing earninga after the close today, Monday, or before the open of trading tomorrow. This is the first thing to look at, the implied volatility for the near month options, expiring 22nd August, and the implied volatility for the out month.
| Ticker | Aug IV | Far Month IV | Skew |
| LXK | 51 | 44 | 14% |
| MICC | 52 | 46 | 12% |
| ARB | 55 | 49 | 11% |
| SHW | 38 | 34 | 11% |
| CNI | 38 | 35 | 8% |
| LNCR | 38 | 35 | 8% |
| TXN | 38 | 35 | 8% |
| CAT | 48 | 44 | 8% |
| BLK | 40 | 37 | 7.5% |
| IEX | 43 | 40 | 7% |
| LM | 59 | 55 | 7% |
| KCI | 42 | 39 | 7% |
| DGX | 30 | 28 | 6% |
| WU | 48 | 45 | 6% |
| JEF | 57 | 54 | 5% |
| AKS | 75 | 72 | 4% |
| LMT | 30 | 29 | 3% |
| FRX | 39 | 37 | 5% |
| MRK | 33 | 32 | 3% |
| FCX | 58 | 57 | 2% |
| UNH | 46 | 45 | 2% |
| CMA | 55 | 55 | 0% |
| ITW | 34 | 34 | 0% |
| UTX | 30 | 30 | 0% |
| BSX | 45 | 45 | 0% |
| EDU | 45 | 45 | 0% |
| CAL | 81 | 83 | -2% |
| DD | 34 | 35 | -3% |
| ELN | 58 | 61 | -5% |
| HCBK | 32 | 34 | -6% |
| PCP | 36 | 38 | -6% |
| RF | 69 | 74 | -7% |
| SGP | 23 | 25 | -9% |
| LUV | 40 | 43 | -7.5% |
| STT | 48 | 51 | -6% |
| KO | 22 | 23 | -5% |
| MDRX | 55 | 50 | -10% |
| AMTD | 39 | 40 | -3% |
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