The Prepared Mind: July 27, 2015

"Chance favors the prepared mind." -- Louis Pasteur

“Chance favors the prepared mind.” — Louis Pasteur

By Frank Fahey

““Never was anything great achieved without danger.”
― Niccolò Machiavelli

Equities and commodities suffered at the hands of a global sell-off. US equity markets, with the exception of the technology laden NDX, lost 2 – 3%. Week earnings and dismal Chinese manufacturing numbers added to the selling pressure. Commodities showed an even greater weakness. Gold and other metals reached multiyear lows. Copper and aluminum are at six year lows. Gold was down 4% – 10% over the past 4 weeks – trading at a 5 year low. Crude oil was back down under $50 – a loss of 6% for the week and more than 18% over the past 4 weeks. Analysts are pointing to the stronger dollar and slower global growth as the culprit behind the commodity weakness.

Here is an overview of the market behavior last week:

Index 24-Jul Weekly Change % Weekly 2015 YTD Volatility of Index
Dow Jones Industrials (DJIA) 17568.53 (518.47) -2.87% -1.43% 13.99% (VXD)
S&P 500 (SPX) 2079.65 (40.25) -1.90% 1.01% 13.74% (VIX)
NASDAQ 100 (NDX) 4560.53 3.16 0.07% 7.58% 15.85% (VXN)
Russell 2000 (RUT) 1225.34 (41.76) -3.30% 1.71% 17.24% (RVX)
S&P 100 (OEX) 921.21 (22.09) -2.34% 1.41% 14.32% (VXO)
CBOE Volatility Index (VIX) 13.74 1.79 14.98% NA

Data Source: OptionVue7

 

The VIX close the up 15% from the previous close of 11.95 – the 2015 closing low. The VIX Futures and other volatility products showed much smaller percentage movement. The exception was the VXST, CBOE Short-term Volatility Index. The VXST was up a bit over 34%.   This number tells the trader very little. Per the CBOE, the “VXST uses nearby and second nearby options with at least 1 day left to expiration and then weights them to yield a constant, nine-day measure of the expected volatility of the S&P 500 Index.” This truncated time period is easily skewed by day-to-day movement in implied volatility. My focus is on spreads of second and third month options. As a result, I focus on the 3 month and 6 month (VXV and VXMT) indexes.

 

Here is an overview of last week for the VIX and related products:

Indexes Ticker 24-Jul 17-Jul Change % Change
CBOE Volatility Index VIX 13.74 11.95 1.79 14.98%
VIX August Future VXQ5 14.900 14.425 0.475 3.29%
VIX September Future VXU5 15.800 15.425 0.375 2.43%
VIX October Future VX5V 16.470 16.100 0.370 2.30%
CBOE Short-term Volatility Index VXST 13.05 9.72 3.33 34.26%
CBOE 3 Month Volatility Index VXV 15.65 14.61 1.04 7.12%
CBOE Mid-term Volatility Index (6 month) VXMT 17.12 16.13 0.99 6.14%
VIX of VIX VVIX 85.32 85.32 0.00 0.00%
Long VIX ETP’s
iPath S&P 500 VIX Short Term Futures ETN VXX 16.84 16.40 0.44 2.68%
pShares VIX Short Term Futures ETF VIXY 11.24 10.93 0.31 2.84%
iPath S&P 500 VIX Mid-Tem Futures ETN VXZ 10.55 10.38 0.17 1.64%
Inverse VIX ETP’s
Daily Inverse VIX Short Term ETN XIV 46.20 47.56 (1.36) -2.86%
ProShares Short VIX Short Term Future ETF SVXY 90.22 93.12 (2.90) -3.11%

Data Source: OptionVue7

The coming week will make up for last week’s dearth of economic data. The US and UK will release the first go round of Q2 GDP. The FOMC is meeting this week. Traders and pundits are awaiting the Wednesday afternoon announcement about current monetary policy and the time of an increase in interest rates. Japan releases economic data for the previous month during the last week of the following month. The Japanese economic reports include industrial, output, household spending and retail sales. The Japanese June CPI will garner the most attention, This number provides information about the progress being made in the battle against deflation.

The earnings season continue full bore this week. This is the week “Big Oil’ announces earnings. Analysts have expressed a wide arrange of opinions about the impact of lower prices on energy company earnings.    Announcements (including those not meeting my earnings criteria) include: Merck, Reynolds American, Pfizer, Ford, DuPont, Precision Castparts, Anadarko, UPS, MetLife, MasterCard, Baxter, Facebook, Exelon, Praxair, Public Storage, Southern Company, P&G, ADP, Berkshire Hathaway, Amgen Occidental Petroleum, ConocoPhillips, Chevron, Exxon, Mobil, and Tyco Internaitonal. It is imperative for an option trader to know the date of earnings announcements in relationship to the expiration date of options being traded.   It is your responsibility to know the dates of announcements. You should call an confirm earnings dates with the individual company’s investor relations department. The July and August monthly expirations encompass over 90% of the 2nd quarter earnings announcements for the S&P 500. OptionVue provides information on the effect of individual earnings announcements on the historic stock price and the pre and post earnings implied volatility of the options. These OptionVue tools designed to help the trader successfully trade options around earnings plays. There are five different kinds of earnings play which OptionVue tracks.

I have provided a list of major earning announcements along with Friday’s closing price and implied volatility, and time of announcement. I have excluded the expected earnings. I included this for many years. I realized I never used the expected earnings in creating an earnings strategy for an individual equity. The number was only of interest after the earnings announcement. The selected stocks are the result of a scan for stocks announcing earnings in the coming week using the following criteria: Price > 20, 30 Day Implied Volatility > 22, and Average Daily Option Volume > 400 contracts. Once again, it is your responsibility to confirm these earnings dates. The date and time of earnings announcements can and do change.

 

Trading advice to remember:

 

“Chance favors the Prepared Mind.” – Louis Pasteur
“Yesterday’s bullet won’t kill you. Tomorrow’s bullet just might.” Bernie Provan

 

“Volatility is a symptom that people have no idea of the underlying value” – Jeremy Grantham

Monday July 27:

 

Economic: Durable Goods Orders – 8:30, Dallas Fed Manufacturing Survey – 10:30.

 

International Economic: Great Britain CBI Industrial Trends Survey – 6:00 AM.

 

Optionable Earnings:

Symbol Company Name July 24 Close IV30 B/A
CYOU Changyou.Com Ltd (ADR) $23.79 75.51 BMO
QSR Restaurant Brands International Inc $39.50 27.21 BMO
SOHU Sohu.com Inc $46.20 54.98 BMO
SWFT Swift Transportation Co $21.99 48.39 BMO
BIDU Baidu Inc (ADR) $207.63 42.96 AMC
EMN Eastman Chemical Company $74.52 31.17 AMC
HIG Hartford Financial Services Group Inc $46.32 30.93 AMC
NSC Norfolk Southern Corp. $83.48 24.45 AMC
RCII Rent-A-Center Inc $28.40 46.60 AMC
SIMO Silicon Motion Technology Corp. $29.72 55.91 AMC

 

 

 

 

Tuesday July 28:

 

Economic: Redbook – 8:55, Case Shiller Home Price Index – 9:00, PMI Services Flash – 9:45, Consumer Confidence – 10:00, Richmond Fed Manufacturing Index – 10:00..

 

International Economic: No major announcements.

 

Other: FOMC Meeting Begins.

 

Optionable Earnings:

Symbol Company Name July 24 Close IV30 B/A
AGCO AGCO Corporation $53.20 29.76 BMO
AHGP Alliance Holdings GP, L.P. $34.97 34.32 BMO
AKRX Akorn, Inc. $46.01 48.23 BMO
ALLY Ally Financial Inc $22.38 24.83 BMO
ARG Airgas, Inc. $100.25 23.80 BMO
ARLP Alliance Resource Partners, L.P. $23.33 31.89 BMO
ARW Arrow Electronics, Inc. $53.89 27.85 BMO
BP BP plc (ADR) $37.30 25.48 BMO
CIT CIT Group Inc. $47.73 24.43 BMO
CMI Cummins Inc. $126.97 26.88 BMO
CNC Centene Corp $70.62 39.64 BMO
COMM Commscope Holding Company Inc $30.79 37.41 BMO
DD E I Du Pont De Nemours And Co $58.48 25.40 BMO
DHI D.R. Horton, Inc. $27.43 39.60 BMO
EEFT Euronet Worldwide, Inc. $65.66 33.58 BMO
EXAM Examworks Group, Inc. $33.40 41.86 BMO
IACI IAC/InterActiveCorp $82.39 33.86 BMO
IR Ingersoll-Rand PLC $66.97 25.47 BMO
JBLU JetBlue Airways Corporation $23.22 41.95 BMO
LH Laboratory Corp. of America Holdings $122.78 22.10 BMO
LYB LyondellBasell Industries NV $93.80 34.17 BMO
NCR NCR Corporation $31.37 49.20 BMO
NLSN Nielsen NV $45.32 23.98 BMO
NOV National-Oilwell Varco, Inc. $42.92 47.33 BMO
PCAR PACCAR Inc $65.29 23.50 BMO
PCP Precision Castparts Corp. $192.47 28.36 BMO
RDWR Radware Ltd. $21.07 36.46 BMO
SLCA U.S. Silica Holdings Inc $23.04 67.39 BMO
TXT Textron Inc. $41.69 32.82 BMO
UTHR United Therapeutics Corporation $175.10 39.65 BMO
VDSI VASCO Data Security International $26.67 79.89 BMO
WAT Waters Corporation $131.57 30.77 BMO
WYN Wyndham Worldwide Corporation $84.45 25.35 BMO
AKAM Akamai Technologies, Inc. $73.51 34.05 AMC
APC Anadarko Petroleum Corporation $72.54 32.29 AMC
AXS Axis Capital Holdings Limited $54.82 30.62 AMC
BWLD Buffalo Wild Wings $171.86 42.93 AMC
CHRW C.H. Robinson Worldwide, Inc. $64.42 30.00 AMC
CTXS Citrix Systems, Inc. $69.66 29.52 AMC
ESRX Express Scripts Holding Co $93.06 28.61 AMC
EW Edwards Lifesciences Corp $156.25 32.44 AMC
GILD Gilead Sciences, Inc. $117.66 35.42 AMC
GPRE Green Plains Inc $23.76 64.89 AMC
GRUB GrubHub Inc $33.86 61.61 AMC
HA Hawaiian Holdings, Inc. $23.25 50.95 AMC
MAS Masco Corp $23.80 31.13 AMC
NCLH Norwegian Cruise Line Holdings Ltd $59.84 28.04 AMC
NHTC Natural Health Trends Corp. $29.40 90.25 AMC
NUVA NuVasive, Inc. $49.64 44.14 AMC
OIS Oil States International, Inc. $30.34 42.89 AMC
PNRA Panera Bread Co $184.62 26.75 AMC
RGR Sturm, Ruger & Company $56.54 36.79 AMC
RRC Range Resources Corp. $42.95 48.25 AMC
SM SM Energy Co $35.29 62.42 AMC
SPWR SunPower Corporation $25.63 49.95 AMC
TWTR Twitter Inc $36.19 69.36 AMC
YELP Yelp Inc $35.04 69.79 AMC

 

 

Wednesday July 29:

 

Economic: MBA Mortgage Applications – 7:00, Pending Home Sales Index – 10:00, EIA Petroleum Status Report – 10:30.

 

International Economic: Japan Industrial Production – 7:50 PM.

 

Other: FOMC Meeting Announcement – 2:00.

 

Optionable Earnings:

Symbol Company Name July 24 Close IV30 B/A
ADT ADT Corp $32.37 31.54 BMO
AM Antero Midstream Partners LP $26.81 55.44 BMO
AMED Amedisys Inc $44.68 49.50 BMO
ANTM Anthem Inc $155.21 24.97 BMO
APO Apollo Global Management LLC $20.70 37.09 BMO
ASH Ashland Inc $117.14 23.74 BMO
BAX Baxter International Inc $37.97 25.60 BMO
BEN Franklin Resources, Inc. $47.59 22.36 BMO
CDK CDK Global Inc $51.86 32.55 BMO
CG The Carlyle Group LP $26.90 27.30 BMO
CNW Con-way Inc $36.64 35.41 BMO
CRI Carter’s, Inc. $107.98 27.81 BMO
DYAX Dyax Corp. $25.95 57.21 BMO
ETN Eaton Corporation PLC $62.99 28.34 BMO
EXC Exelon Corporation $31.24 26.30 BMO
GEL Genesis Energy, L.P. $44.05 34.42 BMO
GRA W. R. Grace & Co $98.87 23.42 BMO
GRMN Garmin Ltd. $42.92 31.12 BMO
GSK GlaxoSmithKline plc (ADR) $42.00 22.62 BMO
GT Goodyear Tire & Rubber Co $30.00 34.30 BMO
HES Hess Corp. $59.28 33.52 BMO
HLT Hilton Worldwide Holdings Inc $27.05 32.51 BMO
HUM Humana Inc $184.73 23.70 BMO
ICON Iconix Brand Group Inc $22.34 56.67 BMO
IP International Paper Co $48.61 24.98 BMO
LVLT Level 3 Communications, Inc. $52.60 40.84 BMO
MA Mastercard Inc $95.16 26.66 BMO
MAR Marriott International Inc $74.62 27.03 BMO
MDCO The Medicines Company $34.00 43.64 BMO
NOC Northrop Grumman Corporation $165.50 22.99 BMO
ROK Rockwell Automation $117.90 30.23 BMO
SLAB Silicon Laboratories $50.85 39.96 BMO
SPR Spirit AeroSystems Holdings, Inc. $54.16 29.66 BMO
SPW SPX Corporation $64.78 33.77 BMO
SU Suncor Energy Inc. (USA) $25.77 34.36 BMO
TOT Total SA (ADR) $48.79 26.30 BMO
AB AllianceBernstein Holding LP $27.54 31.29 AMC
AEM Agnico Eagle Mines Ltd (USA) $22.38 63.14 AMC
AMC AMC Entertainment Holdings Inc $32.21 31.10 AMC
AR Antero Resources Corp $28.55 45.85 AMC
ARRS Arris Group Inc $30.62 35.93 AMC
ATW Atwood Oceanics, Inc. $21.93 52.52 AMC
CAVM Cavium Inc $65.51 44.52 AMC
CBG CBRE Group Inc $38.56 24.58 AMC
CEMP Cempra Inc $45.00 65.13 AMC
CMPR Cimpress NV $80.97 55.53 AMC
CTRP Ctrip.com International, Ltd. (ADR) $75.15 65.39 AMC
CXO Concho Resources Inc $105.62 39.31 AMC
DATA Tableau Software Inc $127.27 50.38 AMC
EQIX Equinix Inc $269.39 27.34 AMC
FB Facebook Inc $95.44 48.63 AMC
FMI Foundation Medicine Inc $32.78 44.23 AMC
FNF Fidelity National Financial Inc $38.63 22.35 AMC
HOLX Hologic, Inc. $37.62 26.25 AMC
LNC Lincoln National Corporation $58.00 22.14 AMC
LQ La Quinta Holdings Inc $22.74 29.24 AMC
LRCX Lam Research Corporation $77.02 33.57 AMC
MUR Murphy Oil Corporation $34.51 36.38 AMC
NBIX Neurocrine Biosciences, Inc. $51.35 53.68 AMC
NOW ServiceNow Inc $78.02 49.36 AMC
NTRI NutriSystem Inc. $26.21 47.30 AMC
NXPI NXP Semiconductors NV $93.00 43.24 AMC
OI Owens-Illinois Inc $21.50 29.44 AMC
ORLY O’Reilly Automotive Inc $240.67 26.99 AMC
OTEX Open Text Corporation (USA) $38.02 38.13 AMC
PTC PTC Inc $38.63 32.28 AMC
QRVO Qorvo Inc $75.24 54.94 AMC
SCTY SolarCity Corp $53.67 54.60 AMC
SFLY Shutterfly, Inc. $47.63 38.38 AMC
SKX Skechers USA Inc $123.21 45.51 AMC
STMP Stamps.com Inc. $74.76 53.65 AMC
VAR Varian Medical Systems, Inc. $87.58 28.03 AMC
VRTX Vertex Pharmaceuticals Incorporated $130.85 38.97 AMC
WDC Western Digital Corp $77.90 33.38 AMC
WES Western Gas Partners, LP $59.00 29.32 AMC
WFM Whole Foods Market, Inc. $41.07 35.91 AMC
WLL Whiting Petroleum Corp $24.51 64.05 AMC
WRK WestRock Co $59.85 30.13 AMC
WYNN Wynn Resorts, Limited $104.30 46.65 AMC

 

 

Thursday July 30:

 

Economic: GDP – 8:30, Weekly Jobless Claims – 8:30, Bloomberg Consumer Comfort Index – 9:45, EIA Natural Gas Report – 10:30, Farm Prices – 3:00 PM.

 

International Economic: German Employment Rate – 3:55 AM, Germany CPI – 8:00 AM Japan Household Spending and Unemployment Rate – 7:30 PM.

 

Optionable Earnings:

Symbol Company Name July 24 Close IV30 B/A
ALXN Alexion Pharmaceuticals, Inc. $207.84 38.49 BMO
APD Air Products & Chemicals, Inc. $132.71 26.73 BMO
BC Brunswick Corporation $52.53 28.42 BMO
BG Bunge Ltd $87.13 25.24 BMO
BLL Ball Corporation $67.47 26.54 BMO
BOFI BofI Holding, Inc. $116.98 26.70 BMO
BUD Anheuser Busch Inbev SA (ADR) $125.80 23.72 BMO
BWA BorgWarner Inc. $51.71 28.14 BMO
CCE Coca-Cola Enterprises Inc $45.41 23.88 BMO
CI CIGNA Corporation $154.36 24.15 BMO
COP ConocoPhillips $54.04 32.50 BMO
CQP Cheniere Energy Partners LP $29.00 28.84 BMO
CRR CARBO Ceramics Inc. $35.01 70.12 BMO
CSH Cash America International Inc $27.12 46.72 BMO
DB Deutsche Bank AG (USA) $33.83 28.56 BMO
DBD Diebold Inc $34.08 28.84 BMO
DEO Diageo plc (ADR) $114.91 29.94 BMO
DLR Digital Realty Trust, Inc. $65.30 22.45 BMO
ENDP Endo International PLC $85.90 31.88 BMO
EPD Enterprise Products Partners L.P. $27.41 33.88 BMO
FRGI Fiesta Restaurant Group Inc $51.33 38.96 BMO
GLPI Gaming and Leisure Properties Inc $34.23 24.69 BMO
GNC GNC Holdings Inc $43.23 41.33 BMO
GTLS Chart Industries, Inc. $31.25 60.08 BMO
HOT Starwood Hotels & Resorts Worldwide $82.71 39.24 BMO
HP Helmerich & Payne, Inc. $59.61 46.15 BMO
HST Host Hotels and Resorts Inc $20.16 26.35 BMO
HTWR HeartWare International Inc $85.63 46.81 BMO
IRM Iron Mountain Inc $31.20 24.41 BMO
LNG Cheniere Energy, Inc. $65.40 46.59 BMO
MPC Marathon Petroleum Corp $56.33 33.14 BMO
NNN National Retail Properties, Inc. $36.71 27.38 BMO
OA Orbital ATK Inc $69.71 29.74 BMO
OXY Occidental Petroleum Corporation $69.69 27.17 BMO
PBF PBF Energy Inc $29.84 38.81 BMO
PCRX Pacira Pharmaceuticals Inc $62.10 56.11 BMO
PF Pinnacle Foods Inc $44.87 23.41 BMO
PNK Pinnacle Entertainment, Inc $40.09 27.59 BMO
POT Potash Corp./Saskatchewan (USA) $27.95 26.07 BMO
PWR Quanta Services Inc $27.46 34.37 BMO
RDS.A Royal Dutch Shell plc (ADR) $55.82 26.02 BMO
RDS.B Royal Dutch Shell Plc CL B $55.98 25.05 BMO
SC Santander Consumer USA Holdings Inc $24.83 31.74 BMO
SEE Sealed Air Corp $50.98 28.38 BMO
SHOP Shopify Inc $33.11 76.68 BMO
SNE Sony Corp (ADR) $29.20 32.82 BMO
SNN Smith & Nephew plc (ADR) $35.25 29.99 BMO
SNY Sanofi SA (ADR) $53.37 26.27 BMO
SSYS Stratasys Ltd $33.63 70.48 BMO
TASR TASER International, Inc. $31.71 56.87 BMO
TE TECO Energy, Inc. $21.32 32.52 BMO
TEVA Teva Pharmaceutical Industries Ltd $62.51 26.93 BMO
TMUS T-Mobile Us Inc $37.93 32.98 BMO
TWC Time Warner Cable Inc $190.50 24.32 BMO
VA Virgin America Inc $29.72 42.21 BMO
VLO Valero Energy Corporation $65.72 32.49 BMO
ZBH Zimmer Biomet Holdings Inc $107.85 22.26 BMO
ZLTQ Zeltiq Aesthetics Inc $32.21 66.07 BMO
ALKS Alkermes Plc $69.00 46.78 AMC
ALLE Allegion PLC $61.08 24.33 AMC
AMGN Amgen, Inc. $164.10 29.87 AMC
DECK Deckers Outdoor Corp $70.65 46.82 AMC
DLPH Delphi Automotive PLC $77.82 30.03 AMC
EA Electronic Arts Inc. $71.81 39.47 AMC
EEP Enbridge Energy Partners, L.P. $30.58 31.60 AMC
ELLI Ellie Mae Inc $74.61 74.89 AMC
EXPE Expedia Inc $109.52 50.04 AMC
FEYE FireEye Inc $48.73 63.80 AMC
FLR Fluor Corporation (NEW) $48.68 27.77 AMC
FLS Flowserve Corp $47.54 33.07 AMC
HBI Hanesbrands Inc. $34.00 30.60 AMC
IDCC InterDigital, Inc. $57.26 34.49 AMC
KLAC KLA-Tencor Corp $52.84 32.70 AMC
LNKD LinkedIn Corp $224.10 61.90 AMC
MCHP Microchip Technology Inc. $42.67 36.33 AMC
MDLZ Mondelez International Inc $42.12 22.65 AMC
MOH Molina Healthcare, Inc. $71.34 36.22 AMC
NSR Neustar Inc $29.47 35.58 AMC
NTCT NetScout Systems, Inc. $37.54 35.54 AMC
OLN Olin Corporation $23.48 33.86 AMC
OUTR Outerwall Inc $82.68 44.23 AMC
PBI Pitney Bowes Inc. $20.93 34.68 AMC
PTCT PTC Therapeutics, Inc. $59.88 70.55 AMC
RMD ResMed Inc. $56.27 34.46 AMC
RYL Ryland Group Inc $46.28 31.96 AMC
SAM Boston Beer Co Inc $222.96 39.03 AMC
SGEN Seattle Genetics, Inc. $50.81 49.44 AMC
SYNA Synaptics, Incorporated $80.74 54.80 AMC
TEP Tallgrass Energy Partners LP $43.46 35.31 AMC
TEX Terex Corporation $22.05 45.24 AMC
TPX Tempur Sealy International Inc $68.49 40.62 AMC
TXTR Textura Corp $29.50 51.46 AMC
UHS Universal Health Services, Inc. $141.79 25.83 AMC
WBMD WebMD Health Corp. $45.17 43.51 AMC
WWWW Web.com Group Inc $24.25 57.86 AMC

 

Friday July 31:

 

Economic: Employment Cost Index – 8:30, Chicago PMI – 9:45, Consumer Sentiment – 10:00.

 

International Economic: EMU Unemployment Rate – 5:00 AM.

 

Optionable Earnings:

Symbol Company Name July 24 Close IV30 B/A
AXL American Axle & Manufact. Holdings $20.65 37.18 BMO
CVX Chevron Corporation $92.94 25.10 BMO
ENB Enbridge Inc (USA) $42.42 23.26 BMO
PSX Phillips 66 $81.39 28.11 BMO
PSXP Phillips 66 Partners LP $59.76 36.98 BMO
RCL Royal Caribbean Cruises Ltd $83.17 31.49 BMO
TRP TransCanada Corporation (USA) $37.50 23.95 BMO
TYC Tyco International PLC $37.07 24.06 BMO
XOM Exxon Mobil Corporation $81.14 23.11 BMO
BERY Berry Plastics Group Inc $32.33 27.76 AMC
CBM Cambrex Corporation $49.61 50.70 AMC
LM Legg Mason Inc $48.53 24.11 AMC
RLGY Realogy Holdings Corp $48.83 26.75 AMC
STX Seagate Technology PLC $48.01 40.17 AMC
WETF WisdomTree Investments, Inc. $23.50 53.20 AMC

 

 

Monday August 3:

 

Economic: Motor Vehicle Sales, Personal Income and Outlays – 8:30, Gallup US Consumer Spending Measure – 8:30, PMI Manufacturing Index – 9:45, ISM Manufacturing Index – 10:00, Construction Spending – 10:00.

 

International Economic: Germany Retail Sales – 2:00 am, EMU PMI Manufacturing Index – 4:00 AM.

 

Optionable Earnings:

Symbol Company Name July 24 Close IV30 B/A
TTM Tata Motors Limited (ADR) $30.49 34.31 DMT
ANIP ANI Pharmaceuticals Inc $70.16 49.16 BMO
CDW CDW Corp $34.23 24.93 BMO
DO Diamond Offshore Drilling Inc $22.33 51.97 BMO
GWR Genesee & Wyoming Inc $67.95 34.12 BMO
HSBC HSBC Holdings plc (ADR) $44.84 22.20 BMO
NBL Noble Energy, Inc. $36.70 36.59 BMO
RSPP RSP Permian Inc $24.08 54.61 BMO
THC Tenet Healthcare Corp $58.38 35.70 BMO
TSN Tyson Foods, Inc. $43.13 25.72 BMO
BMRN BioMarin Pharmaceutical Inc. $148.05 39.43 AMC
CAR Avis Budget Group Inc. $41.13 46.58 AMC
CYH Community Health Systems $58.90 32.90 AMC
DPLO Diplomat Pharmacy Inc $49.33 49.58 AMC
EXP Eagle Materials, Inc. $75.85 36.45 AMC
GGP General Growth Properties Inc $26.23 22.93 AMC
MIC Macquarie Infrastructure Corp $82.12 22.33 AMC
NOAH Noah Holdings Limited (ADR) $26.25 70.61 AMC
QLYS Qualys Inc $39.03 59.28 AMC
TNET TriNet Group Inc $24.93 44.39 AMC
VECO Veeco Instruments Inc. $26.80 40.10 AMC

 

 

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