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“US stocks that reported earnings in the last 10 days, have IV rank above 40, options liquidity score above 75 and no earnings expected in the next 30 days; rank by 30-delta put annualized yield”
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US optionable stocks that reported in the last 10 days with elevated IV rank, liquid options and no earnings within 30 days.
Filters: Reported earnings in last 10 days; IV rank > 40; Options liquidity score > 75; No earnings within 30 days
Top matches on data as of November 6, 2026
| Symbol | Company | Last Earnings | Next Earnings | Days to Earnings | IV Rank | Opt Liquidity | CSP Yield (ann.) | 30Δ Put Strike | 30Δ Put Premium |
|---|---|---|---|---|---|---|---|---|---|
| XRX | Xerox Holdings Corporation | 2026-10-29 | 2027-01-28 | 83 | 63.49 | 77 | 133.0% | $1.00 | $0.15 |
| IREN | IREN Limited | 2026-11-05 | 2027-02-04 | 90 | 57.93 | 100 | 117.6% | $19.00 | $1.71 |
| COHR | Coherent, Inc. | 2026-11-04 | 2027-02-03 | 89 | 49.32 | 92 | 88.8% | $175.00 | $11.93 |
| STM | STMicroelectronics N.V. | 2026-10-29 | 2027-01-28 | 83 | 40.85 | 89 | 78.8% | $41.00 | $2.48 |
| MCHP | Microchip Technology Incorporated | 2026-11-05 | 2027-02-04 | 90 | 82.88 | 92 | 74.5% | $55.00 | $3.14 |
| AMD | Advanced Micro Devices, Inc. | 2026-11-03 | 2027-02-02 | 88 | 61.7 | 100 | 60.8% | $410.00 | $19.13 |
| UMC | United Microelectronics Corporation | 2026-10-28 | 2027-01-26 | 81 | 58.11 | 76 | 57.3% | $13.00 | $0.86 |
| MBLY | Mobileye Global Inc. | 2026-10-29 | 2027-01-28 | 83 | 91.95 | 84 | 55.4% | $4.50 | $0.19 |
| GEV | GE Vernova Inc. | 2026-10-28 | 2027-01-27 | 82 | 64.1 | 90 | 53.3% | $720.00 | $29.44 |
| PLTR | Palantir Technologies Inc. | 2026-11-02 | 2027-02-01 | 87 | 50.18 | 100 | 51.3% | $150.00 | $5.90 |
| PSX | Phillips 66 | 2026-10-28 | 2027-02-03 | 89 | 78.29 | 80 | 50.8% | $235.00 | $9.16 |
| CHTR | Charter Communications, Inc. | 2026-11-06 | 2027-01-29 | 84 | 47.1 | 87 | 49.7% | $111.00 | $4.23 |
| QCOM | QUALCOMM Incorporated | 2026-11-04 | 2027-02-03 | 89 | 41.24 | 98 | 49.7% | $155.00 | $5.90 |
| MDLZ | Mondelez International, Inc. | 2026-10-29 | 2027-02-02 | 88 | 100 | 79 | 44.8% | $63.00 | $2.17 |
| BSX | Boston Scientific Corporation | 2026-10-28 | 2027-02-03 | 89 | 49.14 | 95 | 39.7% | $41.00 | $1.25 |
| CAT | Caterpillar Inc. | 2026-10-29 | 2027-02-04 | 90 | 56.86 | 90 | 38.3% | $530.00 | $15.56 |
| IP | International Paper Company | 2026-10-28 | 2027-02-04 | 90 | 58.54 | 76 | 37.4% | $33.00 | $0.95 |
| APH | Amphenol Corporation | 2026-10-28 | 2027-01-27 | 82 | 87.08 | 76 | 35.6% | $70.00 | $2.87 |
| STLA | Stellantis N.V. | 2026-10-28 | 2027-01-28 | 83 | 54.24 | 88 | 34.8% | $4.00 | $0.11 |
| COP | ConocoPhillips | 2026-11-05 | 2027-02-04 | 90 | 71.25 | 88 | 34.4% | $130.00 | $3.43 |
| BIIB | Biogen Inc. | 2026-10-28 | 2027-02-05 | 91 | 67.91 | 77 | 34.3% | $235.00 | $6.18 |
| ARES | Ares Management Corporation | 2026-10-29 | 2027-02-04 | 90 | 40.39 | 78 | 32.6% | $127.00 | $3.18 |
| AMZN | Amazon.com, Inc. | 2026-10-29 | 2027-02-04 | 90 | 47.75 | 100 | 31.3% | $250.00 | $6.01 |
| SU | Suncor Energy Inc. | 2026-11-03 | 2027-02-02 | 88 | 75.18 | 80 | 30.9% | $66.00 | $1.57 |
| GEHC | GE HealthCare Technologies Inc. | 2026-10-28 | 2027-02-03 | 89 | 44.94 | 77 | 28.6% | $79.00 | $1.73 |
25 matches. Research data, not investment advice.