Earnings season slows but these 7 stocks pack explosive sawtooth volatility next week

CIEN is listed as one of seven stocks reporting next week, with the article framing elevated post-earnings implied-volatility risk.

Near-term implied volatility likely rises into the report and drops after the print.

The piece describes a recurring “sawtooth” implied-volatility pattern into earnings and uses that to justify post-earnings move trades for the listed names.

DG is included in the seven-stock next-week earnings list, implying the options market expects a potentially volatile move.

Volatility likely compresses after results, with direction determined by the earnings surprise.

The article’s strategy is explicitly tied to buying short-term straddles around earnings for stocks showing the sawtooth IV pattern.

DOCU appears in the next-week earnings table, and the article notes its at-the-money straddle is close to the stated ‘needed’ threshold.

If straddle pricing is acceptable, expect a larger move around the earnings print and IV drop afterward.

The piece states none of the at-the-money straddles are below ‘needed,’ but highlights DOCU as not far away.

LULU is named among next week’s earnings candidates, with the article emphasizing its history of large earnings surprises and IV ‘sawtooth’ behavior.

Higher realized volatility is more likely than average around the earnings date; post-print IV likely mean-reverts lower.

The article specifically discusses LULU’s past earnings surprise pattern and the general sawtooth IV mechanism used for the trade list.

M (Macy’s) is included in the seven-stock next-week earnings set that the article says historically shows elevated implied-volatility into results.

Options-implied volatility should peak into the report and fall after announcement.

The article’s approach is to buy the shortest-term straddle possible and exit after the first full trading day post-earnings.

PANW is listed as reporting next week, making it part of the article’s watchlist for potentially volatile post-earnings moves.

Implied volatility likely declines after the earnings print even if the stock direction is uncertain.

The article ties the list to options-implied volatility patterns around earnings dates, not new fundamental disclosures.

ULTA is named among next week’s earnings stocks, and the article flags it as one of the closest at-the-money straddles to its ‘needed’ cost threshold.

Expect a sawtooth IV profile: IV rises into earnings then plunges after results.

The piece explicitly notes ULTA is not far from the ‘needed’ percentage for at-the-money straddles.

RTX gets a new weighted put-call ratio buy signal, with a conditional trigger to buy June 18 180 calls if RTX closes above $180.

If RTX closes above 180, near-term upside momentum is favored; otherwise the signal may fail and options risk increases.

The article provides a concrete technical condition (close >180) and a specific options action (buy 2 RTX June 18 180 calls) plus a holding rule tied to the put-call signal.