Stock Volatility Alert | SIFY(21.7%), DAL(6.9%) And TSM(5.3%): Elevated Volatility Stocks Watchlist Reminder
Sify Technologies Limited Sponsored ADR SIFY | 13.74 | +1.25% |
Bank of New York Mellon Corp BK | 122.13 | +0.96% |
Delta Air Lines, Inc. DAL | 66.76 | -1.24% |
JPMorgan Chase & Co. JPM | 294.60 | -0.26% |
Bank of America Corp BAC | 49.38 | +0.22% |
This column is updated every Monday, featuring volatility data for key earnings stocks in the upcoming week.
Option Volatility And Earnings Report For January 12 - January 16
- CPI Showdown: Dollar Bulls’ Rally Cry?
Tuesday’s 21:30 ET release of December U.S. CPI is forecast to keep inflation elevated and the Fed on hold. Analyst Eren Sengezer says a large deviation—especially in core CPI m/m—could jolt markets even if it won’t sway the Jan. Fed decision. PPI revisions for Oct/Nov and November retail sales follow later in the week. - Supreme Court Delays Trump Tariff Ruling to Jan. 14
The U.S. Supreme Court said Jan. 9 it will not issue a decision on the Trump administration’s tariff policy that day, pushing the next ruling date to Jan. 14. The tariffs, imposed under the International Emergency Economic Powers Act without congressional approval, have been challenged since the 2025 rollout. - Earnings Kickoff: Can S&P 7000 Be Broken?
Q4 season starts with JPMorgan Chase & Co.(JPM.US) , Citigroup Inc.(C.US) , Bank of America Corp(BAC.US) , Wells Fargo & Company(WFC.US) and Morgan Stanley(MS.US) all reporting this week; Street sees financial EPS +7% YoY. Taiwan Semiconductor Manufacturing Co., Ltd. Sponsored ADR(TSM.US) follows on Jan. 15—its Q4 sales, 2026 capex and AI order outlook will set the chip sector’s early tone.
Earnings reports often lead to heightened implied volatility in options due to market uncertainty, driving up demand and prices for options. However, implied volatility typically drops back to normal levels after the earnings announcement.
To estimate a stock's expected price range around earnings, traders can use the option chain by adding the prices of the at-the-money put and call options for the first expiry date after the earnings report. While this method provides a rough estimate, it is a useful tool for structuring trades.
Data as of 12/01/2026
| Day | Ticker | Potential Volatility |
|---|---|---|
| Monday | Sify Technologies Limited Sponsored ADR(SIFY.US) | 21.7% |
| Tuesday | Bank of New York Mellon Corp(BK.US) | 5.3% |
| Delta Air Lines, Inc.(DAL.US) | 6.9% | |
| JPMorgan Chase & Co.(JPM.US) | 3.9% | |
| Wednesday | Bank of America Corp(BAC.US) | 4.1% |
| Citigroup Inc.(C.US) | 4.6% | |
| Wells Fargo & Company(WFC.US) | 5.0% | |
| Thursday | BlackRock, Inc.(BLK.US) | 4.6% |
| Goldman Sachs Group, Inc.(GS.US) | 4.6% | |
| Morgan Stanley(MS.US) | 4.4% | |
| Taiwan Semiconductor Manufacturing Co., Ltd. Sponsored ADR(TSM.US) | 5.3% | |
| Friday | M&T Bank Corporation(MTB.US) | 4.3% |
| State Street Corporation(STT.US) | 5.2% |
- Bearish traders can consider selling bear call spreads outside the expected range.
- Bullish traders may opt for selling bull put spreads outside the expected range or explore naked puts for higher risk tolerance.
- Neutral traders can utilize iron condors, ensuring the short strikes remain outside the expected range.
When trading options during earnings, it is crucial to use risk-defined strategies and maintain small position sizes. This ensures that even if a trade suffers a full loss due to an unexpected stock move, the impact on the overall portfolio remains limited to 1-3%.
Details on Options Strategies, Follow Here:
Disclaimer: This column is solely for information organization and sharing. All materials and data are sourced from publicly available markets and should not be used as a basis for investment decisions.