InterDigital (NASDAQ: IDCC) closed at $27.96. IDCC is scheduled to report Q2 EPS after the market close on July 28. August option implied volatility is at 62; September is at 53; near its 26-week average of 58; according to Track Data, suggesting decreasing price movement after EPS.
Rockwell (NYSE: ROK) closed at $39.61. ROK is expected to report Q3 EPS before the market open on July 30. ROK August option implied volatility is at 57, October is at 45; below 26-week of 59 according to Track Data, suggesting decreasing price movement after EPS.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com
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