Earnings Options Scan — Next two weeks from 2026-11-02
Algolearn.AI November 1, 2026 2 min read 18 views
Earnings 2026-11-02 to 2026-11-15 · 2 trades · 5 watchlist
Automated scan of the top 6 names by market cap reporting earnings between 2026-11-02 and 2026-11-15. Each idea is defined-risk and built from live options-chain data. Not investment advice.
Trades
1. AAPL — Apple Inc. (iron condor)
| Earnings | 2026-11-02 (AMC) |
|---|---|
| Expiration | 2026-11-06 |
| Legs | -1 365C / +1 370C / -1 325P / +1 315P |
| Entry | +$1.71 credit per iron condor |
| Fill band | $1.42 credit crossing every spread (-$29 vs the mid, widest leg 16% wide) |
| Max risk / reward | $830 / $170 (0.21:1) · breakeven $323.30 - $366.70 |
| P&L | +4.7%: +$170 · -4.7%: +$170 · flat: +$170 |
| Expected move | expected move stays inside both short strikes (up clears by $3.53, down clears by $3.78) |
| IV | ATM IV 44.7% · expected move 4.7% · expected 4.74% vs hist 2.70% over 7 quarters -> 75.5% overpriced |
| Thesis | Options price a wider move than Apple's measured reaction history, and this condor keeps both short strikes outside the implied range. The wire says the risk is a cautious December-quarter guide, the pattern of the July drop, so the short put sits well below spot and still profits at the full implied down-move. At the market's own odds it is negative-expectancy; the case rests on the history. |
2. AAPL — Apple Inc. (call credit spread)
| Earnings | 2026-11-02 (AMC) |
|---|---|
| Expiration | 2026-11-06 |
| Legs | -1 360C / +1 365C |
| Entry | +$0.99 credit per call credit spread |
| Fill band | $0.79 credit crossing every spread (-$20 vs the mid, widest leg 16% wide) |
| Max risk / reward | $402 / $98 (0.24:1) · breakeven $360.99 |
| P&L | +4.7%: -$49 · -4.7%: +$98 · flat: +$98 |
| IV | ATM IV 44.7% · expected move 4.7% · expected 4.74% vs hist 2.70% over 7 quarters -> 75.5% overpriced |
| Thesis | An alternative to the condor above, not an addition. The stock sits near its high into a print where the debate is a cautious guide, so a large upside gap is the less likely tail, and the spread carries no exposure to a July-style drop. Its short call sits just inside the implied up-move, so it loses at the full move; the case rests on the history. |
Watchlist
- AMD — Only just past the overpriced band, and the news argues for a large move: Intel's PC-demand warning hit its client business right before the print. Watch it, do not sell it.
- AMAT — Implied looks rich against history, but the post-earnings chain was quoted far too wide on a weekend snapshot to trade. Re-quote it in market hours closer to the print.
- CSCO — Implied looks rich, but the chain was quoted far too wide to trade. Its recent reactions run closer to the implied move than its longer average suggests.
- PLTR — Fairly priced against a history that includes very large upside reactions, so the framework builds no structure.
- BRK.A — Tasty lists no option chain for this share class, and there are too few measured quarters to trade it. The class-share symbol form at Tasty is untested.
Expected vs. historical moves
| Ticker | Expected | Historical avg | Verdict | Widest quote |
|---|---|---|---|---|
| AAPL | 4.7% | 2.7% | OVERPRICED | 16% |
| AMD | 9.9% | 8.6% | OVERPRICED | 9% |
| PLTR | 13.3% | 14.3% | FAIR | 8% |
| CSCO | 10.0% | 7.2% | OVERPRICED | 110% |
| AMAT | 10.5% | 6.4% | OVERPRICED | 101% |
Generated 2026-11-01 18:08 UTC by the AlgoLearn earnings scanner. Defined-risk options ideas for informational purposes only — not investment advice.
https://pagerankcafe.com/pressRelease/blog/earnings-scan-2026-11-02
