新的财报季来袭！特朗普概念股 PENG 获市场重度关注！

Preface: First, Understand "Implied Volatility"

For event-driven market moves like earnings reports, options market makers price volatility at approximately ±2 standard deviations. Dividing a stock's implied volatility by 2 roughly gives its usual daily fluctuation range. For example, Penguin Solutions implied about ±26% this week, corresponding to a daily fluctuation of about ±13%; while PepsiCo only implied about ±4.5%, indicating a much milder temperament. Knowing how much a stock "can move" and "what its temperament is around earnings" helps in arranging positions and hedging before the results are announced. Implied volatility only reflects magnitude, not direction.
This week is the traditional lull after Independence Day: the real heavyweight bank earnings season starts next week (JPMorgan Chase, Goldman Sachs, and Citigroup report on 7/14). This week's focus is on two large caps, PepsiCo (PEP) and Delta Air Lines (DAL), along with a batch of small-to-mid-cap consumer and industrial stocks with "highly volatile" earnings reports—among which Penguin Solutions (±26%) and Helen of Troy (±19%) have the highest implied volatility for the entire week.