However, there is one last play I might do and that is in COST, which announces on Tuesday after market close.
Currently, it's implied rank is 58 and its implied is 26. Generally speaking, I like to see the rank in the 70% percentile, and this isn't quite there, but this is one of those underlyings that just never gets that volatile -- its IV has been between 20 and 30 or so for the past 90 days.
I'll look to put on a play before NY market close on Tuesday, and I'll post a play (most likely an iron condor given the price of the underlying) some time during Tuesday's NY session.
Preliminarily, this looks like the approximate setup I'll use, although tweaking may be required as price moves on Monday and Tuesday:
March 11th 137/142/157.5/162.5
Probability of Profit: 66%
Max Profit: $99/contract
Buying Power Effect: $401/contract