Unfortunately, there isn't much worthwhile left to play this earnings season in terms of premium selling. Here's what I'm looking at in underlyings that have fairly good liquidity in their options and that offer weekly option expiries:

QIHU             -- announces earnings on 11/30 (before/after to be determined) (the only way I'll play this one is if it is Monday after close announcement; I'm just not fond of setting up Monday before open plays on Friday ... ).
AVGO             -- announces earnings on 12/2 after market close.
MDT             -- announces earnings on 12/3 before market open.
AMBA             -- announces earnings on 12/3 after market close (this is one that does not have particularly good option liquidity; I would look for a fill at the mid price and not chase it much on any given setup; the only reason why I'm considering it is because of its high IV which looks to provide 1.00+ credit on a standard short strangle setup).
COST -- announces earnings on 12/8 after market close.
LULU -- announces earnings on 12/9 before market open.
ADBE             -- announces earnings on 12/10 after market close.
NKE             -- announces earnings on 12/17 (before/after to be determined).

Naturally, even though some of these plays might not look attractive as premium-selling plays pre-earnings ( MDT             is one of those), sometimes their "looks" improve after the announcement from a premium selling perspective, so you not only want to consider them for a setup pre-earnings, but also watch to see if their IVR/IV pops post-earnings such that a post-earnings "afterglow" premium selling play might be worthwhile (particularly since we're nearing the end of the season, and there probably will not be much to redeploy your capital on between now and mid-January).

Naturally, there is that whole FOMC thing coming up mid-December, for which you might want to keep a measure of powder dry in the event of a broader market/sector-specific volatility pop that you will want to take advantage of.
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