I'll have to look at the volatility and the charts

I'll have to look at the volatility and the charts on those securities.  I took a quick peak at CNX.  ATM IV is roughly 32 which is about three times as much as SPY which has an ATM IV at 12.  It would be much more lucrative to sell IC's on these securities and parley the higher IV into better premiums.

I'm building a basket of stocks that have high IV very close to earnings.  Thus far AAPL and PCLN are on the list but next earnings season, I'll be looking at each company as they get closer to earnings and determining their IV.  With IV's in the 70's or 80's, you can effectively play an IC and then manage the trouble wing.  Generally speaking, with the drop in IV after earnings, you can still make decent coin even if the securities rises or falls significantly.  Selling IV is a great strategy to employ especially in a lower volatile market where it is tough to get good premiums on securities like SPY or DIA.

Watching VXX as well...market due for a correction.