JPM reported earnings today and the market was disappointed, bringing XLF down. Next week, several other major banks and financial institutions will report, including MS and GS.
These are particular interesting as JPM reports deteriorating trading income.
These are in-the-money and out-of-the money straddles for next week:
Options are dangerous and may cause 100% loss (not the ITMs above though, which may only cause "significant" losses. Please do your own due diligence.)