Goldman says these 20 overlooked stocks are poised to spike this coming earnings season

US stocks saw the highest level of earnings-related volatility since 2009 last quarter, the analysts said, with expectations for similar swings to come.

"Buy calls to position for a volatile but positive earnings season," researchers led by John Marshall, the head of derivatives research at the bank, wrote. "Considering all of these factors, we expect above average volatility and above average returns from stocks on events, making call buying unusually attractive."

Here are the 20 stocks investors should consider buying call option on, according to the bank.

Wynn Resorts

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Ticker: WYNN

Year-to-date performance: +46.6%

Earnings date: November 6

Implied stock move: 9.6%

Suncor Energy

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Ticker: SU

Year-to-date performance: +12.8%

Earnings date: October 30

Implied stock move: 1.7%

StepStone Group

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Ticker: STEP

Year-to-date performance: +7.0%

Earnings date: November 7

Implied stock move: 5.2%

eToro Group

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Ticker: ETOR

Year-to-date performance: -40.7%

Earnings date: November 10

Implied stock move: 9.3%

Citigroup

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Ticker: C

Year-to-date performance: +37.5%

Earnings date: October 14

Implied stock move: 5.3%

Neurocrine Biosciences

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Ticker: NBIX

Year-to-date performance: +0.6%

Earnings date: October 28

Implied stock move: 6.1%

Boston Scientific Corp.

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Ticker: BSX

Year-to-date performance: +9.1%

Earnings date: October 22

Implied stock move: 5.1%

Exelixis

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Ticker: EXEL

Year-to-date performance: +13.0%

Earnings date: October 29

Implied stock move: 15.4%

Huntington Ingalls Industries

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Ticker: HII

Year-to-date performance: +53.4%

Earnings date: October 31

Implied stock move: 7.6%

Johnson Controls

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Ticker: JCI

Year-to-date performance: +36.7%

Earnings date: November 5

Implied stock move: 7.3%

Cameco Corp.

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Ticker: CCJ

Year-to-date performance: +65.4%

Earnings date: November 5

Implied stock move: 3.8%

Air Products & Chemicals Inc.

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Ticker: APD

Year-to-date performance: -6.8%

Earnings date: November 7

Implied stock move: 6.5%

Hershey Co.

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Ticker: HSY

Year-to-date performance: +13.6%

Earnings date: October 30

Implied stock move: 4.6%

Celsius Holdings

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Ticker: CELH

Year-to-date performance: +133.5%

Earnings date: November 6

Implied stock move: 13.2%

Microchip Technology

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Ticker: MCHP

Year-to-date performance: +15.2%

Earnings date: November 5

Implied stock move: 9.9%

Broadcom

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Ticker: AVGO

Year-to-date performance: +47.81

Earnings date: December 12

Implied stock move: 7.6%

Madison Square Garden Ent.

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Ticker: MSGE

Year-to-date performance: +18.1%

Earnings date: November 7

Implied stock move: 2.4%

Monday.com

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Ticker: MNDY

Year-to-date performance: -17.5%

Earnings date: November 11

Implied stock move: 13.6%

Walt Disney Co.

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Ticker: DIS

Year-to-date performance: +0.9%

Earnings date: November 13

Implied stock move: 5.9%

American Electric Power

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Ticker: AEP

Year-to-date performance: +27.8%

Earnings date: October 29

Implied stock move: 4.1%