Total Open Interest
Report Date: 2024-12-22
Total Volume
Report Date: 2024-12-22
Earnings
Next Earnings:
2025-02-05
Dividends
Next Dividend:
-
Key Fundamentals
Volume
2,505
Vol 5D
1,577
Vol 20D
1,486
Vol 60D
1,238
52 High
$10.45
52 Low
$3.25
$ Target
$11.00
Mkt Cap
707.2M
Beta
0.60
Profit %
-
Divd %
-
P/E
-17.24
Fwd P/E
-
PEG
-0.60
RoA
-29.34%
RoE
-30.63%
RoOM
-
Rev/S
-
P/S
-
P/B
5.52
Bk Value
$1.54
EPS
$-0.14
EPS Est.
$1.54
EPS Next
$-0.21
EV/R
-
EV/EB
-30.31
F/SO
96.82%
IVol Rank
18
1D
1.89%
5D
2.01%
10D
6.02%
1M
1.77%
3M
57.19%
6M
104.99%
1Y
-
Open Interest by Expiration
Report Date: 2024-12-22
30D RVOL & IVOL
Report Date: 2024-12-22
Balance Sheet
Report Date:
2024-06-30
Income
Report Date:
2024-06-30
Options Market
Report Date: 2024-12-22
Upcoming OpEx: 2025-01-17
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-01-17 | CALL | 25.0 | 7,109.0 |
| 2025-01-17 | CALL | 10.0 | 6,167.0 |
| 2025-01-17 | CALL | 8.0 | 4,256.0 |
| 2025-01-17 | PUT | 8.0 | 3,940.0 |
| 2025-01-17 | CALL | 15.0 | 3,776.0 |
| 2025-01-17 | CALL | 20.0 | 2,866.0 |
| 2025-01-17 | CALL | 12.0 | 1,872.0 |
| 2025-01-17 | CALL | 27.0 | 1,596.0 |
| 2025-01-17 | CALL | 5.0 | 1,572.0 |
| 2025-01-17 | CALL | 7.0 | 1,372.0 |
| 2025-01-17 | CALL | 17.0 | 1,078.0 |
| 2025-01-17 | PUT | 5.0 | 1,050.0 |
| 2025-01-17 | PUT | 6.0 | 920.0 |
| 2025-01-17 | PUT | 4.0 | 692.0 |
| 2025-01-17 | CALL | 6.0 | 579.0 |
| 2025-01-17 | CALL | 9.0 | 483.0 |
| 2025-01-17 | CALL | 4.0 | 414.0 |
| 2025-01-17 | CALL | 11.0 | 355.0 |
| 2025-01-17 | PUT | 7.0 | 276.0 |
| 2025-01-17 | PUT | 3.0 | 246.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-01-17 | CALL | 25.0 | 7,109.0 |
| 2025-01-17 | CALL | 10.0 | 6,167.0 |
| 2025-01-17 | CALL | 8.0 | 4,256.0 |
| 2025-01-17 | PUT | 8.0 | 3,940.0 |
| 2025-01-17 | CALL | 15.0 | 3,776.0 |
| 2025-01-17 | CALL | 20.0 | 2,866.0 |
| 2026-01-16 | CALL | 20.0 | 2,831.0 |
| 2026-01-16 | CALL | 12.0 | 2,058.0 |
| 2026-01-16 | CALL | 10.0 | 1,977.0 |
| 2025-01-17 | CALL | 12.0 | 1,872.0 |
| 2025-07-18 | CALL | 17.0 | 1,800.0 |
| 2025-01-17 | CALL | 27.0 | 1,596.0 |
| 2025-01-17 | CALL | 5.0 | 1,572.0 |
| 2026-01-16 | PUT | 5.0 | 1,534.0 |
| 2026-01-16 | CALL | 15.0 | 1,438.0 |
| 2024-12-20 | CALL | 9.0 | 1,428.0 |
| 2025-01-17 | CALL | 7.0 | 1,372.0 |
| 2024-12-20 | CALL | 10.0 | 1,268.0 |
| 2024-12-20 | PUT | 6.0 | 1,204.0 |
| 2024-12-20 | CALL | 12.0 | 1,088.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2024-12-20 | 7.00 | PUT | 580 | 0.22 | $100.00 | 667.0% | 1.0% | $1.08 |
| 2024-12-20 | 8.00 | PUT | 448 | 0.77 | $100.00 | 667.0% | 29.0% | $29.37 |
| 2024-12-20 | 9.00 | PUT | 270 | 0.87 | $65.00 | 130.0% | 52.0% | $33.52 |
| 2024-12-20 | 10.00 | CALL | 1,268 | 3.43 | $40.00 | 160.0% | 3.0% | $1.26 |
| 2024-12-20 | 11.00 | CALL | 922 | 1.27 | $-35.00 | -35.0% | 0.0% | $-0.01 |
| 2025-01-17 | 2.00 | PUT | 4 | 0.00 | $130.00 | 260.0% | 0.0% | $0.03 |
| 2025-01-17 | 3.00 | PUT | 246 | 0.01 | $155.00 | 620.0% | 0.0% | $0.25 |
| 2025-01-17 | 4.00 | PUT | 692 | 0.11 | $165.00 | 1100.0% | 1.0% | $1.78 |
| 2025-01-17 | 5.00 | PUT | 1,050 | 0.27 | $165.00 | 1100.0% | 4.0% | $6.66 |
| 2025-01-17 | 6.00 | PUT | 920 | 0.42 | $155.00 | 620.0% | 15.0% | $22.79 |
| 2025-01-17 | 7.00 | PUT | 276 | 0.21 | $140.00 | 350.0% | 34.0% | $47.90 |
| 2025-01-17 | 8.00 | PUT | 3,940 | 4.10 | $110.00 | 157.0% | 73.0% | $79.90 |
| 2025-01-17 | 9.00 | PUT | 191 | 0.24 | $65.00 | 57.0% | 80.0% | $52.17 |
| 2025-01-17 | 10.00 | CALL | 6,167 | 7.89 | $35.00 | 35.0% | 45.0% | $15.86 |
| 2025-01-17 | 11.00 | CALL | 355 | 0.42 | $60.00 | 80.0% | 18.0% | $10.62 |
| 2025-01-17 | 12.00 | CALL | 1,872 | 1.91 | $80.00 | 145.0% | 6.0% | $5.14 |
| 2025-01-17 | 13.00 | CALL | 77 | 0.07 | $85.00 | 170.0% | 1.0% | $1.21 |
| 2025-01-17 | 15.00 | CALL | 3,776 | 2.30 | $95.00 | 238.0% | 0.0% | $0.04 |
Call/Put Open Interest and Volatility Skew
Vega