Total Open Interest
Report Date: 2024-12-22
Total Volume
Report Date: 2024-12-22
Earnings
Next Earnings:
2025-02-06
Dividends
Next Dividend:
-
Key Fundamentals
Volume
342
Vol 5D
172
Vol 20D
129
Vol 60D
160
52 High
$89.59
52 Low
$59.73
$ Target
-
Mkt Cap
1.3B
Beta
0.72
Profit %
2.74%
Divd %
0.98%
P/E
7.98
Fwd P/E
-
PEG
0.53
RoA
6.27%
RoE
10.58%
RoOM
3.65%
Rev/S
306.77%
P/S
0.21
P/B
0.82
Bk Value
$81.80
EPS
$1.55
EPS Est.
$1.54
EPS Next
-
EV/R
0.25
EV/EB
4.44
F/SO
99.26%
IVol Rank
21
1D
-1.06%
5D
-4.13%
10D
-4.72%
1M
-4.49%
3M
-8.05%
6M
-4.77%
1Y
-
Open Interest by Expiration
Report Date: 2024-12-22
30D RVOL & IVOL
Report Date: 2024-12-22
Balance Sheet
Report Date:
2024-06-29
Income
Report Date:
2024-06-29
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 | 80.0 | 8.0 |
| 2025-01-17 | PUT | 55.0 | 6.0 |
| 2025-01-17 | PUT | 65.0 | 5.0 |
| 2025-01-17 | PUT | 60.0 | 3.0 |
| 2025-01-17 | CALL | 85.0 | 3.0 |
| 2025-01-17 | CALL | 75.0 | 3.0 |
| 2025-01-17 | PUT | 70.0 | 3.0 |
| 2025-01-17 | CALL | 95.0 | 2.0 |
| 2025-01-17 | PUT | 75.0 | 2.0 |
| 2025-01-17 | PUT | 80.0 | 1.0 |
| 2025-01-17 | CALL | 105.0 | 0.0 |
| 2025-01-17 | PUT | 40.0 | 0.0 |
| 2025-01-17 | PUT | 45.0 | 0.0 |
| 2025-01-17 | PUT | 50.0 | 0.0 |
| 2025-01-17 | CALL | 45.0 | 0.0 |
| 2025-01-17 | CALL | 40.0 | 0.0 |
| 2025-01-17 | PUT | 85.0 | 0.0 |
| 2025-01-17 | PUT | 90.0 | 0.0 |
| 2025-01-17 | PUT | 95.0 | 0.0 |
| 2025-01-17 | PUT | 100.0 | 0.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-05-16 | PUT | 55.0 | 358.0 |
| 2024-12-20 | PUT | 65.0 | 173.0 |
| 2025-02-21 | CALL | 95.0 | 160.0 |
| 2025-02-21 | PUT | 60.0 | 128.0 |
| 2024-12-20 | CALL | 75.0 | 103.0 |
| 2025-02-21 | PUT | 55.0 | 90.0 |
| 2025-02-21 | CALL | 75.0 | 66.0 |
| 2025-02-21 | PUT | 70.0 | 63.0 |
| 2025-05-16 | PUT | 65.0 | 58.0 |
| 2025-05-16 | PUT | 85.0 | 42.0 |
| 2025-02-21 | PUT | 65.0 | 33.0 |
| 2024-12-20 | CALL | 80.0 | 31.0 |
| 2025-05-16 | PUT | 80.0 | 30.0 |
| 2025-05-16 | CALL | 65.0 | 24.0 |
| 2025-05-16 | CALL | 75.0 | 24.0 |
| 2025-02-21 | CALL | 60.0 | 22.0 |
| 2024-12-20 | PUT | 70.0 | 17.0 |
| 2025-02-21 | PUT | 50.0 | 15.0 |
| 2025-05-16 | CALL | 70.0 | 15.0 |
| 2024-12-20 | PUT | 60.0 | 15.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2024-12-20 | 60.00 | PUT | 15 | 0.25 | $490.00 | 4900.0% | 1.0% | $2.92 |
| 2024-12-20 | 65.00 | PUT | 173 | 9.07 | $405.00 | 426.0% | 52.0% | $208.85 |
| 2024-12-20 | 70.00 | CALL | 6 | 0.19 | $180.00 | 51.0% | 10.0% | $17.81 |
| 2024-12-20 | 75.00 | CALL | 103 | 2.44 | $380.00 | 253.0% | 0.0% | $0.07 |
| 2025-01-17 | 45.00 | PUT | 0 | 0.00 | $120.00 | 25.0% | 0.0% | $0.03 |
| 2025-01-17 | 50.00 | PUT | 0 | 0.00 | $120.00 | 25.0% | 1.0% | $0.72 |
| 2025-01-17 | 55.00 | PUT | 6 | 0.06 | $120.00 | 25.0% | 5.0% | $6.14 |
| 2025-01-17 | 60.00 | PUT | 3 | 0.05 | $530.00 | 757.0% | 25.0% | $132.57 |
| 2025-01-17 | 65.00 | PUT | 5 | 0.13 | $120.00 | 25.0% | 80.0% | $96.31 |
| 2025-01-17 | 70.00 | CALL | 0 | 0.00 | $160.00 | 33.0% | 52.0% | $82.51 |
| 2025-01-17 | 75.00 | CALL | 3 | 0.09 | $570.00 | 814.0% | 15.0% | $83.82 |
| 2025-01-17 | 80.00 | CALL | 8 | 0.09 | $485.00 | 313.0% | 2.0% | $9.10 |
| 2025-01-17 | 85.00 | CALL | 3 | 0.01 | $160.00 | 33.0% | 0.0% | $0.26 |
| 2025-02-21 | 40.00 | PUT | 2 | 0.00 | $350.00 | 175.0% | 0.0% | $0.04 |
| 2025-02-21 | 45.00 | PUT | 3 | 0.01 | $70.00 | 15.0% | 0.0% | $0.11 |
| 2025-02-21 | 50.00 | PUT | 15 | 0.08 | $490.00 | 817.0% | 1.0% | $7.00 |
| 2025-02-21 | 55.00 | PUT | 90 | 0.95 | $445.00 | 424.0% | 10.0% | $44.03 |
| 2025-02-21 | 60.00 | PUT | 128 | 2.24 | $385.00 | 233.0% | 34.0% | $131.71 |
| 2025-02-21 | 65.00 | PUT | 33 | 0.68 | $50.00 | 10.0% | 80.0% | $40.13 |
| 2025-02-21 | 70.00 | CALL | 9 | 0.29 | $460.00 | 118.0% | 58.0% | $267.87 |
| 2025-02-21 | 75.00 | CALL | 66 | 1.77 | $625.00 | 278.0% | 21.0% | $132.06 |
| 2025-02-21 | 80.00 | CALL | 7 | 0.13 | $705.00 | 486.0% | 4.0% | $28.45 |
| 2025-02-21 | 85.00 | CALL | 6 | 0.09 | $370.00 | 77.0% | 1.0% | $2.21 |
| 2025-02-21 | 90.00 | CALL | 3 | 0.03 | $370.00 | 77.0% | 0.0% | $0.21 |
Call/Put Open Interest and Volatility Skew
Vega