Total Open Interest
Report Date: 2025-05-07
Total Volume
Report Date: 2025-05-07
Earnings
Next Earnings:
-
Dividends
Next Dividend:
2025-05-14
Key Fundamentals
Volume
2,180
Vol 5D
3,407
Vol 20D
2,784
Vol 60D
3,021
52 High
$114.87
52 Low
$87.28
$ Target
$96.50
Mkt Cap
40.8B
Beta
0.26
Profit %
11.98%
Divd %
3.02%
P/E
20.45
Fwd P/E
-
PEG
5.98
RoA
-
RoE
11.56%
RoOM
17.64%
Rev/S
45.07%
P/S
2.52
P/B
-
Bk Value
$-133.98
EPS
$2.25
EPS Est.
$1.84
EPS Next
$0.61
EV/R
4.18
EV/EB
11.67
F/SO
99.79%
IVol Rank
39
1D
0.87%
5D
-1.48%
10D
-2.50%
1M
1.05%
3M
17.43%
6M
10.56%
1Y
-
Open Interest by Expiration
Report Date: 2025-05-07
30D RVOL & IVOL
Report Date: 2025-05-07
Balance Sheet
Report Date:
2025-03-31
Income
Report Date:
2025-03-31
Options Market
Report Date: 2025-05-07
Upcoming OpEx: 2025-05-16
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-05-16 | CALL | 110.0 | 3,307.0 |
| 2025-05-16 | CALL | 115.0 | 2,294.0 |
| 2025-05-16 | PUT | 105.0 | 1,906.0 |
| 2025-05-16 | CALL | 105.0 | 1,487.0 |
| 2025-05-16 | PUT | 100.0 | 1,119.0 |
| 2025-05-16 | CALL | 95.0 | 987.0 |
| 2025-05-16 | PUT | 110.0 | 675.0 |
| 2025-05-16 | PUT | 90.0 | 672.0 |
| 2025-05-16 | CALL | 100.0 | 563.0 |
| 2025-05-16 | CALL | 120.0 | 307.0 |
| 2025-05-16 | PUT | 85.0 | 267.0 |
| 2025-05-16 | PUT | 95.0 | 266.0 |
| 2025-05-16 | PUT | 97.5 | 243.0 |
| 2025-05-16 | PUT | 92.5 | 241.0 |
| 2025-05-16 | CALL | 97.5 | 216.0 |
| 2025-05-16 | PUT | 115.0 | 149.0 |
| 2025-05-16 | CALL | 90.0 | 113.0 |
| 2025-05-16 | CALL | 125.0 | 109.0 |
| 2025-05-16 | PUT | 87.5 | 60.0 |
| 2025-05-16 | PUT | 75.0 | 57.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-05-16 | CALL | 110.0 | 3,307.0 |
| 2025-08-15 | PUT | 92.5 | 2,357.0 |
| 2025-05-16 | CALL | 115.0 | 2,294.0 |
| 2025-05-16 | PUT | 105.0 | 1,906.0 |
| 2025-05-16 | CALL | 105.0 | 1,487.0 |
| 2025-08-15 | CALL | 105.0 | 1,341.0 |
| 2025-05-16 | PUT | 100.0 | 1,119.0 |
| 2025-05-16 | CALL | 95.0 | 987.0 |
| 2025-11-21 | CALL | 97.5 | 877.0 |
| 2025-06-20 | PUT | 110.0 | 738.0 |
| 2025-08-15 | CALL | 110.0 | 696.0 |
| 2025-05-16 | PUT | 110.0 | 675.0 |
| 2025-05-16 | PUT | 90.0 | 672.0 |
| 2025-06-20 | CALL | 115.0 | 598.0 |
| 2025-08-15 | CALL | 115.0 | 583.0 |
| 2025-05-16 | CALL | 100.0 | 563.0 |
| 2025-08-15 | CALL | 135.0 | 544.0 |
| 2025-08-15 | PUT | 90.0 | 500.0 |
| 2026-01-16 | CALL | 120.0 | 491.0 |
| 2026-01-16 | PUT | 110.0 | 460.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-05-16 | 97.50 | PUT | 243 | 0.08 | $710.00 | 3550.0% | 0.0% | $0.13 |
| 2025-05-16 | 100.00 | PUT | 1,119 | 0.75 | $705.00 | 2820.0% | 0.0% | $1.61 |
| 2025-05-16 | 105.00 | PUT | 1,906 | 3.27 | $685.00 | 1522.0% | 10.0% | $67.77 |
| 2025-05-16 | 110.00 | PUT | 675 | 1.97 | $450.00 | 161.0% | 88.0% | $396.34 |
| 2025-05-16 | 115.00 | CALL | 2,294 | 4.48 | $170.00 | 850.0% | 18.0% | $30.09 |
| 2025-05-16 | 120.00 | CALL | 307 | 0.37 | $165.00 | 660.0% | 1.0% | $0.98 |
| 2025-06-20 | 80.00 | PUT | 0 | 0.00 | $630.00 | 1575.0% | 0.0% | $0.25 |
| 2025-06-20 | 85.00 | PUT | 0 | 0.00 | $620.00 | 1240.0% | 0.0% | $1.97 |
| 2025-06-20 | 90.00 | PUT | 0 | 0.00 | $620.00 | 1240.0% | 1.0% | $8.86 |
| 2025-06-20 | 95.00 | PUT | 11 | 0.00 | $640.00 | 2133.0% | 6.0% | $41.16 |
| 2025-06-20 | 100.00 | PUT | 403 | 0.33 | $605.00 | 931.0% | 21.0% | $127.84 |
| 2025-06-20 | 105.00 | PUT | 102 | 0.15 | $525.00 | 362.0% | 52.0% | $270.74 |
| 2025-06-20 | 110.00 | PUT | 738 | 1.40 | $360.00 | 116.0% | 88.0% | $317.07 |
| 2025-06-20 | 115.00 | CALL | 598 | 1.40 | $200.00 | 154.0% | 58.0% | $116.46 |
| 2025-06-20 | 120.00 | CALL | 26 | 0.03 | $255.00 | 340.0% | 25.0% | $63.79 |
| 2025-06-20 | 125.00 | CALL | 31 | 0.02 | $320.00 | 3200.0% | 8.0% | $25.64 |
| 2025-06-20 | 130.00 | CALL | 0 | 0.00 | $255.00 | 340.0% | 2.0% | $6.23 |
| 2025-06-20 | 135.00 | CALL | 1 | 0.00 | $255.00 | 340.0% | 0.0% | $1.11 |
| 2025-06-20 | 140.00 | CALL | 0 | 0.00 | $255.00 | 340.0% | 0.0% | $0.14 |
| 2025-08-15 | 80.00 | PUT | 49 | 0.00 | $580.00 | 363.0% | 0.0% | $0.07 |
| 2025-08-15 | 82.50 | PUT | 15 | 0.00 | $630.00 | 573.0% | 0.0% | $0.25 |
| 2025-08-15 | 85.00 | PUT | 50 | 0.01 | $485.00 | 190.0% | 0.0% | $0.56 |
| 2025-08-15 | 87.50 | PUT | 58 | 0.01 | $680.00 | 1133.0% | 0.0% | $2.16 |
| 2025-08-15 | 90.00 | PUT | 500 | 0.13 | $560.00 | 311.0% | 1.0% | $4.51 |
| 2025-08-15 | 92.50 | PUT | 2,357 | 0.88 | $530.00 | 252.0% | 2.0% | $12.96 |
| 2025-08-15 | 95.00 | PUT | 119 | 0.06 | $430.00 | 139.0% | 5.0% | $22.01 |
| 2025-08-15 | 97.50 | PUT | 115 | 0.07 | $600.00 | 429.0% | 10.0% | $59.36 |
| 2025-08-15 | 100.00 | PUT | 238 | 0.18 | $555.00 | 300.0% | 18.0% | $98.25 |
| 2025-08-15 | 105.00 | PUT | 262 | 0.27 | $430.00 | 139.0% | 45.0% | $194.90 |
| 2025-08-15 | 110.00 | PUT | 236 | 0.32 | $260.00 | 54.0% | 88.0% | $229.00 |
| 2025-08-15 | 115.00 | CALL | 583 | 1.02 | $245.00 | 86.0% | 52.0% | $126.34 |
| 2025-08-15 | 120.00 | CALL | 431 | 0.60 | $395.00 | 293.0% | 21.0% | $83.46 |
| 2025-08-15 | 125.00 | CALL | 32 | 0.03 | $475.00 | 864.0% | 6.0% | $30.55 |
| 2025-08-15 | 130.00 | CALL | 51 | 0.02 | $485.00 | 1078.0% | 1.0% | $6.93 |
| 2025-08-15 | 135.00 | CALL | 544 | 0.18 | $455.00 | 607.0% | 0.0% | $0.74 |
Call/Put Open Interest and Volatility Skew
Vega