Total Open Interest
Report Date: 2025-05-06
Total Volume
Report Date: 2025-05-06
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
348
Vol 5D
1,724
Vol 20D
1,873
Vol 60D
1,898
52 High
$130.55
52 Low
$90.38
$ Target
$125.00
Mkt Cap
35.7B
Beta
1.09
Profit %
3.80%
Divd %
5.12%
P/E
15.83
Fwd P/E
-
PEG
-0.01
RoA
0.31%
RoE
7.90%
RoOM
21.63%
Rev/S
170.64%
P/S
0.60
P/B
1.22
Bk Value
$90.95
EPS
$2.01
EPS Est.
$3.58
EPS Next
$3.63
EV/R
0.68
EV/EB
3.52
F/SO
99.78%
IVol Rank
21
1D
0.71%
5D
-0.61%
10D
3.18%
1M
7.12%
3M
-11.26%
6M
-13.67%
1Y
-
Open Interest by Expiration
Report Date: 2025-05-06
30D RVOL & IVOL
Report Date: 2025-05-06
Balance Sheet
Report Date:
2025-03-31
Income
Report Date:
2025-03-31
Options Market
Report Date: 2025-05-06
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 | 1,894.0 |
| 2025-05-16 | CALL | 115.0 | 1,626.0 |
| 2025-05-16 | CALL | 105.0 | 708.0 |
| 2025-05-16 | CALL | 120.0 | 670.0 |
| 2025-05-16 | PUT | 90.0 | 632.0 |
| 2025-05-16 | PUT | 87.5 | 611.0 |
| 2025-05-16 | PUT | 100.0 | 444.0 |
| 2025-05-16 | PUT | 95.0 | 347.0 |
| 2025-05-16 | CALL | 100.0 | 317.0 |
| 2025-05-16 | PUT | 85.0 | 301.0 |
| 2025-05-16 | PUT | 80.0 | 255.0 |
| 2025-05-16 | PUT | 105.0 | 227.0 |
| 2025-05-16 | CALL | 125.0 | 218.0 |
| 2025-05-16 | PUT | 92.5 | 161.0 |
| 2025-05-16 | PUT | 97.5 | 125.0 |
| 2025-05-16 | CALL | 95.0 | 54.0 |
| 2025-05-16 | PUT | 110.0 | 54.0 |
| 2025-05-16 | CALL | 97.5 | 47.0 |
| 2025-05-16 | PUT | 70.0 | 45.0 |
| 2025-05-16 | PUT | 115.0 | 39.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-06-20 | PUT | 100.0 | 8,698.0 |
| 2026-01-16 | PUT | 110.0 | 3,550.0 |
| 2025-06-20 | CALL | 115.0 | 3,366.0 |
| 2026-01-16 | PUT | 100.0 | 3,117.0 |
| 2025-06-20 | CALL | 120.0 | 2,901.0 |
| 2025-12-19 | PUT | 80.0 | 2,859.0 |
| 2025-06-20 | PUT | 110.0 | 2,825.0 |
| 2025-06-20 | CALL | 110.0 | 2,197.0 |
| 2025-06-20 | CALL | 125.0 | 2,099.0 |
| 2025-05-16 | CALL | 110.0 | 1,894.0 |
| 2025-12-19 | PUT | 95.0 | 1,882.0 |
| 2025-06-20 | PUT | 90.0 | 1,872.0 |
| 2025-06-20 | CALL | 140.0 | 1,830.0 |
| 2026-01-16 | PUT | 105.0 | 1,800.0 |
| 2025-06-20 | CALL | 135.0 | 1,793.0 |
| 2025-06-20 | CALL | 130.0 | 1,783.0 |
| 2026-01-16 | PUT | 90.0 | 1,644.0 |
| 2025-05-16 | CALL | 115.0 | 1,626.0 |
| 2026-01-16 | CALL | 140.0 | 1,391.0 |
| 2025-06-20 | PUT | 105.0 | 1,388.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-05-16 | 80.00 | PUT | 255 | 0.01 | $335.00 | 6700.0% | 0.0% | $0.03 |
| 2025-05-16 | 85.00 | PUT | 301 | 0.05 | $325.00 | 2167.0% | 0.0% | $0.53 |
| 2025-05-16 | 87.50 | PUT | 611 | 0.25 | $310.00 | 1033.0% | 1.0% | $1.85 |
| 2025-05-16 | 90.00 | PUT | 632 | 0.50 | $310.00 | 1033.0% | 2.0% | $5.82 |
| 2025-05-16 | 92.50 | PUT | 161 | 0.17 | $315.00 | 1260.0% | 6.0% | $20.26 |
| 2025-05-16 | 95.00 | PUT | 347 | 0.67 | $300.00 | 750.0% | 15.0% | $44.12 |
| 2025-05-16 | 97.50 | PUT | 125 | 0.38 | $270.00 | 386.0% | 29.0% | $79.30 |
| 2025-05-16 | 100.00 | PUT | 444 | 2.00 | $225.00 | 196.0% | 52.0% | $116.03 |
| 2025-05-16 | 105.00 | CALL | 708 | 3.94 | $285.00 | 248.0% | 73.0% | $207.01 |
| 2025-05-16 | 110.00 | CALL | 1,894 | 4.18 | $380.00 | 1900.0% | 25.0% | $95.05 |
| 2025-05-16 | 115.00 | CALL | 1,626 | 1.68 | $385.00 | 2567.0% | 4.0% | $15.54 |
| 2025-05-16 | 120.00 | CALL | 670 | 0.48 | $380.00 | 1900.0% | 0.0% | $1.66 |
| 2025-05-16 | 125.00 | CALL | 218 | 0.06 | $385.00 | 2567.0% | 0.0% | $0.10 |
| 2025-06-20 | 70.00 | PUT | 309 | 0.01 | $565.00 | 1614.0% | 0.0% | $0.05 |
| 2025-06-20 | 75.00 | PUT | 432 | 0.04 | $555.00 | 1233.0% | 0.0% | $0.45 |
| 2025-06-20 | 80.00 | PUT | 523 | 0.14 | $540.00 | 900.0% | 1.0% | $3.22 |
| 2025-06-20 | 85.00 | PUT | 761 | 0.47 | $530.00 | 757.0% | 2.0% | $12.96 |
| 2025-06-20 | 87.50 | PUT | 149 | 0.13 | $330.00 | 122.0% | 5.0% | $16.89 |
| 2025-06-20 | 90.00 | PUT | 1,872 | 2.12 | $495.00 | 471.0% | 10.0% | $48.98 |
| 2025-06-20 | 92.50 | PUT | 112 | 0.16 | $435.00 | 264.0% | 18.0% | $77.00 |
| 2025-06-20 | 95.00 | PUT | 1,305 | 2.27 | $425.00 | 243.0% | 29.0% | $124.83 |
| 2025-06-20 | 97.50 | PUT | 958 | 1.98 | $360.00 | 150.0% | 45.0% | $163.17 |
| 2025-06-20 | 100.00 | PUT | 8,698 | 20.34 | $280.00 | 88.0% | 65.0% | $182.76 |
| 2025-06-20 | 105.00 | CALL | 574 | 2.03 | $280.00 | 100.0% | 80.0% | $224.73 |
| 2025-06-20 | 110.00 | CALL | 2,197 | 5.94 | $445.00 | 387.0% | 40.0% | $175.92 |
| 2025-06-20 | 115.00 | CALL | 3,366 | 5.02 | $515.00 | 1144.0% | 15.0% | $75.74 |
| 2025-06-20 | 120.00 | CALL | 2,901 | 2.46 | $525.00 | 1500.0% | 5.0% | $26.87 |
| 2025-06-20 | 125.00 | CALL | 2,099 | 1.19 | $535.00 | 2140.0% | 1.0% | $5.76 |
| 2025-06-20 | 130.00 | CALL | 1,783 | 0.77 | $525.00 | 1500.0% | 0.0% | $0.86 |
| 2025-06-20 | 135.00 | CALL | 1,793 | 0.50 | $535.00 | 2140.0% | 0.0% | $0.10 |
Call/Put Open Interest and Volatility Skew
Vega