Total Open Interest
Report Date: 2024-12-22
Total Volume
Report Date: 2024-12-22
Earnings
Next Earnings:
2025-03-06
Dividends
Next Dividend:
-
Key Fundamentals
Volume
1,662
Vol 5D
880
Vol 20D
745
Vol 60D
691
52 High
$59.71
52 Low
$28.79
$ Target
$58.00
Mkt Cap
5.7B
Beta
1.19
Profit %
14.04%
Divd %
-
P/E
24.18
Fwd P/E
-
PEG
-18.62
RoA
7.34%
RoE
17.65%
RoOM
22.16%
Rev/S
15.44%
P/S
3.40
P/B
4.13
Bk Value
$12.69
EPS
$0.77
EPS Est.
$1.54
EPS Next
$1.23
EV/R
3.92
EV/EB
13.91
F/SO
98.77%
IVol Rank
7
1D
1.16%
5D
-1.80%
10D
-5.00%
1M
-3.09%
3M
5.36%
6M
43.16%
1Y
-
Open Interest by Expiration
Report Date: 2024-12-22
30D RVOL & IVOL
Report Date: 2024-12-22
Balance Sheet
Report Date:
2024-09-30
Income
Report Date:
2024-09-30
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 | 55.0 | 58.0 |
| 2025-01-17 | CALL | 65.0 | 50.0 |
| 2025-01-17 | CALL | 60.0 | 17.0 |
| 2025-01-17 | PUT | 55.0 | 14.0 |
| 2025-01-17 | PUT | 50.0 | 2.0 |
| 2025-01-17 | PUT | 40.0 | 0.0 |
| 2025-01-17 | CALL | 30.0 | 0.0 |
| 2025-01-17 | CALL | 35.0 | 0.0 |
| 2025-01-17 | CALL | 40.0 | 0.0 |
| 2025-01-17 | CALL | 45.0 | 0.0 |
| 2025-01-17 | CALL | 50.0 | 0.0 |
| 2025-01-17 | CALL | 70.0 | 0.0 |
| 2025-01-17 | CALL | 75.0 | 0.0 |
| 2025-01-17 | CALL | 80.0 | 0.0 |
| 2025-01-17 | CALL | 85.0 | 0.0 |
| 2025-01-17 | PUT | 30.0 | 0.0 |
| 2025-01-17 | PUT | 35.0 | 0.0 |
| 2025-01-17 | PUT | 45.0 | 0.0 |
| 2025-01-17 | PUT | 60.0 | 0.0 |
| 2025-01-17 | PUT | 65.0 | 0.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-05-16 | CALL | 55.0 | 239.0 |
| 2025-05-16 | CALL | 50.0 | 179.0 |
| 2025-05-16 | CALL | 60.0 | 173.0 |
| 2025-05-16 | PUT | 70.0 | 90.0 |
| 2025-05-16 | PUT | 60.0 | 75.0 |
| 2025-01-17 | CALL | 55.0 | 58.0 |
| 2025-01-17 | CALL | 65.0 | 50.0 |
| 2024-12-20 | PUT | 55.0 | 41.0 |
| 2025-05-16 | CALL | 65.0 | 38.0 |
| 2024-12-20 | CALL | 55.0 | 36.0 |
| 2025-02-21 | CALL | 60.0 | 26.0 |
| 2025-05-16 | CALL | 45.0 | 18.0 |
| 2025-02-21 | CALL | 45.0 | 18.0 |
| 2025-01-17 | CALL | 60.0 | 17.0 |
| 2024-12-20 | CALL | 60.0 | 17.0 |
| 2025-02-21 | CALL | 55.0 | 16.0 |
| 2025-01-17 | PUT | 55.0 | 14.0 |
| 2025-02-21 | CALL | 40.0 | 14.0 |
| 2025-02-21 | PUT | 35.0 | 13.0 |
| 2025-02-21 | CALL | 50.0 | 12.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2024-12-20 | 50.00 | PUT | 2 | 0.06 | $15.00 | 10.0% | 4.0% | $0.61 |
| 2024-12-20 | 55.00 | CALL | 36 | 3.86 | $490.00 | 327.0% | 18.0% | $86.74 |
| 2025-01-17 | 45.00 | PUT | 0 | 0.00 | $265.00 | 196.0% | 0.0% | $1.16 |
| 2025-01-17 | 50.00 | PUT | 2 | 0.05 | $300.00 | 300.0% | 25.0% | $75.04 |
| 2025-01-17 | 55.00 | CALL | 58 | 3.06 | $595.00 | 233.0% | 45.0% | $269.68 |
| 2025-01-17 | 60.00 | CALL | 17 | 0.46 | $590.00 | 227.0% | 1.0% | $6.35 |
| 2025-02-21 | 40.00 | PUT | 2 | 0.02 | $180.00 | 55.0% | 0.0% | $0.02 |
| 2025-02-21 | 45.00 | PUT | 2 | 0.02 | $200.00 | 65.0% | 2.0% | $3.75 |
| 2025-02-21 | 50.00 | PUT | 2 | 0.04 | $90.00 | 21.0% | 34.0% | $30.79 |
| 2025-02-21 | 55.00 | CALL | 16 | 0.48 | $340.00 | 79.0% | 52.0% | $175.33 |
| 2025-02-21 | 60.00 | CALL | 26 | 0.85 | $605.00 | 367.0% | 4.0% | $24.42 |
| 2025-02-21 | 65.00 | CALL | 1 | 0.02 | $620.00 | 413.0% | 0.0% | $0.24 |
Call/Put Open Interest and Volatility Skew
Vega