Earnings date	Earnings time	Price	Exp move (%)	Exp move ($)	Front IV	Back IV	Avg volume (M)	TS slope	IV/RV	Volume decile	TS decile	IV/RV decile	TS pass	All pass
CMP	12-08	AMC	20.28	15.1	3.06	0.9194	0.6025	0.348	-0.01132	1.731	1	2	9	True	False
CAL	12-09	BMO	13.33	17.5	2.33	1.0186	0.7935	1.297	-0.00804	1.471	5	2	8	True	False
ARQQ	12-09	BMO	30.43	21.5	6.54	1.3115	1.124	0.52	-0.0067	1.004	1	3	2	False	False
FERG	12-09	BMO	248.38	8.49	21.09	0.5489	0.3793	1.559	-0.00606	1.891	6	3	10	False	False
CPB	12-09	BMO	29.6	5.78	1.71	0.5156	0.3882	5.645	-0.00455	1.629	9	4	9	False	False
PHR	12-08	AMC	20.29	11.97	2.43	0.7188	0.616	0.696	-0.00367	1.518	2	4	8	False	False
OLLI	12-09	BMO	121.33	8.94	10.85	0.5458	0.4594	0.922	-0.00309	0.774	3	5	1	False	False
CNM	12-09	BMO	50.23	9.69	4.87	0.6045	0.5252	2.273	-0.00283	1.668	7	5	9	False	False
TOL	12-08	AMC	138.94	7.32	10.17	0.4597	0.3977	1.011	-0.00221	1.316	4	6	6	False	False
AZO	12-09	BMO	3822.66	5.45	208.49	0.3548	0.2936	0.123	-0.00218	1.235	1	6	5	False	False

	Front DTE	Front Avg OI (ATM)	Front Avg Bid-Ask ($)	Front Avg Bid-Ask (% underlying)	Back DTE	Back Avg OI (ATM)	Back Avg Bid-Ask ($)	Back Avg Bid-Ask (% underlying)
CMP	14	423	1.175	5.79	42	64	0.975	4.81
CAL	14	888	0.213	1.6	42	465	0.25	1.88
ARQQ	14	390	0.3	0.99	42	62	0.45	1.48
FERG	14	281	2.3	0.93	42	19	2.35	0.95
CPB	7	171	0.125	0.42	35	14	0.3	1.01
PHR	14	398	0.962	4.74	42	83	1.713	8.44
OLLI	14	51	0.975	0.8	42	75	1.7	1.4
CNM	14	272	0.775	1.54	42	398	0.95	1.89
TOL	14	523	0.375	0.27	42	593	1.0	0.72
AZO	14	75	9.925	0.26	42	1	9.5	0.25

24 symbols scanned for open date 12/08: 10 succeeded, 14 failed

Errors:

Could not determine ATM IV for >1 expiry: MAMA, OOMA, SAIL, GIII, CGNT, LE, DBI

No options found: ODC, ELWT, VNCE

Less than 2 expiries found: SGU, KFY, THCH

-322: ASO