| Earnings date | Earnings time | Price | Exp move (%) | Exp move ($) | Front IV | Back IV | Avg volume (M) | TS slope | IV/RV | Volume decile | TS decile | IV/RV decile | TS pass | All pass | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BYND | 3-25 | AMC | 0.69 | 36.74 | 0.25 | 2.6875 | 1.8125 | 30.996 | -0.03125 | 1.717 | 10 | 1 | 9 | True | True |
| PONY | 3-26 | BMO | 11.19 | 11.6 | 1.3 | 1.5898 | 0.957 | 4.15 | -0.03013 | 1.445 | 9 | 1 | 8 | True | True |
| WS | 3-25 | AMC | 33.93 | 24.32 | 8.25 | 1.2122 | 0.6173 | 0.302 | -0.02124 | 2.152 | 1 | 1 | 10 | True | False |
| KRMN | 3-25 | AMC | 101.84 | 16.43 | 16.74 | 0.8242 | 0.7475 | 2.391 | -0.00274 | 0.99 | 7 | 5 | 2 | False | False |
| WYFI | 3-26 | BMO | 14.14 | 25.74 | 3.64 | 1.2251 | 1.1553 | 0.66 | -0.00249 | 1.343 | 2 | 6 | 7 | False | False |
| CELC | 3-25 | AMC | 102.01 | 17.49 | 17.84 | 0.8547 | 0.8752 | 0.663 | 0.00073 | 1.446 | 2 | 10 | 8 | False | False |
| Front DTE | Front Avg OI (ATM) | Front Avg Bid-Ask ($) | Front Avg Bid-Ask (% underlying) | Back DTE | Back Avg OI (ATM) | Back Avg Bid-Ask ($) | Back Avg Bid-Ask (% underlying) | |
|---|---|---|---|---|---|---|---|---|
| BYND | 2 | 13231 | 0.015 | 2.18 | 30 | 1440 | 0.175 | 25.48 |
| PONY | 2 | 230 | 0.113 | 1.01 | 23 | 475 | 0.185 | 1.65 |
| WS | 23 | 8 | 5.2 | 15.33 | 51 | 4 | 4.275 | 12.6 |
| KRMN | 23 | 247 | 2.075 | 2.04 | 51 | 3 | NA | NA |
| WYFI | 23 | 146 | 0.812 | 5.74 | 51 | 503 | 1.212 | 8.57 |
| CELC | 23 | 513 | 2.425 | 2.38 | 51 | 59 | 3.025 | 2.97 |
48 symbols scanned for open date 03/25: 6 succeeded, 42 failed
Errors:
No options found: AAPG, MDV, HIT, GCTS, AACG, CYN, ICU, CWD, TIVC, LMRI, XYF, LUCD, IPHA, BUDA, CGTX, SWAG, HYPD, NYC, XXII
Could not determine ATM IV for >1 expiry: JBS, JEF, FUL, NAVN, EPAC, MLKN, WYY, CTSO, CMC, DOO, REX, ABOS, LOVE, RMTI
Less than 2 expiries found: PGEN, DERM, MCHX, NDLS, DYAI, DLPN, SCVL, DBI, CLGN