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