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ticker curr_price next_earnings dte avg_pre_earnings avg_post_earnings volatility_ratio minimum_volatility maximum_volatility average_volatility current_volatility against_prev_volatility strike_pre_earnings strike_post_earnings avg_volume industry sector
TELL 1.00 2024-10-31 16 0.366 -0.001 0.818 0.042 0.553 0.346 0.042 -0.027 2024-10-25 2024-11-01 49000461.7 Oil & Gas E&P Energy
PTN 0.88 2024-11-12 28 0.281 -0.036 0.909 0.184 0.655 0.311 0.264 0.052 2024-10-18 2024-11-15 231298.6 Biotechnology Healthcare
BLUE 0.49 2024-11-05 21 0.274 -0.076 0.909 0.128 0.708 0.316 0.285 -0.081 2024-10-18 2024-11-15 7615641.4 Biotechnology Healthcare
SKYH 11.02 2024-11-07 23 0.257 0.023 0.636 0.090 0.309 0.188 0.168 -0.023 2024-10-18 2024-11-15 70313.7 Aerospace & Defense Industrials
CDLX 3.26 2024-11-06 22 0.251 -0.468 0.727 0.106 0.935 0.410 0.181 -0.018 2024-10-18 2024-11-15 1170005.3 Advertising Agencies Communication Services
DRRX 1.31 2024-11-11 27 0.236 -0.128 0.818 0.163 0.424 0.275 0.163 -0.097 2024-10-18 2024-11-15 65804.6 Drug Manufacturers—Specialty & Generic Healthcare
SMTC 41.14 2024-12-04 50 0.227 0.144 0.727 0.133 0.279 0.187 0.155 -0.046 2024-11-15 2024-12-20 1778048.1 Semiconductors Technology
COMM 6.25 2024-11-07 23 0.221 -0.018 0.727 0.157 0.579 0.321 0.157 -0.108 2024-10-18 2024-11-15 5445234.4 Communication Equipment Technology
CRVS 5.99 2024-11-05 21 0.221 -0.041 0.455 0.149 0.332 0.226 0.244 -0.002 2024-10-18 2024-11-15 397859.1 Biotechnology Healthcare
DBI 5.92 2024-12-03 49 0.212 0.062 0.909 0.114 0.460 0.196 0.219 0.061 2024-11-15 2025-01-17 2442565.2 Footwear & Accessories Consumer Cyclical
ANF 140.87 2024-11-19 35 0.210 -0.075 0.818 0.104 0.250 0.153 0.161 -0.069 2024-11-15 2024-11-22 1925741.1 Apparel Retail Consumer Cyclical
SNDL 1.95 2024-11-11 27 0.207 -0.045 0.909 0.103 0.390 0.183 0.103 -0.029 2024-11-08 2024-11-15 2135674.6 Beverages—Wineries & Distilleries Consumer Defensive
KC 3.45 2024-11-21 37 0.205 -0.008 0.818 0.138 0.351 0.214 0.351 0.158 2024-11-15 2025-02-21 1569680.6 Software—Application Technology
MARA 15.44 2024-11-06 22 0.202 -0.103 0.727 0.164 0.453 0.288 0.164 -0.085 2024-11-01 2024-11-08 37245654.4 Capital Markets Financial Services
LEGN 48.84 2024-11-18 34 0.189 0.014 0.818 0.084 0.182 0.124 0.150 -0.003 2024-11-15 2024-12-20 950693.5 Biotechnology Healthcare
RGNX 9.24 2024-11-06 22 0.187 -0.074 1.000 0.115 0.344 0.181 0.139 -0.011 2024-10-18 2024-11-15 518219.2 Biotechnology Healthcare
MRVL 72.84 2024-11-28 44 0.184 -0.090 0.727 0.092 0.208 0.142 0.092 -0.113 2024-11-22 2024-12-20 11415067.6 Semiconductors Technology
PRM 12.64 2024-11-07 23 0.180 0.014 0.636 0.076 0.214 0.146 0.095 0.019 2024-10-18 2024-11-15 770683.4 Specialty Chemicals Basic Materials
LMND 16.35 2024-10-30 15 0.180 -0.153 0.909 0.113 0.430 0.211 0.113 -0.019 2024-10-25 2024-11-01 1458199.8 Insurance—Property & Casualty Financial Services
ATHA 0.43 2024-11-07 23 0.172 0.017 1.000 0.120 1.579 0.354 0.168 -1.410 2024-10-18 2024-11-15 759091.5 Biotechnology Healthcare
EVGN 2.63 2024-11-10 26 0.171 0.050 0.727 0.144 0.336 0.233 0.250 0.040 2024-11-15 2024-11-15 27650.9 Biotechnology Healthcare
DMAC 4.50 2024-11-11 27 0.170 0.075 0.818 0.118 0.327 0.190 0.145 0.027 2024-10-18 2025-01-17 53990.2 Biotechnology Healthcare
TUYA 1.71 2024-11-26 42 0.169 -0.097 0.727 0.087 0.246 0.164 0.246 0.040 2024-11-15 2024-12-20 938494.9 Software—Infrastructure Technology
ELDN 2.64 2024-11-07 23 0.166 0.018 0.727 0.121 0.353 0.203 0.121 -0.001 2024-10-18 2024-11-15 76172.8 Biotechnology Healthcare
SAVA 25.00 2024-11-05 21 0.166 -0.019 0.909 0.134 0.712 0.292 0.253 -0.029 2024-11-01 2024-11-08 3137621.3 Biotechnology Healthcare
ALLT 2.83 2024-11-14 30 0.165 0.026 0.818 0.072 0.233 0.140 0.072 -0.066 2024-10-18 2024-11-15 137693.8 Software—Infrastructure Technology
PL 2.14 2024-12-05 51 0.163 0.018 1.000 0.126 0.458 0.196 0.126 -0.331 2024-11-15 2024-12-20 2502883.4 Aerospace & Defense Industrials
AFRM 43.25 2024-11-06 22 0.162 -0.026 0.727 0.142 0.322 0.224 0.142 -0.180 2024-11-01 2024-11-08 9039618.5 Software—Infrastructure Technology
NSPR 2.63 2024-11-04 20 0.162 -0.040 0.909 0.118 0.309 0.182 0.118 -0.004 2024-10-18 2024-11-15 16996.2 Medical Devices Healthcare
OSCR 18.18 2024-11-07 23 0.160 0.074 0.818 0.129 0.287 0.179 0.153 0.024 2024-10-18 2024-11-15 2899996.8 Healthcare Plans Healthcare
GROV 1.28 2024-11-07 23 0.158 -0.094 0.727 0.136 0.327 0.200 0.136 -0.029 2024-10-18 2024-11-15 90033.3 Household & Personal Products Consumer Defensive
FULC 3.41 2024-11-05 21 0.157 0.051 1.000 0.121 1.005 0.279 1.005 0.806 2024-10-18 2024-11-15 1673955.0 Biotechnology Healthcare
INSG 19.20 2024-10-31 16 0.156 0.006 0.727 0.165 0.579 0.336 0.205 -0.028 2024-10-18 2024-11-15 191511.6 Communication Equipment Technology
PSNL 5.05 2024-11-05 21 0.155 0.067 0.909 0.147 0.704 0.328 0.245 -0.081 2024-10-18 2024-11-15 1490188.9 Diagnostics & Research Healthcare
CVAC 2.91 2024-11-12 28 0.154 0.001 0.818 0.070 0.398 0.190 0.156 -0.004 2024-10-18 2024-11-15 594780.4 Biotechnology Healthcare
VITL 39.71 2024-10-31 16 0.152 -0.006 1.000 0.089 0.247 0.128 0.095 -0.027 2024-10-18 2024-11-15 988852.9 Farm Products Consumer Defensive
OCGN 0.95 2024-11-07 23 0.152 -0.073 0.818 0.124 0.488 0.257 0.163 -0.049 2024-10-18 2024-11-15 4260604.0 Biotechnology Healthcare
QNST 18.62 2024-10-30 15 0.151 -0.051 0.545 0.069 0.191 0.130 0.105 -0.061 2024-10-18 2024-11-15 432829.9 Advertising Agencies Communication Services
FCEL 0.34 2024-12-17 63 0.150 0.042 0.818 0.199 0.373 0.259 0.218 -0.138 2024-11-22 2025-01-17 36783477.3 Electrical Equipment & Parts Industrials
OMI 13.52 2024-11-01 17 0.146 0.000 0.909 0.105 0.332 0.160 0.187 0.046 2024-10-18 2024-11-15 999268.1 Medical Distribution Healthcare
ARLO 10.91 2024-11-07 23 0.146 -0.135 0.727 0.092 0.228 0.148 0.111 0.019 2024-10-18 2024-11-15 849216.2 Building Products & Equipment Industrials
BAND 17.15 2024-10-31 16 0.145 0.054 0.909 0.095 0.492 0.208 0.095 -0.065 2024-10-18 2024-11-15 270486.0 Software—Infrastructure Technology
GTN 5.37 2024-11-06 22 0.142 0.028 0.909 0.136 0.306 0.180 0.145 -0.001 2024-10-18 2024-11-15 1461823.7 Broadcasting Communication Services
BZ 16.77 2024-11-12 28 0.142 -0.029 0.909 0.086 0.302 0.154 0.276 -0.025 2024-10-18 2024-11-15 5235634.3 Staffing & Employment Services Industrials
CBAT 1.11 2024-11-07 23 0.140 -0.024 0.818 0.100 0.365 0.201 0.275 0.088 2024-10-18 2024-11-15 190194.3 Electrical Equipment & Parts Industrials
COGT 10.80 2024-10-31 16 0.137 -0.022 0.909 0.111 0.842 0.271 0.111 -0.074 2024-10-18 2024-11-15 832812.7 Biotechnology Healthcare
AVAV 208.32 2024-12-03 49 0.137 -0.084 0.909 0.049 0.291 0.128 0.188 0.036 2024-11-15 2024-12-20 320993.6 Aerospace & Defense Industrials
SNOW 119.67 2024-11-27 43 0.137 -0.125 0.818 0.072 0.230 0.127 0.100 -0.087 2024-11-22 2024-12-20 6898636.2 Software—Application Technology
SSP 2.49 2024-11-01 17 0.136 -0.050 0.909 0.165 0.453 0.280 0.319 0.119 2024-10-18 2024-11-15 675827.0 Broadcasting Communication Services
LILM 0.78 2024-12-27 73 0.135 0.032 0.818 0.136 0.354 0.206 0.190 0.010 2024-11-15 2025-01-17 3547206.9 Aerospace & Defense Industrials
LMB 78.08 2024-11-06 22 0.133 0.122 0.727 0.092 0.242 0.151 0.103 -0.043 2024-10-18 2024-11-15 164918.8 Engineering & Construction Industrials
PDD 141.47 2024-11-26 42 0.132 -0.011 1.000 0.064 0.369 0.144 0.201 -0.169 2024-11-22 2024-12-20 14756984.2 Internet Retail Consumer Cyclical
BGNE 240.40 2024-11-13 29 0.131 0.021 0.818 0.079 0.172 0.129 0.126 0.047 2024-10-18 2024-11-15 309686.9 Biotechnology Healthcare
AIP 7.20 2024-11-05 21 0.131 -0.106 1.000 0.138 0.398 0.188 0.138 -0.034 2024-10-18 2025-01-17 131468.9 Semiconductors Technology
IZEA 2.56 2024-11-12 28 0.130 0.057 0.727 0.083 0.229 0.149 0.151 -0.073 2024-10-18 2024-11-15 28317.6 Internet Content & Information Communication Services
GDS 20.96 2024-11-20 36 0.130 0.046 0.818 0.144 0.383 0.224 0.259 0.022 2024-11-15 2024-12-20 1722668.8 Information Technology Services Technology
EXK 4.23 2024-11-05 21 0.130 -0.030 0.727 0.154 0.258 0.204 0.198 0.002 2024-10-18 2024-11-15 5401078.6 Other Precious Metals & Mining Basic Materials
UNIT 5.30 2024-10-31 16 0.129 0.016 0.818 0.089 0.366 0.179 0.128 -0.081 2024-10-18 2024-11-15 3022417.5 REIT—Specialty Real Estate
ABUS 3.76 2024-11-05 21 0.129 -0.009 0.818 0.073 0.181 0.121 0.113 -0.010 2024-10-18 2024-11-15 1121353.6 Biotechnology Healthcare
SNDX 18.32 2024-10-31 16 0.129 -0.037 0.545 0.079 0.178 0.134 0.129 0.050 2024-10-18 2024-11-15 1008736.4 Biotechnology Healthcare
ZUMZ 21.94 2024-11-28 44 0.128 0.014 0.727 0.092 0.208 0.133 0.167 -0.008 2024-11-15 2025-02-21 329473.6 Apparel Retail Consumer Cyclical
DHI 185.26 2024-10-29 14 0.127 -0.004 0.636 0.069 0.140 0.095 0.070 0.002 2024-10-25 2024-11-01 2475063.8 Residential Construction Consumer Cyclical
SWIM 6.88 2024-11-05 21 0.125 0.008 0.818 0.097 0.436 0.244 0.097 -0.094 2024-10-18 2024-11-15 734562.4 Building Products & Equipment Industrials
LFMD 4.45 2024-11-06 22 0.124 0.031 0.909 0.141 0.436 0.222 0.215 0.034 2024-10-18 2024-11-15 511681.5 Health Information Services Healthcare
CLBT 18.11 2024-11-11 27 0.123 0.055 0.727 0.076 0.149 0.106 0.091 -0.049 2024-10-18 2024-11-15 1371907.8 Software—Infrastructure Technology
JWN 21.94 2024-11-19 35 0.123 0.015 0.818 0.064 0.215 0.130 0.064 -0.037 2024-11-15 2025-01-17 2391421.5 Department Stores Consumer Cyclical
URBN 36.19 2024-11-19 35 0.121 -0.104 0.818 0.076 0.200 0.118 0.096 -0.045 2024-11-15 2024-12-20 1852667.8 Apparel Retail Consumer Cyclical
OLMA 11.26 2024-11-05 21 0.118 -0.051 0.636 0.143 0.316 0.222 0.152 0.009 2024-10-18 2025-01-17 597272.4 Biotechnology Healthcare
ADMA 20.33 2024-11-06 22 0.117 0.162 1.000 0.076 0.320 0.131 0.096 -0.091 2024-10-18 2024-11-15 4797213.3 Biotechnology Healthcare
BLBD 43.09 2024-12-09 55 0.117 0.056 0.818 0.099 0.261 0.143 0.138 -0.002 2024-11-15 2025-01-17 607069.0 Auto Manufacturers Consumer Cyclical
ESPR 1.93 2024-11-05 21 0.116 -0.133 0.727 0.156 0.396 0.263 0.253 0.098 2024-10-18 2024-11-15 4057200.7 Drug Manufacturers—Specialty & Generic Healthcare
UTI 15.47 2024-11-13 29 0.115 0.035 0.909 0.069 0.174 0.119 0.069 -0.045 2024-10-18 2024-11-15 417462.0 Education & Training Services Consumer Defensive
PFMT 3.57 2024-11-05 21 0.113 0.118 0.727 0.081 0.204 0.135 0.096 -0.020 2024-10-18 2025-01-17 159806.4 Specialty Business Services Industrials
EVER 19.69 2024-11-04 20 0.113 0.053 1.000 0.130 0.366 0.187 0.130 -0.074 2024-10-18 2024-11-15 511344.5 Internet Content & Information Communication Services
CRNT 2.57 2024-11-04 20 0.113 0.042 0.818 0.095 0.189 0.126 0.098 -0.001 2024-10-18 2024-11-15 327522.0 Communication Equipment Technology
AMAT 205.06 2024-11-14 30 0.113 -0.023 0.909 0.061 0.221 0.111 0.109 -0.021 2024-11-08 2024-11-15 6715215.7 Semiconductor Equipment & Materials Technology
FIVE 91.43 2024-11-27 43 0.112 -0.111 1.000 0.057 0.303 0.124 0.131 -0.020 2024-11-15 2025-01-17 2176626.6 Specialty Retail Consumer Cyclical
PAHC 22.18 2024-11-06 22 0.111 0.038 0.909 0.080 0.309 0.145 0.104 -0.048 2024-10-18 2024-12-20 176298.0 Drug Manufacturers—Specialty & Generic Healthcare
AVXL 5.13 2024-11-25 41 0.111 -0.003 1.000 0.146 0.520 0.225 0.146 -0.032 2024-11-15 2025-01-17 902757.0 Biotechnology Healthcare
CCL 20.20 2024-12-19 65 0.111 -0.035 0.727 0.088 0.151 0.127 0.123 0.002 2024-11-22 2024-12-20 28334356.9 Travel Services Consumer Cyclical
LMNR 27.12 2024-12-19 65 0.106 0.045 0.909 0.049 0.199 0.100 0.083 -0.042 2024-10-18 2024-12-20 56870.5 Farm Products Consumer Defensive
CLNN 5.85 2024-11-05 21 0.105 -0.046 0.818 0.143 0.673 0.307 0.327 0.105 2024-12-20 2024-12-20 135067.9 Biotechnology Healthcare
NTAP 127.27 2024-11-21 37 0.104 0.128 0.909 0.041 0.184 0.082 0.056 -0.068 2024-11-15 2024-11-22 1609291.6 Computer Hardware Technology
WWW 16.46 2024-11-07 23 0.104 0.017 0.909 0.100 0.256 0.155 0.139 0.027 2024-10-18 2024-11-15 1307870.1 Footwear & Accessories Consumer Cyclical
ORIC 9.27 2024-11-04 20 0.104 0.009 0.727 0.138 0.276 0.202 0.194 -0.082 2024-10-18 2024-11-15 489757.0 Biotechnology Healthcare
CWK 12.47 2024-10-28 13 0.104 0.005 0.727 0.076 0.176 0.122 0.086 0.010 2024-10-18 2024-11-15 2020408.1 Real Estate Services Real Estate
CNOB 24.95 2024-10-24 9 0.104 -0.017 0.818 0.082 0.152 0.115 0.082 -0.037 2024-10-18 2024-11-15 213256.7 Banks—Regional Financial Services
RIOT 7.82 2024-11-05 21 0.104 -0.044 0.545 0.140 0.338 0.246 0.140 -0.058 2024-11-01 2024-11-08 19242660.7 Capital Markets Financial Services
SD 12.41 2024-11-04 20 0.104 -0.056 0.727 0.053 0.117 0.083 0.080 0.009 2024-10-18 2024-11-15 286845.7 Oil & Gas E&P Energy
WOOF 5.37 2024-11-27 43 0.102 0.330 0.727 0.142 0.455 0.260 0.283 0.030 2024-11-15 2024-12-20 4371942.5 Specialty Retail Consumer Cyclical
MODV 16.16 2024-10-31 16 0.102 0.183 0.909 0.073 0.986 0.277 0.986 0.829 2024-10-18 2024-11-15 322067.3 Medical Care Facilities Healthcare
CAVA 131.86 2024-11-05 21 0.102 0.044 0.727 0.082 0.227 0.156 0.082 -0.145 2024-11-01 2024-11-08 3154392.7 Restaurants Consumer Cyclical
TME 12.36 2024-11-11 27 0.101 0.019 0.909 0.105 0.227 0.140 0.227 0.032 2024-10-18 2024-11-15 10231529.6 Internet Content & Information Communication Services
AVIR 3.40 2024-11-06 22 0.101 -0.034 0.818 0.069 0.187 0.141 0.126 -0.015 2024-10-18 2024-11-15 216592.1 Biotechnology Healthcare
IDYA 29.48 2024-11-05 21 0.100 0.020 0.818 0.099 0.204 0.136 0.167 0.060 2024-10-18 2024-11-15 804156.2 Biotechnology Healthcare
JAMF 16.87 2024-11-06 22 0.100 0.006 0.818 0.087 0.175 0.124 0.110 -0.001 2024-10-18 2024-11-15 418693.4 Software—Application Technology
CTRN 19.08 2024-11-26 42 0.100 -0.046 0.727 0.077 0.183 0.129 0.119 -0.043 2024-11-15 2025-02-21 176436.2 Apparel Retail Consumer Cyclical
CLOV 3.91 2024-11-04 20 0.099 -0.124 0.727 0.116 0.388 0.240 0.319 -0.068 2024-11-01 2024-11-08 8632949.4 Healthcare Plans Healthcare
NTNX 63.17 2024-11-27 43 0.098 0.126 0.909 0.067 0.288 0.123 0.104 -0.098 2024-11-15 2024-12-20 2398165.2 Software—Infrastructure Technology
DOCU 69.25 2024-12-05 51 0.098 0.044 0.818 0.074 0.175 0.105 0.092 -0.011 2024-11-22 2024-12-20 2369224.2 Software—Application Technology