Options/ABNB

ABNBAirbnb, Inc. Class A Common Stock

Options Analysis Report•SERVICES-TO DWELLINGS & OTHER BUILDINGS

Market Cap $98.8B|NASDAQ

● 2026-09-11$167.65

NEUTRAL

Analysis: 2026-09-10 EOD data

1Y +36.2%YTD +26.0%7D -7.9%

Options Vol

10,157

30D

Implied Move

±9.2%

IV Rank

ABNB Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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ABNB Gamma Walls

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Value

Is IV priced right?

6.8

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 62.6% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.13x — IV premium over HV

Sector Relative≤50%

Sector percentile 55% — above sector median

Term Structure

<1.1x

Front/Back 0.89x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 36.6% — normal range

Spread-Adjusted Value

<80%

Effective IV 47.3% (ATM 36.6% + spread 5.3% + bias) — excellent value

Execution Efficiency

<3.0%

Total drag 10.34% (spread 5.35% + slippage 4.99%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 136.39 (vega 72.971 / spread 5.35%) — efficient

Sentiment

Bullish or bearish?

6.5

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksBullish - Weak signal (Conviction: +14%, Raw: +6%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +14% (bullish) — Raw: +6%

OI Skew Magnitude

≥15%

|OI skew| 0.4% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +37.7%, OI skew -0.4% — divergent (opposite)

Conviction Quality

≥2/3 conditions

0-DTE 10%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +17%, ATM: -8%, OTM: +8% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 16% — very bullish vs sector

Activity

Unusual activity?

2.7

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed

Volume Surge

≥1.5x

Volume 0.7x avg — normal

Turnover Rate

≥15%

Vol/OI 4.2% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change -0.9% (5d) — stable

Sector Relative≥60%

Sector activity percentile 46% — neutral vs sector

Trade Quality

≥30%

Large trade volume 19% — mixed

Execution Urgency

≥60%

Aggressive execution 22% — patient

Flow Conviction

≥30

Conviction +14 (bullish) — mixed

Liquidity

Can I trade efficiently?

5.6

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed

Tradeable Spread

≤5.0%

Spread 5.3% — wide

Adequate OI

≥10,000

OI 240,846 — deep

Active Volume

≥500

Volume 10,157/day — active

Reasonable Cost

≤$0.50

$0.27 to cross — cheap

Strike Coverage

≥5 strikes

2 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 56% — neutral vs sector

Order Book Depth

≥100 contracts

Depth 157.4 contracts (bid:73.4 ask:84.0) — adequate

Execution Quality

<1.0%

Avg slippage 4.99% — poor

Timing

Is now a good time?

6.4

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -10.7% — contango

IV Percentile Clarity

<30 or >70

IV percentile 63% — neutral

Event Detection

≥10pts kink

IV kink -1.9pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 1871.04 — favors income trades

Expiration Distribution

≥3 expirations

5 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +14% @ 57% consistency — unclear

Smart Money Timing

≥40 composite score

Score 49 (ITM 20% + inst 19%) — moderate institutional

Directional Strategy Fit

Option Buyers

Long Calls6.5

bullishIV cheap, bullish flow

Long Puts5.4

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put5.3

bullishIV too cheap, bullish flow

Covered Call4.3

bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on ABNB

ABNB gamma walls ABNB option chain ABNB max pain ABNB expected move ABNB IV rank ABNB put/call ratio ABNB options flow