ACHRArcher Aviation Inc.
ACHR Options Overview
IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
ACHR Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 89.1% — elevated vs history
IV/HV 1.24x — IV premium over HV
Sector percentile 92% — above sector median
Front/Back 0.69x — contango
Put/Call IV 1.16x — elevated
ATM IV 74.6% — normal range
Effective IV 110.2% (ATM 74.6% + spread 17.8% + bias) — expensive
Total drag 28.35% (spread 17.81% + slippage 10.54%) — high friction
Vega efficiency 0.06 (vega 0.111 / spread 17.81%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +54% (strong bullish) — Raw: +54%
|OI skew| 65.8% — call-heavy
Vol skew +68.3%, OI skew +65.8% — aligned
0-DTE 10%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -20%, ATM: -13%, OTM: +64% — bearish (ITM/ATM aligned)
Sector P/C percentile 17% — very bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 1.1x avg — normal
Vol/OI 6.2% — normal turnover
1 day(s) elevated — may be one-day event
OI change +0.4% (5d) — stable
Sector activity percentile 86% — very active vs sector
Large trade volume 55% — heavy institutional
Aggressive execution 59% — patient
Conviction +54 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
Evaluates
Spread 17.8% — wide
OI 753,786 — deep
Volume 47,145/day — active
$0.89 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 95% — much wider than sector
Depth 926.8 contracts (bid:390.5 ask:536.3) — deep
Avg slippage 10.54% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -31.1% — contango
IV percentile 89% — seller opportunity
IV kink -15.6pts — no clear event
θ/ν ratio 2.60 — favors income trades
3 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +54% @ 77% consistency — STRONG directional (bullish)
Score 85 (ITM 20% + inst 55%) — HIGH institutional
Directional Strategy Fit
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.