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Options Analysis Report
Market Cap $23.2B|NYSE
● 2026-08-31$147.49
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +18.5%YTD +2.0%7D -0.0%
217
30D
±6.3%
6%

AER Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

5.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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AER Gamma Walls

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Value

Is IV priced right?

7.8
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 33.1% — cheap vs history

<1.05x

IV/HV 1.33x — IV premium over HV

Sector Relative≤50%

Sector percentile 10% — below sector median

<1.1x

Front/Back 0.83x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 24.5% — normal range

<80%

Effective IV 45.3% (ATM 24.5% + spread 10.4% + bias) — excellent value

<3.0%

Total drag 13.32% (spread 10.41% + slippage 2.91%) — high friction

≥5.0

Vega efficiency 33.80 (vega 35.189 / spread 10.41%) — efficient

Sentiment

Bullish or bearish?

5.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -35%, Raw: -25%)
|net sentiment| ≥25%

Conviction-weighted: -35% (strong bearish) — Raw: -25%

≥15%

|OI skew| 43.2% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +39.2%, OI skew +43.2% — aligned

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -100%, ATM: +82%, OTM: -20% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 37% — bullish vs sector

Activity

Unusual activity?

3.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 1.3% — normal turnover

≥2 days

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

≥5%

OI change +3.7% (5d) — building

Sector Relative≥60%

Sector activity percentile 46% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 5% — patient

≥30

Conviction -35 (bearish) — moderate

Liquidity

Can I trade efficiently?

3.8
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 10.4% — wide

≥10,000

OI 16,221 — adequate

≥500

Volume 217/day — thin

≤$0.50

$0.52 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 44% — neutral vs sector

≥100 contracts

Depth 36.4 contracts (bid:19.7 ask:16.7) — thin

<1.0%

Avg slippage 2.91% — poor

Timing

Is now a good time?

7.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -17.3% — contango

<30 or >70

IV percentile 33% — neutral

≥10pts kink

IV kink -2.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 873.18 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -35% @ 68% consistency — moderate (bearish)

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls6.2
bullishIV cheap, mixed flow
Long Puts6.1
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.4
bullishIV too cheap, mixed flow
Covered Call4.2
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, 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.

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