Options/AI

AIC3.ai, Inc.

Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE

Market Cap $1.6B|NYSE

● 2026-08-28$10.53

BULLISH

Analysis: 2026-08-27 EOD data

1Y -37.7%YTD -23.4%7D +2.2%

Options Vol

16,691

30D

Implied Move

±25.3%

IV Rank

37%

AI Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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AI Gamma Walls

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Value

Is IV priced right?

1.9

ExpensiveCheap

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

levels.

Risk Checks1/9 checks passed

IV Rank

≤35%

IV Rank 92.3% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.73x — IV premium over HV

Sector Relative≤50%

Sector percentile 88% — above sector median

Term Structure

<1.1x

Front/Back 1.50x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 85.7% — crisis-level IV

Spread-Adjusted Value

<80%

Effective IV 110.5% (ATM 85.7% + spread 12.4% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 19.08% (spread 12.39% + slippage 6.69%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.93 (vega 1.151 / spread 12.39%) — spread drag

Sentiment

Bullish or bearish?

5.8

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -20%, Raw: -8%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -20% (bearish) — Raw: -8%

OI Skew Magnitude

≥15%

|OI skew| 42.7% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +38.5%, OI skew +42.7% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 34%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -66%, ATM: -33%, OTM: +25% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 48% — neutral vs sector

Activity

Unusual activity?

4.0

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 0.4x avg — normal

Turnover Rate

≥15%

Vol/OI 5.9% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change -0.5% (5d) — stable

Sector Relative≥60%

Sector activity percentile 66% — active vs sector

Trade Quality

≥30%

Large trade volume 30% — mixed

Execution Urgency

≥60%

Aggressive execution 52% — patient

Flow Conviction

≥30

Conviction -20 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.9

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 12.4% — wide

Adequate OI

≥10,000

OI 280,880 — deep

Active Volume

≥500

Volume 16,691/day — active

Reasonable Cost

≤$0.50

$0.62 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 93% — much wider than sector

Order Book Depth

≥100 contracts

Depth 277.1 contracts (bid:155.3 ask:121.8) — adequate

Execution Quality

<1.0%

Avg slippage 6.69% — poor

Timing

Is now a good time?

7.5

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +49.7% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 92% — seller opportunity

Event Detection

≥10pts kink

IV kink 33.2pts — event priced

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 78.31 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: Earnings in 5d (elevated risk)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -20% @ 60% consistency — unclear

Smart Money Timing

≥40 composite score

Score 60 (ITM 20% + inst 30%) — moderate institutional

Directional Strategy Fit

Option Buyers

Long Calls4.4

bullishIV expensive, mixed flow

Long Puts3.8

bearishIV expensive, mixed flow

Premium Sellers

Cash-Secured Put6.9

bullishIV rich premium, mixed flow

Covered Call5.8

bearishIV rich premium, mixed flow

For educational purposes only. Not investment advice.

Earnings · week of Aug 31

Options price a ±13.9% move into AI's Sep 2 earnings

AI reports on Wednesday, September 2 after the close. The at-the-money straddle covering that report prices a ±13.9% move — roughly $9.07 to $11.99 from $10.53. AI has averaged ±10.3% on its last 7 earnings reactions (biggest: 21%), so this print is priced at 1.3× its own history.

1.3× RICHimplied ±13.9%history ±10.3%Sep 4 expiry

See the implied move for every US stock reporting the week of Aug 31

Implied move = the live at-the-money straddle for the expiry covering the report (Sep 4); it shifts intraday. Historical move = the average of AI’s own 1-day earnings reactions over its last reported quarters — a reference, not a forecast.