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AIBUDirexion Daily AI and Big Data Bull 2X ETF

Options Analysis Report
AUM $25M|ARCX
● 2026-08-31$65.19
VERY BULLISH
Analysis: 2026-08-28 EOD data
1Y +41.8%YTD +31.4%7D +5.6%
1
30D
±12.2%
6%

AIBU Options Overview

IV is elevated with bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

6.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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AIBU Gamma Walls

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Value

Is IV priced right?

6.6
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 76.1% — elevated vs history

<1.05x

IV/HV 0.97x — IV ≤ HV

Sector Relative≤50%

Sector percentile 86% — above sector median

<1.1x

Front/Back 0.79x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 50.1% — normal range

<80%

Effective IV 53.1% (ATM 50.1% + spread 1.5% + bias) — good value

<3.0%

Total drag 1.50% (spread 1.50% + slippage 0.00%) — minimal drag

≥5.0

Vega efficiency 62.99 (vega 9.448 / spread 1.50%) — efficient

Sentiment

Bullish or bearish?

10.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksCall-heavy - Moderate signal (P/C: 0.00)
<0.65 or >1.55

P/C 0.00 — call-heavy (buy/sell unknown)

≥15%

|OI skew| 45.8% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +45.8% — 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: +0%, ATM: +0%, OTM: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

2.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.3x avg — normal

≥15%

Vol/OI 2.1% — normal turnover

≥2 days

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

≥5%

OI change +17.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 48% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

4.3
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 1.5% — tight

≥10,000

OI 48 — thin

≥500

Volume 1/day — thin

≤$0.50

$0.07 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 90% — much wider than sector

≥100 contracts

Depth 0 contracts (bid:0 ask:0) — thin

<1.0%

Avg slippage 0.00% — excellent

Timing

Is now a good time?

6.4
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -21.5% — contango

<30 or >70

IV percentile 76% — seller opportunity

≥10pts kink

IV kink -8.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 197.66 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 50% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls8.1
bullishIV cheap, bullish flow
Long Puts3.9
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put6.3
bullishIV too cheap, bullish flow
Covered Call2.8
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 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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