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AIYYYieldMax AI Option Income Strategy ETF

Options Analysis Report
Market Cap: --|ARCX
● 2026-08-31$7.72
BEARISH
Analysis: 2026-08-28 EOD data
1Y -71.0%YTD -55.8%7D +1.7%
10
30D
±8.6%
19%

AIYY Options Overview

bearish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

4.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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AIYY Gamma Walls

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Value

Is IV priced right?

6.0
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 50.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 1.00x — flat

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 188.9% (ATM 0.0% + spread 94.4% + bias) — expensive

<3.0%

Total drag 106.78% (spread 94.44% + slippage 12.34%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 94.44%) — spread drag

Sentiment

Bullish or bearish?

3.1
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -73%, Raw: -78%)
|net sentiment| ≥25%

Conviction-weighted: -73% (strong bearish) — Raw: -78%

≥15%

|OI skew| 67.5% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew +20.0%, OI skew -67.5% — divergent (opposite)

≥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: +0%, OTM: -100% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 23% — very bullish vs sector

Activity

Unusual activity?

3.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 2.3% — normal turnover

≥2 days

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

≥5%

OI change +14.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 50% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction -73 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

2.8
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 94.4% — wide

≥10,000

OI 437 — thin

≥500

Volume 10/day — thin

≤$0.50

$4.72 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 357.70000000000005 contracts (bid:166.4 ask:191.3) — adequate

<1.0%

Avg slippage 12.34% — poor

Timing

Is now a good time?

6.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope +0.0% — flat/unclear

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink 0.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥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 -73% @ 88% consistency — STRONG directional (bearish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.5
bullishIV fair, bearish flow
Long Puts6.7
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put3.8
bullishIV fair, bearish flow
Covered Call5.1
bearishIV fair, bearish 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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