AMDLGraniteShares 2x Long AMD Daily ETF
AMDL Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
AMDL Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 95.4% — elevated vs history
IV/HV 1.02x — IV ≤ HV
Sector percentile 95% — above sector median
Front/Back 0.93x — contango
Put/Call IV 1.16x — elevated
ATM IV 103.4% — crisis-level IV
Effective IV 132.4% (ATM 103.4% + spread 14.5% + bias) — expensive
Total drag 16.79% (spread 14.52% + slippage 2.27%) — high friction
Vega efficiency 4.16 (vega 6.040 / spread 14.52%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: -2% (neutral) — Raw: -2%
|OI skew| 23.6% — call-heavy
Vol skew +1.5%, OI skew +23.6% — weak (same direction)
0-DTE 40%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +3%, ATM: -22%, OTM: +3% — neutral (ITM/ATM divergent)
Sector P/C percentile 42% — bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.9x avg — normal
Vol/OI 9.7% — normal turnover
1 day(s) elevated — may be one-day event
OI change +0.2% (5d) — stable
Sector activity percentile 88% — very active vs sector
Large trade volume 23% — mixed
Aggressive execution 9% — patient
Conviction -2 (bearish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 14.5% — wide
OI 92,529 — deep
Volume 8,982/day — active
$0.73 to cross — expensive
1 liquid strikes — limited options
Sector spread percentile 97% — much wider than sector
Depth 679.2 contracts (bid:376.2 ask:303.0) — deep
Avg slippage 2.27% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -7.1% — contango
IV percentile 95% — seller opportunity
IV kink -2.7pts — no clear event
θ/ν ratio 57.41 — favors income trades
4 liquid expirations — flexible
caution advised: No earnings detected; FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow -2% @ 51% consistency — unclear
Score 53 (ITM 20% + inst 23%) — moderate 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.