AMPAmeriprise Financial, Inc.
AMP Options Overview
IV is low. No clear edge detected.
REWARDS
RISK ANALYSIS
AMP Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 22.7% — cheap vs history
IV/HV 1.40x — IV premium over HV
Sector percentile 37% — below sector median
Front/Back 1.03x — flat
Put/Call IV 1.16x — elevated
ATM IV 26.9% — normal range
Effective IV 228.6% (ATM 26.9% + spread 100.8% + bias) — expensive
Total drag 123.92% (spread 100.85% + slippage 23.07%) — high friction
Vega efficiency 3.18 (vega 32.053 / spread 100.85%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +51% (strong bullish) — Raw: +48%
|OI skew| 51.2% — call-heavy
Vol skew -4.0%, OI skew +51.2% — divergent (opposite)
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +0%, ATM: +0%, OTM: +48% — neutral (ITM/ATM divergent)
Sector P/C percentile 69% — bearish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 1.0x avg — normal
Vol/OI 1.4% — normal turnover
1 day(s) elevated — may be one-day event
OI change +0.9% (5d) — stable
Sector activity percentile 29% — below sector avg
Large trade volume 0% — mostly retail
Aggressive execution 12% — patient
Conviction +51 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
Evaluates
Spread 100.8% — wide
OI 5,539 — thin
Volume 75/day — thin
$5.04 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 39% — tighter than sector
Depth 14.5 contracts (bid:5.4 ask:9.1) — thin
Avg slippage 23.07% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope +3.0% — flat/unclear
IV percentile 23% — buyer opportunity
IV kink 1.0pts — no clear event
θ/ν ratio 50.83 — favors income trades
4 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +51% @ 76% consistency — STRONG directional (bullish)
Score 30 (ITM 20% + inst 0%) — retail dominated
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.