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ARANTERO RESOURCES CORPORATION

Options Analysis Report•CRUDE PETROLEUM & NATURAL GAS
Market Cap $11.8B|NYSE
● 2026-08-28$38.52
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +19.9%YTD +12.6%7D +1.5%
1,964
30D
±9.4%
15%

AR Options Overview

Mixed signals. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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AR Gamma Walls

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Value

Is IV priced right?

6.8
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 55.2% — elevated vs history

<1.05x

IV/HV 1.01x — IV ≤ HV

Sector Relative≤50%

Sector percentile 44% — below sector median

<1.1x

Front/Back 0.91x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 35.9% — normal range

<80%

Effective IV 51.2% (ATM 35.9% + spread 7.7% + bias) — good value

<3.0%

Total drag 10.96% (spread 7.67% + slippage 3.29%) — high friction

≥5.0

Vega efficiency 2.80 (vega 2.151 / spread 7.67%) — spread drag

Sentiment

Bullish or bearish?

5.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -17%, Raw: -14%)
|net sentiment| ≥25%

Conviction-weighted: -17% (bearish) — Raw: -14%

≥15%

|OI skew| 19.5% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +37.1%, OI skew +19.5% — aligned

≥2/3 conditions

0-DTE 27%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -27%, ATM: -32%, OTM: +15% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 51% — neutral vs sector

Activity

Unusual activity?

2.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 2.0% — normal turnover

≥2 days

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

≥5%

OI change -58.2% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 51% — neutral vs sector

≥30%

Large trade volume 15% — mixed

≥60%

Aggressive execution 36% — patient

≥30

Conviction -17 (bearish) — mixed

Liquidity

Can I trade efficiently?

4.2
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 7.7% — wide

≥10,000

OI 97,862 — deep

≥500

Volume 1,964/day — adequate

≤$0.50

$0.38 to cross — cheap

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 67% — wider than sector

≥100 contracts

Depth 163.3 contracts (bid:87.9 ask:75.4) — adequate

<1.0%

Avg slippage 3.29% — poor

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -8.7% — contango

<30 or >70

IV percentile 55% — neutral

≥10pts kink

IV kink -1.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 41.69 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -17% @ 59% consistency — unclear

≥40 composite score

Score 45 (ITM 20% + inst 15%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.1
bullishIV cheap, mixed flow
Long Puts5.5
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.9
bullishIV too cheap, mixed flow
Covered Call4.3
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.