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ARRARMOUR Residential REIT, Inc.

Options Analysis Report•REAL ESTATE INVESTMENT TRUSTS
Market Cap $2.3B|NYSE
● 2026-08-31$16.32
BULLISH
Analysis: 2026-08-28 EOD data
1Y +7.7%YTD -9.8%7D -0.4%
658
30D
±4.3%
0%

ARR Options Overview

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

REWARDS

RISK ANALYSIS

5.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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ARR Gamma Walls

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Value

Is IV priced right?

7.2
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 21.5% — cheap vs history

<1.05x

IV/HV 1.56x — IV premium over HV

Sector Relative≤50%

Sector percentile 12% — below sector median

<1.1x

Front/Back 0.68x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 19.9% — normal range

<80%

Effective IV 88.9% (ATM 19.9% + spread 34.5% + bias) — expensive

<3.0%

Total drag 44.29% (spread 34.48% + slippage 9.81%) — high friction

≥5.0

Vega efficiency 0.37 (vega 1.284 / spread 34.48%) — spread drag

Sentiment

Bullish or bearish?

6.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +11%, Raw: -18%)
|net sentiment| ≥25%

Conviction-weighted: +11% (bullish) — Raw: -18%

≥15%

|OI skew| 50.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +70.2%, OI skew +50.0% — 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: +29%, ATM: +60%, OTM: -38% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 14% — very bullish vs sector

Activity

Unusual activity?

3.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 1.0x avg — normal

≥15%

Vol/OI 3.0% — normal turnover

≥2 days

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

≥5%

OI change +4.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 75% — active vs sector

≥30%

Large trade volume 15% — mixed

≥60%

Aggressive execution 29% — patient

≥30

Conviction +11 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.9
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 34.5% — wide

≥10,000

OI 22,050 — adequate

≥500

Volume 658/day — adequate

≤$0.50

$1.72 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 60% — wider than sector

≥100 contracts

Depth 443.7 contracts (bid:304.9 ask:138.8) — adequate

<1.0%

Avg slippage 9.81% — poor

Timing

Is now a good time?

6.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -31.8% — contango

<30 or >70

IV percentile 22% — buyer opportunity

≥10pts kink

IV kink -5.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 225.32 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +11% @ 55% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.3
bullishIV cheap, bullish flow
Long Puts5.1
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.8
bullishIV too cheap, bullish flow
Covered Call3.5
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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