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ARXAccelerant Holdings

Options Analysis Report•INSURANCE AGENTS, BROKERS & SERVICE
Market Cap $4.3B|NYSE
● 2026-08-31$19.73
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -7.0%YTD +26.4%7D +0.4%
75
30D
±8.6%
5%

ARX Options Overview

IV is low with bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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ARX Gamma Walls

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Value

Is IV priced right?

7.8
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 3.9% — cheap vs history

<1.05x

IV/HV 0.09x — IV ≤ HV

Sector Relative≤50%

Sector percentile 7% — below sector median

<1.1x

Front/Back 3.94x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 12.1% — normal range

<80%

Effective IV 102.4% (ATM 12.1% + spread 45.2% + bias) — expensive

<3.0%

Total drag 55.06% (spread 45.16% + slippage 9.90%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 45.16%) — spread drag

Sentiment

Bullish or bearish?

5.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -9%, Raw: -7%)
|net sentiment| ≥25%

Conviction-weighted: -9% (neutral) — Raw: -7%

≥15%

|OI skew| 23.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +20.0%, OI skew +23.0% — 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: +0%, ATM: -7%, OTM: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

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

Activity

Unusual activity?

2.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 1.9% — normal turnover

≥2 days

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

≥5%

OI change +0.7% (5d) — stable

Sector Relative≥60%

Sector activity percentile 46% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 40% — patient

≥30

Conviction -9 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 45.2% — wide

≥10,000

OI 3,870 — thin

≥500

Volume 75/day — thin

≤$0.50

$2.26 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 29% — tighter than sector

≥100 contracts

Depth 37.400000000000006 contracts (bid:12.8 ask:24.6) — thin

<1.0%

Avg slippage 9.90% — poor

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +294.4% — backwardation

<30 or >70

IV percentile 4% — buyer opportunity

≥10pts kink

IV kink 17.4pts — event priced

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥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 -9% @ 54% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.2
bullishIV cheap, mixed flow
Long Puts5.6
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.3
bullishIV too cheap, mixed flow
Covered Call3.7
bearishIV too cheap, mixed 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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