AInvestOption Pilot Program
Options/AVXX
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AVXXDefiance Daily Target 2x Long AVAV ETF

Options Analysis Report
AUM $9M|NASDAQ
● 2026-08-31$4.78
BULLISH
Analysis: 2026-08-28 EOD data
1Y -92.6%YTD -82.1%7D -0.6%
104
30D
±8.6%
50%

AVXX Options Overview

bullish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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AVXX Gamma Walls

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Value

Is IV priced right?

5.3
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 50.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 1.00x — flat

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 152.9% (ATM 0.0% + spread 76.5% + bias) — expensive

<3.0%

Total drag 93.05% (spread 76.47% + slippage 16.58%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 76.47%) — spread drag

Sentiment

Bullish or bearish?

4.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -66%, Raw: -33%)
|net sentiment| ≥25%

Conviction-weighted: -66% (strong bearish) — Raw: -33%

≥15%

|OI skew| 41.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +88.5%, OI skew +41.0% — 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: -97%, ATM: +100%, OTM: +58% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 4% — very bullish vs sector

Activity

Unusual activity?

7.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks6/8 checks passed
≥1.5x

Volume 2.9x avg — hot

≥15%

Vol/OI 49.5% — high turnover

≥2 days

2 day(s) elevated — sustained

≥5%

OI change +191.7% (5d) — building

Sector Relative≥60%

Sector activity percentile 97% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 21% — patient

≥30

Conviction -66 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 76.5% — wide

≥10,000

OI 210 — thin

≥500

Volume 104/day — thin

≤$0.50

$3.82 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 588.2 contracts (bid:281.4 ask:306.8) — deep

<1.0%

Avg slippage 16.58% — poor

Timing

Is now a good time?

6.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope +0.0% — flat/unclear

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink 0.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -66% @ 84% consistency — STRONG directional (bearish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.7
bullishIV fair, mixed flow
Long Puts5.3
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.4
bullishIV fair, mixed flow
Covered Call4.9
bearishIV fair, 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.

More on AVXX

AVXX gamma wallsAVXX max painAVXX IV rankAVXX options flow