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BCSBarclays PLC

Options Analysis Report
Market Cap $90.2B|NYSE
● 2026-08-31$26.86
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +37.3%YTD +3.1%7D -0.4%
487
30D
±7.7%
10%

BCS Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

4.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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BCS Gamma Walls

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Value

Is IV priced right?

5.4
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 47.9% — elevated vs history

<1.05x

IV/HV 1.92x — IV premium over HV

Sector Relative≤50%

Sector percentile 68% — above sector median

<1.1x

Front/Back 0.80x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 31.2% — normal range

<80%

Effective IV 45.3% (ATM 31.2% + spread 7.1% + bias) — excellent value

<3.0%

Total drag 10.07% (spread 7.06% + slippage 3.01%) — high friction

≥5.0

Vega efficiency 3.64 (vega 2.571 / spread 7.06%) — spread drag

Sentiment

Bullish or bearish?

4.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +2%, Raw: +10%)
|net sentiment| ≥25%

Conviction-weighted: +2% (neutral) — Raw: +10%

≥15%

|OI skew| 22.5% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -22.4%, OI skew +22.5% — divergent (opposite)

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +44%, ATM: -35%, OTM: +44% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 91% — very bearish vs sector

Activity

Unusual activity?

2.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.3x avg — normal

≥15%

Vol/OI 0.7% — normal turnover

≥2 days

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

≥5%

OI change +13.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 23% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 52% — patient

≥30

Conviction +2 (bullish) — mixed

Liquidity

Can I trade efficiently?

4.2
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 7.1% — wide

≥10,000

OI 72,344 — deep

≥500

Volume 487/day — thin

≤$0.50

$0.35 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 76% — wider than sector

≥100 contracts

Depth 589.8 contracts (bid:405.3 ask:184.5) — deep

<1.0%

Avg slippage 3.01% — poor

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -19.8% — contango

<30 or >70

IV percentile 48% — neutral

≥10pts kink

IV kink -4.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 144.44 — 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 +2% @ 51% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.1
bullishIV fair, mixed flow
Long Puts5.4
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.8
bullishIV fair, mixed flow
Covered Call5.2
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.

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