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BGBunge Global SA

Options Analysis Report•FATS & OILS
Market Cap $22.2B|NYSE
● 2026-08-31$115.48
BULLISH
Analysis: 2026-08-28 EOD data
1Y +41.8%YTD +24.7%7D +4.8%
1,316
30D
±9.1%
32%

BG Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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BG 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 64.1% — elevated vs history

<1.05x

IV/HV 1.16x — IV premium over HV

Sector Relative≤50%

Sector percentile 88% — above sector median

<1.1x

Front/Back 0.96x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 33.3% — normal range

<80%

Effective IV 60.0% (ATM 33.3% + spread 13.3% + bias) — good value

<3.0%

Total drag 18.55% (spread 13.35% + slippage 5.20%) — high friction

≥5.0

Vega efficiency 20.97 (vega 27.996 / spread 13.35%) — efficient

Sentiment

Bullish or bearish?

6.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: -7%, Raw: -4%)
|net sentiment| ≥25%

Conviction-weighted: -7% (neutral) — Raw: -4%

≥15%

|OI skew| 36.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +71.1%, OI skew +36.1% — 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: -44%, ATM: +5%, OTM: -6% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 9% — very bullish vs sector

Activity

Unusual activity?

4.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 1.1x avg — normal

≥15%

Vol/OI 3.3% — normal turnover

≥2 days

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

≥5%

OI change +6.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 29% — below sector avg

≥30%

Large trade volume 8% — mostly retail

≥60%

Aggressive execution 75% — urgent

≥30

Conviction -7 (bearish) — mixed

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 13.3% — wide

≥10,000

OI 40,215 — adequate

≥500

Volume 1,316/day — adequate

≤$0.50

$0.67 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 89% — much wider than sector

≥100 contracts

Depth 61.900000000000006 contracts (bid:27.2 ask:34.7) — thin

<1.0%

Avg slippage 5.20% — poor

Timing

Is now a good time?

6.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -3.6% — flat/unclear

<30 or >70

IV percentile 64% — neutral

≥10pts kink

IV kink -2.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 782.01 — 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 -7% @ 54% consistency — unclear

≥40 composite score

Score 38 (ITM 20% + inst 8%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls5.5
bullishIV fair, bullish flow
Long Puts4.6
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.2
bullishIV fair, bullish flow
Covered Call4.3
bearishIV fair, 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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