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BK

Options Analysis Report
Market Cap: --
● 2026-05-21$137.16
NEUTRAL
Analysis: 2026-05-20 EOD data
1Y +31.0%YTD +17.2%7D +0.0%
1,176
30D
±7.5%
27%

BK 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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BK Gamma Walls

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Value

Is IV priced right?

5.5
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 40.3% — elevated vs history

<1.05x

IV/HV 1.80x — IV premium over HV

Sector Relative≤50%

Sector percentile 61% — above sector median

<1.1x

Front/Back 0.88x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 29.6% — normal range

<80%

Effective IV 49.5% (ATM 29.6% + spread 9.9% + bias) — excellent value

<3.0%

Total drag 13.48% (spread 9.93% + slippage 3.55%) — high friction

≥5.0

Vega efficiency 40.45 (vega 40.166 / spread 9.93%) — efficient

Sentiment

Bullish or bearish?

3.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -36%, Raw: -20%)
|net sentiment| ≥25%

Conviction-weighted: -36% (strong bearish) — Raw: -20%

≥15%

|OI skew| 27.0% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -3.7%, OI skew -27.0% — weak (same direction)

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -88%, ATM: +13%, OTM: +0% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 89% — very bearish vs sector

Activity

Unusual activity?

2.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/9 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 1.0% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change -10.7% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 25% — below sector avg

≥30%

Large trade volume 8% — mostly retail

≥60%

Aggressive execution 51% — patient

≥30

Conviction -36 (bearish) — moderate

Liquidity

Can I trade efficiently?

4.0
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 9.9% — wide

≥10,000

OI 114,906 — deep

≥500

Volume 1,176/day — adequate

≤$0.50

$0.50 to cross — cheap

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 67% — wider than sector

≥100 contracts

Depth 207.2 contracts (bid:87.3 ask:119.9) — adequate

<1.0%

Avg slippage 3.55% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -11.8% — contango

<30 or >70

IV percentile 40% — neutral

≥10pts kink

IV kink -2.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 1167.63 — 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 -36% @ 68% consistency — moderate (bearish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.9
bullishIV fair, bearish flow
Long Puts5.8
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.5
bullishIV fair, bearish flow
Covered Call5.4
bearishIV fair, bearish 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 BK

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