CARTMaplebear Inc. Common Stock
CART Options Overview
bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
CART Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 63.2% — elevated vs history
IV/HV 1.11x — IV premium over HV
Sector percentile 51% — above sector median
Front/Back 1.00x — flat
Put/Call IV 1.16x — elevated
ATM IV 42.7% — normal range
Effective IV 79.7% (ATM 42.7% + spread 18.5% + bias) — fair
Total drag 21.48% (spread 18.50% + slippage 2.98%) — high friction
Vega efficiency 2.49 (vega 4.603 / spread 18.50%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +11% (bullish) — Raw: +11%
|OI skew| 36.9% — call-heavy
Vol skew +20.3%, OI skew +36.9% — aligned
0-DTE 30%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +12%, ATM: +22%, OTM: -12% — bullish (ITM/ATM aligned)
Sector P/C percentile 35% — bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.3x avg — normal
Vol/OI 0.9% — normal turnover
1 day(s) elevated — may be one-day event
OI change +1.3% (5d) — stable
Sector activity percentile 31% — below sector avg
Large trade volume 0% — mostly retail
Aggressive execution 16% — patient
Conviction +11 (bullish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 18.5% — wide
OI 108,814 — deep
Volume 1,026/day — adequate
$0.93 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 72% — wider than sector
Depth 128.1 contracts (bid:68.1 ask:60.0) — adequate
Avg slippage 2.98% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope +0.0% — flat/unclear
IV percentile 63% — neutral
IV kink 1.1pts — no clear event
θ/ν ratio 93.93 — favors income trades
5 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +11% @ 55% consistency — unclear
Score 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, 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.