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Options/CASI
C

CASI

Options Analysis Report
Market Cap: --
● 2026-02-26$0.21
BULLISH
Analysis: 2026-02-25 EOD data
1Y -91.0%YTD -74.8%7D +0.0%
251
30D
±8.6%
50%

CASI Options Overview

unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

5.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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CASI 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 354.3% (ATM 0.0% + spread 177.1% + bias) — expensive

<3.0%

Total drag 226.22% (spread 177.14% + slippage 49.08%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 177.14%) — spread drag

Sentiment

Bullish or bearish?

3.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Moderate signal (Conviction: -100%, Raw: -100%)
|net sentiment| ≥25%

Conviction-weighted: -100% (strong bearish) — Raw: -100%

≥15%

|OI skew| 100.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +100.0% — 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: +0%, ATM: +0%, OTM: -100% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

7.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks6/9 checks passed
≥1.5x

Volume 3.9x avg — hot

≥15%

Vol/OI 72.5% — high turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change +190.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 99% — very active vs sector

≥30%

Large trade volume 80% — heavy institutional

≥60%

Aggressive execution 25% — patient

≥30

Conviction -100 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

3.7
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 177.1% — wide

≥10,000

OI 346 — thin

≥500

Volume 251/day — thin

≤$0.50

$8.86 to cross — expensive

≥5 strikes

10 liquid strikes — good coverage

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 74.0 contracts (bid:8.0 ask:66.0) — thin

<1.0%

Avg slippage 49.08% — poor

Timing

Is now a good time?

6.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 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 events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -100% @ 100% consistency — STRONG directional (bearish)

≥40 composite score

Score 110 (ITM 20% + inst 80%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls4.5
bullishIV fair, bearish flow
Long Puts5.9
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.2
bullishIV fair, bearish flow
Covered Call5.6
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 CASI

CASI gamma wallsCASI max painCASI IV rankCASI options flow