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CVGW

Options Analysis Report
Market Cap: --
● 2026-05-28$26.09
BEARISH
Analysis: 2026-05-27 EOD data
1Y -4.0%YTD +19.7%7D +0.0%
23
30D
±8.6%
15%

CVGW 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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CVGW Gamma Walls

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Value

Is IV priced right?

6.2
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 103.0% (ATM 0.0% + spread 51.5% + bias) — expensive

<3.0%

Total drag 79.43% (spread 51.48% + slippage 27.95%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 51.48%) — spread drag

Sentiment

Bullish or bearish?

4.6
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -11%, Raw: -4%)
|net sentiment| ≥25%

Conviction-weighted: -11% (bearish) — Raw: -4%

≥15%

|OI skew| 73.3% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew +4.3%, OI skew -73.3% — 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: +0%, ATM: -100%, OTM: +83% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 63% — bearish vs sector

Activity

Unusual activity?

4.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/9 checks passed
≥1.5x

Volume 4.4x avg — hot

≥15%

Vol/OI 1.6% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change +0.1% (5d) — stable

Sector Relative≥60%

Sector activity percentile 36% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 100% — highly urgent

≥30

Conviction -11 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.6
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 51.5% — wide

≥10,000

OI 1,439 — thin

≥500

Volume 23/day — thin

≤$0.50

$2.57 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 7.3999999999999995 contracts (bid:4.6 ask:2.8) — thin

<1.0%

Avg slippage 27.95% — poor

Timing

Is now a good time?

5.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks3/9 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 earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -11% @ 55% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.0
bullishIV cheap, mixed flow
Long Puts5.3
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.1
bullishIV too cheap, mixed flow
Covered Call4.4
bearishIV too cheap, 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.

More on CVGW

CVGW gamma wallsCVGW max painCVGW IV rankCVGW options flow