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Options/DASX
D

DASX

Options Analysis Report
Market Cap: --
● 2026-03-17$10.75
BULLISH
Analysis: 2026-03-16 EOD data
1Y -57.9%YTD -37.5%7D +0.0%
15
30D
±18.6%
25%

DASX Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

6.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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DASX Gamma Walls

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Value

Is IV priced right?

3.8
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 93.9% — elevated vs history

<1.05x

IV/HV 1.13x — IV premium over HV

Sector Relative≤50%

Sector percentile 94% — above sector median

<1.1x

Front/Back 2.83x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 105.0% — crisis-level IV

<80%

Effective IV 110.2% (ATM 105.0% + spread 2.6% + bias) — expensive

<3.0%

Total drag 2.60% (spread 2.60% + slippage 0.00%) — acceptable

≥5.0

Vega efficiency 8.37 (vega 2.176 / spread 2.60%) — efficient

Sentiment

Bullish or bearish?

8.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksSlightly call-heavy - Strong signal (P/C: 0.67)
<0.65 or >1.55

P/C 0.67 — balanced (buy/sell unknown)

≥15%

|OI skew| 41.2% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +20.0%, OI skew +41.2% — aligned

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

Sector Relative≤40% or ≥60%

Sector P/C percentile 41% — bullish vs sector

Activity

Unusual activity?

6.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/9 checks passed
≥1.5x

Volume 3.0x avg — hot

≥15%

Vol/OI 29.4% — high turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change +8.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 98% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

4.3
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 2.6% — acceptable

≥10,000

OI 51 — thin

≥500

Volume 15/day — thin

≤$0.50

$0.13 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 96% — much wider than sector

≥100 contracts

Depth 0 contracts (bid:0 ask:0) — thin

<1.0%

Avg slippage 0.00% — excellent

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope +182.6% — backwardation

<30 or >70

IV percentile 94% — seller opportunity

≥10pts kink

IV kink 138.7pts — event priced

<0.5 or >2.0

θ/ν ratio 217.64 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

HIGH RISK: No earnings detected; FOMC in 1d (HIGH)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 50% consistency — unclear

≥40 composite score

Score 60 (ITM 20% + inst 30%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls6.2
bullishIV expensive, bullish flow
Long Puts3.4
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.7
bullishIV rich premium, bullish flow
Covered Call4.1
bearishIV rich premium, 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.

More on DASX

DASX gamma wallsDASX max painDASX IV rankDASX options flow