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DELLDell Technologies Inc.

Options Analysis Report•ELECTRONIC COMPUTERS
Market Cap $305.1B|NYSE
● 2026-08-28$472.26
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +252.3%YTD +269.5%7D +6.8%
72,497
30D
±23.1%
54%

DELL Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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DELL Gamma Walls

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Value

Is IV priced right?

3.4
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 99.4% — elevated vs history

<1.05x

IV/HV 1.15x — IV premium over HV

Sector Relative≤50%

Sector percentile 98% — above sector median

<1.1x

Front/Back 1.46x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 77.4% — normal range

<80%

Effective IV 85.7% (ATM 77.4% + spread 4.2% + bias) — expensive

<3.0%

Total drag 13.36% (spread 4.17% + slippage 9.19%) — high friction

≥5.0

Vega efficiency 65.79 (vega 27.433 / spread 4.17%) — efficient

Sentiment

Bullish or bearish?

4.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +9%, Raw: +10%)
|net sentiment| ≥25%

Conviction-weighted: +9% (neutral) — Raw: +10%

≥15%

|OI skew| 9.6% — balanced

Same sign, |vol skew| ≥10%

Vol skew -14.0%, OI skew -9.6% — aligned

≥2/3 conditions

0-DTE 41%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +20%, ATM: -8%, OTM: +13% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 84% — very bearish vs sector

Activity

Unusual activity?

3.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.9x avg — normal

≥15%

Vol/OI 10.6% — normal turnover

≥2 days

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

≥5%

OI change -9.1% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 67% — active vs sector

≥30%

Large trade volume 8% — mostly retail

≥60%

Aggressive execution 20% — patient

≥30

Conviction +9 (bullish) — mixed

Liquidity

Can I trade efficiently?

6.1
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 4.2% — acceptable

≥10,000

OI 686,307 — deep

≥500

Volume 72,497/day — active

≤$0.50

$0.21 to cross — cheap

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 98% — much wider than sector

≥100 contracts

Depth 68.7 contracts (bid:16.6 ask:52.1) — thin

<1.0%

Avg slippage 9.19% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +45.9% — backwardation

<30 or >70

IV percentile 99% — seller opportunity

≥10pts kink

IV kink 29.7pts — event priced

<0.5 or >2.0

θ/ν ratio 15.61 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

caution advised: Earnings in 4d (elevated risk)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +9% @ 54% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.7
bullishIV expensive, mixed flow
Long Puts5.2
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put5.8
bullishIV rich premium, mixed flow
Covered Call6.3
bearishIV rich premium, mixed flow

For educational purposes only. Not investment advice.