Options/DORM

DORMDorman Products, Inc. New

Options Analysis Report•MOTOR VEHICLE PARTS & ACCESSORIES

Market Cap $3.8B|NASDAQ

● 2026-08-31$129.35

NEUTRAL

Analysis: 2026-08-28 EOD data

1Y -19.4%YTD +4.2%7D -1.3%

Options Vol

464

30D

Implied Move

±10.5%

IV Rank

DORM Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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DORM Gamma Walls

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Value

Is IV priced right?

6.7

ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 61.4% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 0.60x — IV ≤ HV

Sector Relative≤50%

Sector percentile 47% — below sector median

Term Structure

<1.1x

Front/Back 0.97x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 38.6% — normal range

Spread-Adjusted Value

<80%

Effective IV 124.6% (ATM 38.6% + spread 43.0% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 64.52% (spread 43.00% + slippage 21.52%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 2.87 (vega 12.336 / spread 43.00%) — spread drag

Sentiment

Bullish or bearish?

2.1

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bearish - Moderate signal (Conviction: -100%, Raw: -100%)

Flow Direction

|net sentiment| ≥25%

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

OI Skew Magnitude

≥15%

|OI skew| 9.2% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +88.4%, OI skew -9.2% — divergent (opposite)

Conviction Quality

≥2/3 conditions

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

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +0%, ATM: -100%, OTM: -100% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 8% — very bullish vs sector

Activity

Unusual activity?

8.0

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks6/8 checks passed

Volume Surge

≥1.5x

Volume 6.8x avg — hot

Turnover Rate

≥15%

Vol/OI 61.8% — high turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +1.5% (5d) — stable

Sector Relative≥60%

Sector activity percentile 100% — very active vs sector

Trade Quality

≥30%

Large trade volume 43% — institutional presence

Execution Urgency

≥60%

Aggressive execution 60% — urgent

Flow Conviction

≥30

Conviction -100 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

2.5

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks0/8 checks passed

Tradeable Spread

≤5.0%

Spread 43.0% — wide

Adequate OI

≥10,000

OI 751 — thin

Active Volume

≥500

Volume 464/day — thin

Reasonable Cost

≤$0.50

$2.15 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 71% — wider than sector

Order Book Depth

≥100 contracts

Depth 48.9 contracts (bid:41.4 ask:7.5) — thin

Execution Quality

<1.0%

Avg slippage 21.52% — poor

Timing

Is now a good time?

7.4

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -3.2% — flat/unclear

IV Percentile Clarity

<30 or >70

IV percentile 61% — neutral

Event Detection

≥10pts kink

IV kink -2.7pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 116.59 — favors income trades

Expiration Distribution

≥3 expirations

4 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

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

Smart Money Timing

≥40 composite score

Score 73 (ITM 20% + inst 43%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls4.6

bullishIV cheap, bearish flow

Long Puts6.6

bearishIV cheap, bearish flow

Premium Sellers

Cash-Secured Put3.4

bullishIV too cheap, bearish flow

Covered Call5.4

bearishIV too cheap, 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 DORM

DORM gamma walls DORM max pain DORM IV rank DORM options flow