AInvestOption Pilot Program
Options/EEM
E

EEMiShares MSCI Emerging Markets ETF

Options Analysis Report
AUM $31.2B|ARCX
● 2026-08-28$67.61
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +35.0%YTD +20.2%7D +0.7%
89,944
30D
±5.8%
19%

EEM Options Overview

IV is low. No clear edge detected.

REWARDS

RISK ANALYSIS

5.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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EEM Gamma Walls

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Value

Is IV priced right?

7.8
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 26.1% — cheap vs history

<1.05x

IV/HV 1.12x — IV premium over HV

Sector Relative≤50%

Sector percentile 44% — below sector median

<1.1x

Front/Back 0.81x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 22.1% — normal range

<80%

Effective IV 42.7% (ATM 22.1% + spread 10.3% + bias) — excellent value

<3.0%

Total drag 16.38% (spread 10.31% + slippage 6.07%) — high friction

≥5.0

Vega efficiency 7.00 (vega 7.221 / spread 10.31%) — efficient

Sentiment

Bullish or bearish?

4.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +37%, Raw: +43%)
|net sentiment| ≥25%

Conviction-weighted: +37% (strong bullish) — Raw: +43%

≥15%

|OI skew| 33.6% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -47.3%, OI skew -33.6% — aligned

≥2/3 conditions

0-DTE 8%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -34%, ATM: -9%, OTM: +60% — bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 95% — very bearish vs sector

Activity

Unusual activity?

3.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 1.8% — normal turnover

≥2 days

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

≥5%

OI change -8.7% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 41% — neutral vs sector

≥30%

Large trade volume 85% — heavy institutional

≥60%

Aggressive execution 50% — patient

≥30

Conviction +37 (bullish) — moderate

Liquidity

Can I trade efficiently?

5.3
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 10.3% — wide

≥10,000

OI 5,040,832 — deep

≥500

Volume 89,944/day — active

≤$0.50

$0.52 to cross — expensive

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 58% — neutral vs sector

≥100 contracts

Depth 320.20000000000005 contracts (bid:131.3 ask:188.9) — adequate

<1.0%

Avg slippage 6.07% — poor

Timing

Is now a good time?

7.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed
|slope| ≥5%

Slope -18.9% — contango

<30 or >70

IV percentile 26% — buyer opportunity

≥10pts kink

IV kink -2.7pts — no clear event

<0.5 or >2.0

θ/ν ratio 248.13 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +37% @ 69% consistency — moderate (bullish)

≥40 composite score

Score 115 (ITM 20% + inst 85%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls6.4
bullishIV cheap, mixed flow
Long Puts6.5
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV too cheap, mixed flow
Covered Call4.7
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.