Options/EFX

EFXEquifax, Incorporated

Options Analysis Report•SERVICES-CONSUMER CREDIT REPORTING, COLLECTION AGENCIES

Market Cap $19.7B|NYSE

● 2026-09-11$168.04

NEUTRAL

Analysis: 2026-09-10 EOD data

1Y -35.4%YTD -21.5%7D -5.1%

Options Vol

30D

Implied Move

±8.6%

IV Rank

23%

EFX Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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EFX Gamma Walls

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Value

Is IV priced right?

4.7

ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed

IV Rank

≤35%

IV Rank 76.9% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 88% — above sector median

Term Structure

<1.1x

Front/Back 1.12x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 42.2% — normal range

Spread-Adjusted Value

<80%

Effective IV 105.4% (ATM 42.2% + spread 31.6% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 40.70% (spread 31.62% + slippage 9.08%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 6.48 (vega 20.484 / spread 31.62%) — acceptable

Sentiment

Bullish or bearish?

5.5

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -6%, Raw: +3%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -6% (neutral) — Raw: +3%

OI Skew Magnitude

≥15%

|OI skew| 0.1% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +20.4%, OI skew +0.1% — aligned

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: +11%, OTM: +2% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 40% — bullish vs sector

Activity

Unusual activity?

1.9

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed

Volume Surge

≥1.5x

Volume 0.4x avg — normal

Turnover Rate

≥15%

Vol/OI 1.9% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change -7.5% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 32% — below sector avg

Trade Quality

≥30%

Large trade volume 0% — mostly retail

Execution Urgency

≥60%

Aggressive execution 38% — patient

Flow Conviction

≥30

Conviction -6 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.3

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks0/8 checks passed

Tradeable Spread

≤5.0%

Spread 31.6% — wide

Adequate OI

≥10,000

OI 5,164 — thin

Active Volume

≥500

Volume 98/day — thin

Reasonable Cost

≤$0.50

$1.58 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 89% — much wider than sector

Order Book Depth

≥100 contracts

Depth 21.4 contracts (bid:13.6 ask:7.8) — thin

Execution Quality

<1.0%

Avg slippage 9.08% — poor

Timing

Is now a good time?

5.9

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +11.7% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 77% — seller opportunity

Event Detection

≥10pts kink

IV kink 4.5pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 157.93 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -6% @ 53% consistency — unclear

Smart Money Timing

≥40 composite score

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

Directional Strategy Fit

Option Buyers

Long Calls4.8

bullishIV fair, mixed flow

Long Puts4.4

bearishIV fair, mixed flow

Premium Sellers

Cash-Secured Put4.9

bullishIV fair, mixed flow

Covered Call4.5

bearishIV fair, 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 Sep 7, 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 EFX

EFX gamma walls EFX option chain EFX max pain EFX expected move EFX IV rank EFX put/call ratio EFX options flow