EMEEMCOR Group, Inc.
EME Options Overview
IV is elevated with bearish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
EME Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 70.2% — elevated vs history
IV/HV 1.09x — IV premium over HV
Sector percentile 83% — above sector median
Front/Back 0.88x — contango
Put/Call IV 1.16x — elevated
ATM IV 39.9% — normal range
Effective IV 65.9% (ATM 39.9% + spread 13.0% + bias) — fair
Total drag 22.97% (spread 12.99% + slippage 9.98%) — high friction
Vega efficiency 132.37 (vega 171.949 / spread 12.99%) — efficient
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: -72% (strong bearish) — Raw: -58%
|OI skew| 28.0% — call-heavy
Vol skew -60.0%, OI skew +28.0% — divergent (opposite)
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +0%, ATM: -73%, OTM: -50% — strong bearish (ITM/ATM divergent)
Sector P/C percentile 90% — very bearish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 1.1x avg — normal
Vol/OI 3.0% — normal turnover
1 day(s) elevated — may be one-day event
OI change +2.7% (5d) — building
Sector activity percentile 49% — neutral vs sector
Large trade volume 0% — mostly retail
Aggressive execution 35% — patient
Conviction -72 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
Evaluates
Spread 13.0% — wide
OI 6,413 — thin
Volume 190/day — thin
$0.65 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 84% — much wider than sector
Depth 8.3 contracts (bid:3.6 ask:4.7) — thin
Avg slippage 9.98% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -12.0% — contango
IV percentile 70% — seller opportunity
IV kink -2.1pts — no clear event
θ/ν ratio 526.80 — favors income trades
3 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow -72% @ 86% consistency — STRONG directional (bearish)
Score 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
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.