Options/EOSE

EOSEEos Energy Enterprises, Inc. Class A Common Stock

Options Analysis Report•MISCELLANEOUS ELECTRICAL MACHINERY, EQUIPMENT & SUPPLIES

Market Cap $1.5B|NASDAQ

● 2026-09-11$3.99

BULLISH

Analysis: 2026-09-10 EOD data

1Y -44.7%YTD -69.2%7D +2.8%

Options Vol

49,894

30D

Implied Move

±31.0%

IV Rank

37%

EOSE Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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EOSE Gamma Walls

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Value

Is IV priced right?

3.2

ExpensiveCheap

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

levels.

Risk Checks2/9 checks passed

IV Rank

≤35%

IV Rank 96.9% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.05x — IV premium over HV

Sector Relative≤50%

Sector percentile 99% — above sector median

Term Structure

<1.1x

Front/Back 0.92x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 118.9% — crisis-level IV

Spread-Adjusted Value

<80%

Effective IV 159.2% (ATM 118.9% + spread 20.1% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 26.53% (spread 20.13% + slippage 6.40%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.16 (vega 0.321 / spread 20.13%) — spread drag

Sentiment

Bullish or bearish?

6.7

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +7%, Raw: +17%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +7% (neutral) — Raw: +17%

OI Skew Magnitude

≥15%

|OI skew| 49.3% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +58.4%, OI skew +49.3% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 26%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +1%, ATM: +8%, OTM: +23% — neutral (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 23% — very bullish vs sector

Activity

Unusual activity?

4.5

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed

Volume Surge

≥1.5x

Volume 0.9x avg — normal

Turnover Rate

≥15%

Vol/OI 3.5% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +2.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 75% — active vs sector

Trade Quality

≥30%

Large trade volume 49% — institutional presence

Execution Urgency

≥60%

Aggressive execution 60% — patient

Flow Conviction

≥30

Conviction +7 (bullish) — mixed

Liquidity

Can I trade efficiently?

4.0

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 20.1% — wide

Adequate OI

≥10,000

OI 1,431,319 — deep

Active Volume

≥500

Volume 49,894/day — active

Reasonable Cost

≤$0.50

$1.01 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 100% — much wider than sector

Order Book Depth

≥100 contracts

Depth 1,645.1 contracts (bid:891.5 ask:753.6) — deep

Execution Quality

<1.0%

Avg slippage 6.40% — poor

Timing

Is now a good time?

7.2

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -7.7% — contango

IV Percentile Clarity

<30 or >70

IV percentile 97% — seller opportunity

Event Detection

≥10pts kink

IV kink -3.8pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 26.73 — favors income trades

Expiration Distribution

≥3 expirations

5 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 +7% @ 53% consistency — unclear

Smart Money Timing

≥40 composite score

Score 79 (ITM 20% + inst 49%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls5.1

bullishIV expensive, bullish flow

Long Puts3.9

bearishIV expensive, bullish flow

Premium Sellers

Cash-Secured Put6.3

bullishIV rich premium, bullish flow

Covered Call5.1

bearishIV rich premium, bullish 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 EOSE

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