AInvestOption Pilot Program
Options/EPOL
E

EPOLiShares MSCI Poland ETF

Options Analysis Report
AUM $841M|ARCX
● 2026-08-31$43.48
VERY BULLISH
Analysis: 2026-08-28 EOD data
1Y +39.0%YTD +19.9%7D -2.3%
9
30D
±10.9%
5%

EPOL Options Overview

bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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EPOL Gamma Walls

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Value

Is IV priced right?

4.8
ExpensiveCheap

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

levels.

Risk Checks2/9 checks passed
≤35%

IV Rank 40.9% — elevated vs history

<1.05x

IV/HV 1.48x — IV premium over HV

Sector Relative≤50%

Sector percentile 61% — above sector median

<1.1x

Front/Back 1.39x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 28.0% — normal range

<80%

Effective IV 115.3% (ATM 28.0% + spread 43.7% + bias) — expensive

<3.0%

Total drag 60.50% (spread 43.67% + slippage 16.83%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 43.67%) — spread drag

Sentiment

Bullish or bearish?

7.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +36%, Raw: +25%)
|net sentiment| ≥25%

Conviction-weighted: +36% (strong bullish) — Raw: +25%

≥15%

|OI skew| 48.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +48.1% — aligned

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +100%, ATM: +100%, OTM: -100% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

3.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 0.8% — normal turnover

≥2 days

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

≥5%

OI change +10.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 27% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 17% — patient

≥30

Conviction +36 (bullish) — moderate

Liquidity

Can I trade efficiently?

2.2
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 43.7% — wide

≥10,000

OI 1,072 — thin

≥500

Volume 9/day — thin

≤$0.50

$2.18 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 70% — wider than sector

≥100 contracts

Depth 219.0 contracts (bid:116.5 ask:102.5) — adequate

<1.0%

Avg slippage 16.83% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope +38.5% — backwardation

<30 or >70

IV percentile 41% — neutral

≥10pts kink

IV kink 12.1pts — event priced

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +36% @ 71% consistency — moderate (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.8
bullishIV fair, bullish flow
Long Puts3.9
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.8
bullishIV fair, bullish flow
Covered Call3.9
bearishIV fair, 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 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 EPOL

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