AInvestOption Pilot Program
Options/EWT
E

EWTiShares MSCI Taiwan ETF

Options Analysis Report
AUM $11.8B|ARCX
● 2026-08-31$107.90
BULLISH
Analysis: 2026-08-28 EOD data
1Y +85.9%YTD +66.6%7D +4.4%
10,759
30D
±8.7%
27%

EWT Options Overview

bullish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

5.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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EWT Gamma Walls

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Value

Is IV priced right?

4.6
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 54.7% — elevated vs history

<1.05x

IV/HV 1.39x — IV premium over HV

Sector Relative≤50%

Sector percentile 74% — above sector median

<1.1x

Front/Back 0.85x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 34.7% — normal range

<80%

Effective IV 72.9% (ATM 34.7% + spread 19.1% + bias) — fair

<3.0%

Total drag 23.92% (spread 19.09% + slippage 4.83%) — high friction

≥5.0

Vega efficiency 5.31 (vega 10.142 / spread 19.09%) — acceptable

Sentiment

Bullish or bearish?

6.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: -4%, Raw: -2%)
|net sentiment| ≥25%

Conviction-weighted: -4% (neutral) — Raw: -2%

≥15%

|OI skew| 37.6% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +86.3%, OI skew +37.6% — 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: -35%, ATM: -25%, OTM: +24% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 5% — very bullish vs sector

Activity

Unusual activity?

5.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 3.6x avg — hot

≥15%

Vol/OI 10.2% — normal turnover

≥2 days

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

≥5%

OI change +3.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 84% — very active vs sector

≥30%

Large trade volume 52% — heavy institutional

≥60%

Aggressive execution 30% — patient

≥30

Conviction -4 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.5
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 19.1% — wide

≥10,000

OI 105,728 — deep

≥500

Volume 10,759/day — active

≤$0.50

$0.95 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 80% — much wider than sector

≥100 contracts

Depth 113.9 contracts (bid:56.7 ask:57.2) — adequate

<1.0%

Avg slippage 4.83% — poor

Timing

Is now a good time?

6.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -15.1% — contango

<30 or >70

IV percentile 55% — neutral

≥10pts kink

IV kink -4.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 128.38 — favors income trades

≥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 -4% @ 52% consistency — unclear

≥40 composite score

Score 82 (ITM 20% + inst 52%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.4
bullishIV fair, bullish flow
Long Puts4.5
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.6
bullishIV fair, bullish flow
Covered Call4.6
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.

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