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EXPEagle Materials, Inc.

Options Analysis Report•CEMENT, HYDRAULIC
Market Cap $6.1B|NYSE
● 2026-08-31$197.56
BEARISH
Analysis: 2026-08-28 EOD data
1Y -12.2%YTD -6.6%7D -3.3%
3
30D
±9.1%
5%

EXP Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

4.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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EXP Gamma Walls

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Value

Is IV priced right?

7.0
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 54.2% — elevated vs history

<1.05x

IV/HV 1.07x — IV premium over HV

Sector Relative≤50%

Sector percentile 27% — below sector median

<1.1x

Front/Back 0.90x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 34.4% — normal range

<80%

Effective IV 100.2% (ATM 34.4% + spread 32.9% + bias) — expensive

<3.0%

Total drag 38.12% (spread 32.91% + slippage 5.21%) — high friction

≥5.0

Vega efficiency 5.56 (vega 18.294 / spread 32.91%) — acceptable

Sentiment

Bullish or bearish?

4.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -36%, Raw: -33%)
|net sentiment| ≥25%

Conviction-weighted: -36% (strong bearish) — Raw: -33%

≥15%

|OI skew| 77.9% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -100.0%, OI skew +77.9% — divergent (opposite)

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: -100%, OTM: +0% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 71% — very bearish vs sector

Activity

Unusual activity?

2.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.0x avg — normal

≥15%

Vol/OI 0.1% — normal turnover

≥2 days

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

≥5%

OI change +1.7% (5d) — stable

Sector Relative≥60%

Sector activity percentile 1% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 33% — patient

≥30

Conviction -36 (bearish) — moderate

Liquidity

Can I trade efficiently?

1.9
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 32.9% — wide

≥10,000

OI 5,304 — thin

≥500

Volume 3/day — thin

≤$0.50

$1.65 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 60% — neutral vs sector

≥100 contracts

Depth 12.6 contracts (bid:7.3 ask:5.3) — thin

<1.0%

Avg slippage 5.21% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -10.1% — contango

<30 or >70

IV percentile 54% — neutral

≥10pts kink

IV kink -2.9pts — no clear event

<0.5 or >2.0

θ/ν ratio 119.18 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -36% @ 67% consistency — moderate (bearish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.4
bullishIV cheap, mixed flow
Long Puts6.9
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put3.9
bullishIV too cheap, mixed flow
Covered Call4.3
bearishIV too cheap, 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 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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