Options/GO

GOGrocery Outlet Holding Corp. Common Stock

Options Analysis Report•RETAIL-GROCERY STORES

Market Cap $1.2B|NASDAQ

● 2026-08-31$12.17

VERY BULLISH

Analysis: 2026-08-28 EOD data

1Y -34.8%YTD +19.7%7D +1.1%

Options Vol

1,044

30D

Implied Move

±18.2%

IV Rank

22%

GO Options Overview

IV is elevated with bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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GO Gamma Walls

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Value

Is IV priced right?

3.8

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 84.1% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.29x — IV premium over HV

Sector Relative≤50%

Sector percentile 96% — above sector median

Term Structure

<1.1x

Front/Back 1.11x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 60.9% — normal range

Spread-Adjusted Value

<80%

Effective IV 101.9% (ATM 60.9% + spread 20.5% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 28.09% (spread 20.49% + slippage 7.60%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.56 (vega 1.143 / spread 20.49%) — spread drag

Sentiment

Bullish or bearish?

7.8

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +38%, Raw: +56%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +38% (strong bullish) — Raw: +56%

OI Skew Magnitude

≥15%

|OI skew| 82.2% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +90.6%, OI skew +82.2% — aligned

Conviction Quality

≥2/3 conditions

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

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +38%, ATM: -82%, OTM: +62% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 10% — 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 0.7x avg — normal

Turnover Rate

≥15%

Vol/OI 2.4% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +3.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 55% — neutral vs sector

Trade Quality

≥30%

Large trade volume 33% — institutional presence

Execution Urgency

≥60%

Aggressive execution 53% — patient

Flow Conviction

≥30

Conviction +38 (bullish) — moderate

Liquidity

Can I trade efficiently?

2.9

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 20.5% — wide

Adequate OI

≥10,000

OI 43,646 — adequate

Active Volume

≥500

Volume 1,044/day — adequate

Reasonable Cost

≤$0.50

$1.02 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 98% — much wider than sector

Order Book Depth

≥100 contracts

Depth 695.4000000000001 contracts (bid:308.6 ask:386.8) — deep

Execution Quality

<1.0%

Avg slippage 7.60% — poor

Timing

Is now a good time?

8.0

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +11.4% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 84% — seller opportunity

Event Detection

≥10pts kink

IV kink 5.2pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 77.78 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +38% @ 69% consistency — moderate (bullish)

Smart Money Timing

≥40 composite score

Score 63 (ITM 20% + inst 33%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls6.7

bullishIV expensive, bullish flow

Long Puts3.7

bearishIV expensive, bullish flow

Premium Sellers

Cash-Secured Put6.4

bullishIV rich premium, bullish flow

Covered Call4.4

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 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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