AInvestOption Pilot Program
Options/GPTY
G

GPTYYieldMax AI & Tech Portfolio Option Income ETF

Options Analysis Report
AUM $132M|ARCX
● 2026-08-31$42.16
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -4.3%YTD -1.3%7D +1.8%
--
30D
±6.7%
2%

GPTY Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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GPTY Gamma Walls

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Value

Is IV priced right?

7.2
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 42.5% — elevated vs history

<1.05x

IV/HV 1.22x — IV premium over HV

Sector Relative≤50%

Sector percentile 62% — above sector median

<1.1x

Front/Back 0.67x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 28.7% — normal range

<80%

Effective IV 30.8% (ATM 28.7% + spread 1.1% + bias) — excellent value

<3.0%

Total drag 1.07% (spread 1.07% + slippage 0.00%) — minimal drag

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 1.07%) — spread drag

Sentiment

Bullish or bearish?

5.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBalanced - Weak signal (P/C: 1.00)
<0.65 or >1.55

P/C 1.00 — balanced (buy/sell unknown)

≥15%

|OI skew| 0.0% — balanced

Same sign, |vol skew| ≥10%

Vol skew +0.0%, OI skew +0.0% — weak (same direction)

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

Sector Relative≤40% or ≥60%

Sector P/C percentile 27% — very bullish vs sector

Activity

Unusual activity?

3.3
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 1.0x avg — normal

≥15%

Vol/OI 0.0% — normal turnover

≥2 days

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

≥5%

OI change +39.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 50% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

4.5
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 1.1% — tight

≥10,000

OI 110 — thin

≥500

Volume 0/day — thin

≤$0.50

$0.05 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 71% — wider than sector

≥100 contracts

Depth 0 contracts (bid:0 ask:0) — thin

<1.0%

Avg slippage 0.00% — excellent

Timing

Is now a good time?

6.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -33.4% — contango

<30 or >70

IV percentile 42% — neutral

≥10pts kink

IV kink -6.3pts — no clear event

<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 +0% @ 50% consistency — unclear

≥40 composite score

Score 60 (ITM 20% + inst 30%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.8
bullishIV cheap, mixed flow
Long Puts5.8
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.4
bullishIV too cheap, mixed flow
Covered Call4.4
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.

More on GPTY

GPTY gamma wallsGPTY max painGPTY IV rankGPTY options flow