GRABGrab Holdings Limited Class A Ordinary Shares
GRAB Options Overview
IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
GRAB Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 77.7% — elevated vs history
IV/HV 1.39x — IV premium over HV
Sector percentile 47% — below sector median
Front/Back 0.93x — contango
Put/Call IV 1.16x — elevated
ATM IV 55.7% — normal range
Effective IV 80.3% (ATM 55.7% + spread 12.3% + bias) — expensive
Total drag 17.44% (spread 12.29% + slippage 5.15%) — high friction
Vega efficiency 0.30 (vega 0.374 / spread 12.29%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +15% (bullish) — Raw: +3%
|OI skew| 66.2% — call-heavy
Vol skew +29.8%, OI skew +66.2% — aligned
0-DTE 2%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +34%, ATM: +27%, OTM: -23% — strong bullish (ITM/ATM aligned)
Sector P/C percentile 46% — neutral vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 1.3x avg — normal
Vol/OI 2.9% — normal turnover
1 day(s) elevated — may be one-day event
OI change +11.1% (5d) — building
Sector activity percentile 62% — active vs sector
Large trade volume 56% — heavy institutional
Aggressive execution 59% — patient
Conviction +15 (bullish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 12.3% — wide
OI 1,857,434 — deep
Volume 53,911/day — active
$0.61 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 68% — wider than sector
Depth 1,440.4 contracts (bid:652.0 ask:788.4) — deep
Avg slippage 5.15% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -7.0% — contango
IV percentile 78% — seller opportunity
IV kink -2.4pts — no clear event
θ/ν ratio 124.73 — favors income trades
4 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +15% @ 57% consistency — unclear
Score 86 (ITM 20% + inst 56%) — HIGH institutional
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, 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.