AInvestOption Pilot Program
Options/GSL
G

GSLGlobal Ship Lease, Inc.

Options Analysis Report
Market Cap $1.6B|NYSE
● 2026-08-31$44.52
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +47.5%YTD +27.5%7D -0.3%
129
30D
±6.7%
2%

GSL Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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GSL Gamma Walls

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Value

Is IV priced right?

7.7
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 35.6% — elevated vs history

<1.05x

IV/HV 1.05x — IV premium over HV

Sector Relative≤50%

Sector percentile 15% — below sector median

<1.1x

Front/Back 0.84x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 25.6% — normal range

<80%

Effective IV 116.8% (ATM 25.6% + spread 45.6% + bias) — expensive

<3.0%

Total drag 56.77% (spread 45.61% + slippage 11.16%) — high friction

≥5.0

Vega efficiency 2.81 (vega 12.801 / spread 45.61%) — spread drag

Sentiment

Bullish or bearish?

5.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +11%, Raw: +11%)
|net sentiment| ≥25%

Conviction-weighted: +11% (bullish) — Raw: +11%

≥15%

|OI skew| 32.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -13.2%, OI skew +32.1% — 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: -100%, ATM: +92%, OTM: -11% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 80% — very bearish vs sector

Activity

Unusual activity?

2.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.1x avg — normal

≥15%

Vol/OI 1.3% — normal turnover

≥2 days

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

≥5%

OI change +19.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 44% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 26% — patient

≥30

Conviction +11 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 45.6% — wide

≥10,000

OI 10,229 — adequate

≥500

Volume 129/day — thin

≤$0.50

$2.28 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 47% — neutral vs sector

≥100 contracts

Depth 125.9 contracts (bid:58.4 ask:67.5) — adequate

<1.0%

Avg slippage 11.16% — poor

Timing

Is now a good time?

6.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -16.5% — contango

<30 or >70

IV percentile 36% — neutral

≥10pts kink

IV kink -2.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 1561.05 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +11% @ 55% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.9
bullishIV cheap, mixed flow
Long Puts5.8
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.0
bullishIV too cheap, mixed flow
Covered Call3.9
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 GSL

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