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HAEHaemonetics Corporation

Options Analysis Report•SURGICAL & MEDICAL INSTRUMENTS & APPARATUS
Market Cap $4.7B|NYSE
● 2026-08-31$103.96
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +94.2%YTD +30.0%7D -4.1%
19
30D
±8.9%
8%

HAE Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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HAE Gamma Walls

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Value

Is IV priced right?

8.1
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 64.3% — elevated vs history

<1.05x

IV/HV 0.68x — IV ≤ HV

Sector Relative≤50%

Sector percentile 35% — below sector median

<1.1x

Front/Back 0.70x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 40.4% — normal range

<80%

Effective IV 59.1% (ATM 40.4% + spread 9.4% + bias) — good value

<3.0%

Total drag 15.21% (spread 9.37% + slippage 5.84%) — high friction

≥5.0

Vega efficiency 32.41 (vega 30.364 / spread 9.37%) — efficient

Sentiment

Bullish or bearish?

4.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Weak signal (Conviction: +2%, Raw: +5%)
|net sentiment| ≥25%

Conviction-weighted: +2% (neutral) — Raw: +5%

≥15%

|OI skew| 60.9% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -15.8%, OI skew +60.9% — 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: -50%, ATM: +60%, OTM: -60% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

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

Activity

Unusual activity?

1.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.1x avg — normal

≥15%

Vol/OI 0.6% — normal turnover

≥2 days

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

≥5%

OI change +3.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 28% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 18% — patient

≥30

Conviction +2 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.1
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 9.4% — wide

≥10,000

OI 3,236 — thin

≥500

Volume 19/day — thin

≤$0.50

$0.47 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 73% — wider than sector

≥100 contracts

Depth 39.6 contracts (bid:21.6 ask:18.0) — thin

<1.0%

Avg slippage 5.84% — poor

Timing

Is now a good time?

6.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -29.8% — contango

<30 or >70

IV percentile 64% — neutral

≥10pts kink

IV kink -8.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 786.62 — 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 +2% @ 53% 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 Puts6.1
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put3.9
bullishIV too cheap, mixed flow
Covered Call4.0
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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