bullish flow. Conditions favor option buyers.
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 50.0% — elevated vs history
IV/HV 1.00x — IV ≤ HV
Sector percentile 50% — below sector median
Front/Back 1.00x — flat
Put/Call IV 1.00x — normal
ATM IV 0.0% — normal range
Effective IV 290.9% (ATM 0.0% + spread 145.4% + bias) — expensive
Total drag 164.75% (spread 145.45% + slippage 19.30%) — high friction
Vega efficiency 0.00 (vega 0.000 / spread 145.45%) — spread drag
Bullish or bearish?
Analyzes
Conviction-weighted: +100% (strong bullish) — Raw: +100%
|OI skew| 88.7% — call-heavy
Vol skew +100.0%, OI skew +88.7% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +0%, ATM: +0%, OTM: +100% — neutral (ITM/ATM divergent)
Sector P/C percentile 50% — neutral vs sector
Unusual activity?
Detects volume surges,
Volume 0.4x avg — normal
Vol/OI 0.2% — normal turnover
Top 3 strikes = 50% — dispersed
1 day(s) elevated — may be one-day event
OI change +1.3% (5d) — stable
Sector activity percentile 12% — quiet vs sector
Large trade volume 0% — mostly retail
Aggressive execution 50% — patient
Conviction +100 (bullish) — strong conviction
Can I trade efficiently?
Evaluates
Spread 145.4% — wide
OI 2,734 — thin
Volume 6/day — thin
$7.27 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 0% — much tighter than sector
Depth 121.5 contracts (bid:15.5 ask:106.0) — adequate
Avg slippage 19.30% — poor
Is now a good time?
Considers earnings proximity,
Slope +0.0% — flat/unclear
IV percentile 50% — neutral
IV kink 0.0pts — no clear event
θ/ν ratio 1.00 — favors mixed
3 liquid expirations — flexible
safe window: No earnings detected
Spread ratio 1.00x — stable
Flow +100% @ 100% consistency — STRONG directional (bullish)
Score 30 (ITM 20% + inst 0%) — retail dominated
For educational purposes only. Not investment advice.