Options/IOT

IOTSamsara Inc.

Options Analysis Report•SERVICES-COMPUTER INTEGRATED SYSTEMS DESIGN

Market Cap $24.0B|NYSE

● 2026-08-28$41.16

NEUTRAL

Analysis: 2026-08-27 EOD data

1Y +13.9%YTD +21.3%7D +3.1%

Options Vol

4,463

30D

Implied Move

±23.6%

IV Rank

34%

IOT Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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IOT Gamma Walls

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Value

Is IV priced right?

2.8

ExpensiveCheap

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

levels.

Risk Checks2/9 checks passed

IV Rank

≤35%

IV Rank 90.9% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.74x — IV premium over HV

Sector Relative≤50%

Sector percentile 84% — above sector median

Term Structure

<1.1x

Front/Back 1.64x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 80.8% — crisis-level IV

Spread-Adjusted Value

<80%

Effective IV 96.9% (ATM 80.8% + spread 8.1% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 13.55% (spread 8.07% + slippage 5.48%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 5.81 (vega 4.693 / spread 8.07%) — acceptable

Sentiment

Bullish or bearish?

5.9

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -10%, Raw: -3%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -10% (bearish) — Raw: -3%

OI Skew Magnitude

≥15%

|OI skew| 30.1% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +23.2%, OI skew +30.1% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 14%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -57%, ATM: -8%, OTM: +7% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 60% — bearish vs sector

Activity

Unusual activity?

2.8

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed

Volume Surge

≥1.5x

Volume 0.8x avg — normal

Turnover Rate

≥15%

Vol/OI 3.3% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change -13.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 51% — neutral vs sector

Trade Quality

≥30%

Large trade volume 3% — mostly retail

Execution Urgency

≥60%

Aggressive execution 43% — patient

Flow Conviction

≥30

Conviction -10 (bearish) — mixed

Liquidity

Can I trade efficiently?

4.2

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks4/8 checks passed

Tradeable Spread

≤5.0%

Spread 8.1% — wide

Adequate OI

≥10,000

OI 136,319 — deep

Active Volume

≥500

Volume 4,463/day — adequate

Reasonable Cost

≤$0.50

$0.40 to cross — cheap

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 90% — much wider than sector

Order Book Depth

≥100 contracts

Depth 194.4 contracts (bid:115.7 ask:78.7) — adequate

Execution Quality

<1.0%

Avg slippage 5.48% — poor

Timing

Is now a good time?

7.7

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +63.5% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 91% — seller opportunity

Event Detection

≥10pts kink

IV kink 38.0pts — event priced

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 72.42 — favors income trades

Expiration Distribution

≥3 expirations

5 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No earnings detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -10% @ 55% consistency — unclear

Smart Money Timing

≥40 composite score

Score 33 (ITM 20% + inst 3%) — retail dominated

Directional Strategy Fit

Option Buyers

Long Calls4.9

bullishIV expensive, mixed flow

Long Puts4.2

bearishIV expensive, mixed flow

Premium Sellers

Cash-Secured Put6.2

bullishIV rich premium, mixed flow

Covered Call5.6

bearishIV rich premium, mixed flow

For educational purposes only. Not investment advice.

Earnings · week of Aug 31

Options price a ±11.7% move into IOT's Sep 3 earnings

IOT reports on Thursday, September 3 after the close. The at-the-money straddle covering that report prices a ±11.7% move — roughly $36.34 to $45.98 from $41.16. IOT has averaged ±12.4% on its last 7 earnings reactions (biggest: 20%), so this print is priced at 0.9× its own history.

FAIRLY PRICEDimplied ±11.7%history ±12.4%Sep 4 expiry

See the implied move for every US stock reporting the week of Aug 31

Implied move = the live at-the-money straddle for the expiry covering the report (Sep 4); it shifts intraday. Historical move = the average of IOT’s own 1-day earnings reactions over its last reported quarters — a reference, not a forecast.