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IVZInvesco LTD

Options Analysis Report•INVESTMENT ADVICE
Market Cap $14.1B|NYSE
● 2026-09-11$31.93
BULLISH
Analysis: 2026-09-10 EOD data
1Y +41.6%YTD +18.5%7D -3.4%
281
30D
±8.6%
8%

IVZ Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

4.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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IVZ Gamma Walls

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Value

Is IV priced right?

4.6
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 64.4% — elevated vs history

<1.05x

IV/HV 1.47x — IV premium over HV

Sector Relative≤50%

Sector percentile 83% — above sector median

<1.1x

Front/Back 1.04x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 37.2% — normal range

<80%

Effective IV 58.9% (ATM 37.2% + spread 10.9% + bias) — good value

<3.0%

Total drag 14.84% (spread 10.86% + slippage 3.98%) — high friction

≥5.0

Vega efficiency 3.68 (vega 3.993 / spread 10.86%) — spread drag

Sentiment

Bullish or bearish?

6.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: -6%, Raw: -10%)
|net sentiment| ≥25%

Conviction-weighted: -6% (neutral) — Raw: -10%

≥15%

|OI skew| 55.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +56.6%, OI skew +55.1% — aligned

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +64%, ATM: -3%, OTM: -57% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 15% — very bullish vs sector

Activity

Unusual activity?

1.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.3x avg — normal

≥15%

Vol/OI 0.9% — normal turnover

≥2 days

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

≥5%

OI change +1.5% (5d) — stable

Sector Relative≥60%

Sector activity percentile 21% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 44% — patient

≥30

Conviction -6 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.4
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 10.9% — wide

≥10,000

OI 30,112 — adequate

≥500

Volume 281/day — thin

≤$0.50

$0.54 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 84% — much wider than sector

≥100 contracts

Depth 243.60000000000002 contracts (bid:86.8 ask:156.8) — adequate

<1.0%

Avg slippage 3.98% — poor

Timing

Is now a good time?

5.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks3/9 checks passed
|slope| ≥5%

Slope +4.1% — flat/unclear

<30 or >70

IV percentile 64% — neutral

≥10pts kink

IV kink 1.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 175.14 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -6% @ 53% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.0
bullishIV fair, bullish flow
Long Puts4.3
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.4
bullishIV fair, bullish flow
Covered Call4.5
bearishIV fair, bullish flow

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.

More on IVZ

IVZ gamma wallsIVZ option chainIVZ max painIVZ expected moveIVZ IV rankIVZ put/call ratioIVZ options flow