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KLACKLA Corporation Common Stock

Options Analysis Report•OPTICAL INSTRUMENTS & LENSES
Market Cap $229.4B|NASDAQ
● 2026-08-28$175.54
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +101.3%YTD +37.7%7D -4.6%
10,221
30D
±14.7%
21%

KLAC Options Overview

IV is elevated with bearish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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KLAC Gamma Walls

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Value

Is IV priced right?

4.8
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 94.4% — elevated vs history

<1.05x

IV/HV 1.28x — IV premium over HV

Sector Relative≤50%

Sector percentile 79% — above sector median

<1.1x

Front/Back 0.86x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 57.1% — normal range

<80%

Effective IV 72.0% (ATM 57.1% + spread 7.5% + bias) — fair

<3.0%

Total drag 11.80% (spread 7.47% + slippage 4.33%) — high friction

≥5.0

Vega efficiency 53.33 (vega 39.839 / spread 7.47%) — efficient

Sentiment

Bullish or bearish?

4.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +27%, Raw: +15%)
|net sentiment| ≥25%

Conviction-weighted: +27% (bullish) — Raw: +15%

≥15%

|OI skew| 21.1% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -26.6%, OI skew -21.1% — aligned

≥2/3 conditions

0-DTE 21%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +69%, ATM: -12%, OTM: +3% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 93% — very bearish vs sector

Activity

Unusual activity?

3.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 2.4% — normal turnover

≥2 days

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

≥5%

OI change -14.5% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 20% — quiet vs sector

≥30%

Large trade volume 31% — institutional presence

≥60%

Aggressive execution 31% — patient

≥30

Conviction +27 (bullish) — mixed

Liquidity

Can I trade efficiently?

4.9
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 7.5% — wide

≥10,000

OI 434,568 — deep

≥500

Volume 10,221/day — active

≤$0.50

$0.37 to cross — cheap

≥5 strikes

2 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 79% — wider than sector

≥100 contracts

Depth 101.8 contracts (bid:39.8 ask:62.0) — adequate

<1.0%

Avg slippage 4.33% — poor

Timing

Is now a good time?

8.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed
|slope| ≥5%

Slope -14.2% — contango

<30 or >70

IV percentile 94% — seller opportunity

≥10pts kink

IV kink -5.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 362.83 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +27% @ 64% consistency — moderate (bullish)

≥40 composite score

Score 61 (ITM 20% + inst 31%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.2
bullishIV fair, mixed flow
Long Puts5.6
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.3
bullishIV fair, mixed flow
Covered Call5.7
bearishIV fair, 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.