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LMATLeMaitre Vascular, Inc.

Options Analysis Report•SURGICAL & MEDICAL INSTRUMENTS & APPARATUS
Market Cap $1.8B|NASDAQ
● 2026-08-31$80.45
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -15.3%YTD +0.3%7D +0.6%
4
30D
±8.6%
2%

LMAT Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

5.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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LMAT Gamma Walls

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Value

Is IV priced right?

8.8
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 44.0% — elevated vs history

<1.05x

IV/HV 0.27x — IV ≤ HV

Sector Relative≤50%

Sector percentile 16% — below sector median

<1.1x

Front/Back 0.72x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 29.3% — normal range

<80%

Effective IV 70.7% (ATM 29.3% + spread 20.7% + bias) — fair

<3.0%

Total drag 20.76% (spread 20.72% + slippage 0.04%) — high friction

≥5.0

Vega efficiency 8.44 (vega 17.482 / spread 20.72%) — efficient

Sentiment

Bullish or bearish?

7.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +100%, Raw: +100%)
|net sentiment| ≥25%

Conviction-weighted: +100% (strong bullish) — Raw: +100%

≥15%

|OI skew| 17.8% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -100.0%, OI skew -17.8% — 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: +100%, ATM: +0%, OTM: +0% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 58% — bearish vs sector

Activity

Unusual activity?

2.3
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.1x avg — normal

≥15%

Vol/OI 0.4% — normal turnover

≥2 days

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

≥5%

OI change +0.8% (5d) — stable

Sector Relative≥60%

Sector activity percentile 20% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +100 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.5
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 20.7% — wide

≥10,000

OI 959 — thin

≥500

Volume 4/day — thin

≤$0.50

$1.04 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 65% — wider than sector

≥100 contracts

Depth 19.0 contracts (bid:9.0 ask:10.0) — thin

<1.0%

Avg slippage 0.04% — excellent

Timing

Is now a good time?

6.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -27.6% — contango

<30 or >70

IV percentile 44% — neutral

≥10pts kink

IV kink 0.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 647.47 — favors income trades

≥3 expirations

2 liquid expirations — limited

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +100% @ 100% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.0
bullishIV cheap, bullish flow
Long Puts5.5
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.4
bullishIV too cheap, bullish flow
Covered Call2.8
bearishIV too cheap, 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 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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