LNNLindsay Corporation
LNN Options Overview
bullish flow. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
LNN Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 51.2% — elevated vs history
IV/HV 1.34x — IV premium over HV
Sector percentile 32% — below sector median
Front/Back 0.89x — contango
Put/Call IV 1.16x — elevated
ATM IV 32.8% — normal range
Effective IV 416.8% (ATM 32.8% + spread 192.0% + bias) — expensive
Total drag 192.00% (spread 192.00% + slippage 0.00%) — high friction
Vega efficiency 0.56 (vega 10.792 / spread 192.00%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
P/C 0.00 — call-heavy (buy/sell unknown)
|OI skew| 95.0% — call-heavy
Vol skew +100.0%, OI skew +95.0% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +0%, ATM: +0%, OTM: +0% — neutral (ITM/ATM divergent)
Sector P/C percentile 50% — neutral vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.2x avg — normal
Vol/OI 0.0% — normal turnover
1 day(s) elevated — may be one-day event
OI change +0.5% (5d) — stable
Sector activity percentile 3% — quiet vs sector
Large trade volume 0% — mostly retail
Aggressive execution 0% — patient
Conviction +0 (neutral) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 192.0% — wide
OI 2,490 — thin
Volume 1/day — thin
$9.60 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 58% — neutral vs sector
Depth 34.0 contracts (bid:10.0 ask:24.0) — thin
Avg slippage 0.00% — excellent
Timing
Is now a good time?
Considers earnings proximity,
Slope -11.2% — contango
IV percentile 51% — neutral
IV kink -3.2pts — no clear event
θ/ν ratio 140.52 — favors income trades
3 liquid expirations — flexible
safe window: No events detected
Spread ratio 1.00x — stable
Flow +0% @ 50% consistency — unclear
Score 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
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.