Options/MESO

MESOMesoblast Limited American Depositary Shares

Options Analysis Report

Market Cap $2.3B|NASDAQ

● 2026-08-31$17.44

VERY BULLISH

Analysis: 2026-08-28 EOD data

1Y +32.9%YTD -4.0%7D +4.8%

Options Vol

349

30D

Implied Move

±15.0%

IV Rank

MESO Options Overview

bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for option buyers

Learn

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MESO Gamma Walls

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Value

Is IV priced right?

6.6

ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 50.0% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

Term Structure

<1.1x

Front/Back 0.77x — contango

Skew Normal

<1.25x

Put/Call IV 1.00x — normal

Absolute IV

<80%

ATM IV 0.0% — normal range

Spread-Adjusted Value

<80%

Effective IV 101.9% (ATM 0.0% + spread 51.0% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 70.78% (spread 50.96% + slippage 19.82%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 50.96%) — spread drag

Sentiment

Bullish or bearish?

9.9

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +97%, Raw: +96%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +97% (strong bullish) — Raw: +96%

OI Skew Magnitude

≥15%

|OI skew| 86.7% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +96.0%, OI skew +86.7% — aligned

Conviction Quality

≥2/3 conditions

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

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +90%, ATM: +98%, OTM: +95% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 6% — very bullish vs sector

Activity

Unusual activity?

3.4

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed

Volume Surge

≥1.5x

Volume 0.2x avg — normal

Turnover Rate

≥15%

Vol/OI 1.0% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +4.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 39% — below sector avg

Trade Quality

≥30%

Large trade volume 36% — institutional presence

Execution Urgency

≥60%

Aggressive execution 15% — patient

Flow Conviction

≥30

Conviction +97 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

3.4

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 51.0% — wide

Adequate OI

≥10,000

OI 34,712 — adequate

Active Volume

≥500

Volume 349/day — thin

Reasonable Cost

≤$0.50

$2.55 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

Order Book Depth

≥100 contracts

Depth 106.19999999999999 contracts (bid:80.6 ask:25.6) — adequate

Execution Quality

<1.0%

Avg slippage 19.82% — poor

Timing

Is now a good time?

6.9

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -22.9% — contango

IV Percentile Clarity

<30 or >70

IV percentile 50% — neutral

Event Detection

≥10pts kink

IV kink -30.3pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

Expiration Distribution

≥3 expirations

3 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 +97% @ 99% consistency — STRONG directional (bullish)

Smart Money Timing

≥40 composite score

Score 66 (ITM 20% + inst 36%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls8.2

bullishIV cheap, bullish flow

Long Puts3.9

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put6.2

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.

More on MESO

MESO gamma walls MESO max pain MESO IV rank MESO options flow