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Options/MRUT
M

MRUT

Options Analysis Report
Market Cap: --
● 2026-08-31$297.24
BEARISH
Analysis: 2026-08-28 EOD data
1Y +0.0%YTD +0.0%7D +0.0%
83
30D
±6.2%
64%
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MRUT Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

4.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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MRUT Gamma Walls

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Value

Is IV priced right?

5.7
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 37.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 37% — below sector median

<1.1x

Front/Back 1.80x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 26.4% — normal range

<80%

Effective IV 84.3% (ATM 26.4% + spread 29.0% + bias) — expensive

<3.0%

Total drag 34.62% (spread 28.97% + slippage 5.65%) — high friction

≥5.0

Vega efficiency 0.37 (vega 1.072 / spread 28.97%) — spread drag

Sentiment

Bullish or bearish?

3.6
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +0%, Raw: +2%)
|net sentiment| ≥25%

Conviction-weighted: +0% (neutral) — Raw: +2%

≥15%

|OI skew| 47.9% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -32.5%, OI skew -47.9% — aligned

≥2/3 conditions

0-DTE 3%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +0%, OTM: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 90% — very bearish vs sector

Activity

Unusual activity?

3.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.8x avg — normal

≥15%

Vol/OI 11.4% — normal turnover

≥2 days

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

≥5%

OI change +2.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 90% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 12% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

2.2
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 29.0% — wide

≥10,000

OI 726 — thin

≥500

Volume 83/day — thin

≤$0.50

$1.45 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 60% — neutral vs sector

≥100 contracts

Depth 31.9 contracts (bid:14.9 ask:17.0) — thin

<1.0%

Avg slippage 5.65% — poor

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 +79.8% — backwardation

<30 or >70

IV percentile 37% — neutral

≥10pts kink

IV kink 14.7pts — event priced

<0.5 or >2.0

θ/ν ratio 0.60 — favors mixed

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 51% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.6
bullishIV fair, bearish flow
Long Puts5.6
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.0
bullishIV fair, bearish flow
Covered Call5.0
bearishIV fair, bearish 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 MRUT

MRUT gamma wallsMRUT max painMRUT IV rankMRUT options flow