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MTArcelorMittal

Options Analysis Report
Market Cap $56.1B|NYSE
● 2026-08-31$74.39
BULLISH
Analysis: 2026-08-28 EOD data
1Y +129.3%YTD +57.6%7D +2.4%
533
30D
±11.3%
6%

MT Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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MT Gamma Walls

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Value

Is IV priced right?

7.1
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 63.9% — elevated vs history

<1.05x

IV/HV 1.20x — IV premium over HV

Sector Relative≤50%

Sector percentile 39% — below sector median

<1.1x

Front/Back 1.03x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 40.2% — normal range

<80%

Effective IV 63.1% (ATM 40.2% + spread 11.4% + bias) — good value

<3.0%

Total drag 15.09% (spread 11.43% + slippage 3.66%) — high friction

≥5.0

Vega efficiency 4.76 (vega 5.438 / spread 11.43%) — spread drag

Sentiment

Bullish or bearish?

7.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +16%, Raw: +23%)
|net sentiment| ≥25%

Conviction-weighted: +16% (bullish) — Raw: +23%

≥15%

|OI skew| 8.0% — balanced

Same sign, |vol skew| ≥10%

Vol skew +31.7%, OI skew +8.0% — 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: -56%, OTM: +46% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 53% — neutral vs sector

Activity

Unusual activity?

2.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 1.0% — normal turnover

≥2 days

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

≥5%

OI change +4.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 29% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 24% — patient

≥30

Conviction +16 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.4
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 11.4% — wide

≥10,000

OI 52,663 — deep

≥500

Volume 533/day — adequate

≤$0.50

$0.57 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 66% — wider than sector

≥100 contracts

Depth 307.1 contracts (bid:183.2 ask:123.9) — adequate

<1.0%

Avg slippage 3.66% — poor

Timing

Is now a good time?

6.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope +2.6% — flat/unclear

<30 or >70

IV percentile 64% — neutral

≥10pts kink

IV kink 2.7pts — no clear event

<0.5 or >2.0

θ/ν ratio 63.38 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +16% @ 58% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.2
bullishIV cheap, bullish flow
Long Puts5.0
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.9
bullishIV too cheap, bullish flow
Covered Call3.6
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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MT gamma wallsMT max painMT IV rankMT options flow