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NICENICE Ltd

Options Analysis Report
Market Cap $5.7B|NASDAQ
● 2026-09-11$98.04
NEUTRAL
Analysis: 2026-09-10 EOD data
1Y -31.3%YTD -12.4%7D -7.1%
138
30D
±8.6%
18%

NICE Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

4.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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NICE Gamma Walls

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Value

Is IV priced right?

7.2
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 67.3% — elevated vs history

<1.05x

IV/HV 1.07x — IV premium over HV

Sector Relative≤50%

Sector percentile 28% — below sector median

<1.1x

Front/Back 0.97x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 46.2% — normal range

<80%

Effective IV 70.5% (ATM 46.2% + spread 12.2% + bias) — fair

<3.0%

Total drag 25.72% (spread 12.16% + slippage 13.56%) — high friction

≥5.0

Vega efficiency 10.11 (vega 12.293 / spread 12.16%) — efficient

Sentiment

Bullish or bearish?

4.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -5%, Raw: +12%)
|net sentiment| ≥25%

Conviction-weighted: -5% (neutral) — Raw: +12%

≥15%

|OI skew| 33.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -20.3%, OI skew +33.1% — divergent (opposite)

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -76%, ATM: +0%, OTM: +29% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 84% — very 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 0.2x avg — normal

≥15%

Vol/OI 0.3% — normal turnover

≥2 days

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

≥5%

OI change +5.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 17% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 33% — patient

≥30

Conviction -5 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 12.2% — wide

≥10,000

OI 45,076 — adequate

≥500

Volume 138/day — thin

≤$0.50

$0.61 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 57% — neutral vs sector

≥100 contracts

Depth 74.6 contracts (bid:37.9 ask:36.7) — thin

<1.0%

Avg slippage 13.56% — poor

Timing

Is now a good time?

6.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks3/9 checks passed
|slope| ≥5%

Slope -3.0% — flat/unclear

<30 or >70

IV percentile 67% — neutral

≥10pts kink

IV kink -0.9pts — no clear event

<0.5 or >2.0

θ/ν ratio 152.33 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -5% @ 52% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.4
bullishIV cheap, mixed flow
Long Puts5.9
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put3.8
bullishIV too cheap, mixed flow
Covered Call4.4
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, 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 NICE

NICE gamma wallsNICE option chainNICE max painNICE expected moveNICE IV rankNICE put/call ratioNICE options flow