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PFGCPerformance Food Group Company

Options Analysis Report•WHOLESALE-GROCERIES, GENERAL LINE
Market Cap $15.8B|NYSE
● 2026-08-31$100.85
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -4.1%YTD +14.5%7D -4.7%
37
30D
±8.0%
3%

PFGC Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

4.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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PFGC Gamma Walls

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Value

Is IV priced right?

7.6
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 43.1% — elevated vs history

<1.05x

IV/HV 0.96x — IV ≤ HV

Sector Relative≤50%

Sector percentile 42% — below sector median

<1.1x

Front/Back 0.92x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 28.9% — normal range

<80%

Effective IV 94.6% (ATM 28.9% + spread 32.9% + bias) — expensive

<3.0%

Total drag 52.68% (spread 32.87% + slippage 19.81%) — high friction

≥5.0

Vega efficiency 8.87 (vega 29.142 / spread 32.87%) — efficient

Sentiment

Bullish or bearish?

5.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Weak signal (Conviction: +9%, Raw: -11%)
|net sentiment| ≥25%

Conviction-weighted: +9% (neutral) — Raw: -11%

≥15%

|OI skew| 7.2% — balanced

Same sign, |vol skew| ≥10%

Vol skew +18.9%, OI skew -7.2% — 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: +0%, ATM: +100%, OTM: -20% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 56% — 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 0.1x avg — normal

≥15%

Vol/OI 0.7% — normal turnover

≥2 days

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

≥5%

OI change +9.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 15% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 38% — patient

≥30

Conviction +9 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.4
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 32.9% — wide

≥10,000

OI 5,686 — thin

≥500

Volume 37/day — thin

≤$0.50

$1.64 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 70% — wider than sector

≥100 contracts

Depth 58.900000000000006 contracts (bid:36.7 ask:22.2) — thin

<1.0%

Avg slippage 19.81% — poor

Timing

Is now a good time?

6.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -7.9% — contango

<30 or >70

IV percentile 43% — neutral

≥10pts kink

IV kink -1.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1015.39 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +9% @ 55% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.9
bullishIV cheap, mixed flow
Long Puts5.4
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.1
bullishIV too cheap, mixed flow
Covered Call3.6
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 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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