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QFINQfin Holdings, Inc. American Depositary Shares

Options Analysis Report
Market Cap $1.1B|NASDAQ
● 2026-08-31$8.80
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -70.3%YTD -53.8%7D -19.9%
888
30D
±8.6%
17%

QFIN 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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QFIN 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 Checks6/9 checks passed
≤35%

IV Rank 50.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 1.00x — flat

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 38.8% (ATM 0.0% + spread 19.4% + bias) — excellent value

<3.0%

Total drag 28.08% (spread 19.38% + slippage 8.70%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 19.38%) — spread drag

Sentiment

Bullish or bearish?

3.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -21%, Raw: -24%)
|net sentiment| ≥25%

Conviction-weighted: -21% (bearish) — Raw: -24%

≥15%

|OI skew| 41.9% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -30.6%, OI skew +41.9% — 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: -13%, ATM: +0%, OTM: -29% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 93% — very bearish vs sector

Activity

Unusual activity?

3.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 2.4% — normal turnover

≥2 days

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

≥5%

OI change +41.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 51% — neutral vs sector

≥30%

Large trade volume 12% — mostly retail

≥60%

Aggressive execution 52% — patient

≥30

Conviction -21 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.6
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 19.4% — wide

≥10,000

OI 37,276 — adequate

≥500

Volume 888/day — adequate

≤$0.50

$0.97 to cross — expensive

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 625.5 contracts (bid:435.3 ask:190.2) — deep

<1.0%

Avg slippage 8.70% — poor

Timing

Is now a good time?

5.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +0.0% — flat/unclear

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink 0.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥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 -21% @ 60% consistency — unclear

≥40 composite score

Score 42 (ITM 20% + inst 12%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls5.0
bullishIV cheap, bearish flow
Long Puts5.9
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put3.9
bullishIV too cheap, bearish flow
Covered Call4.8
bearishIV too cheap, 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 QFIN

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