AInvestOption Pilot Program
Options/QRFT
Q

QRFT

Options Analysis Report
Market Cap: --
● 2026-07-22$69.71
NEUTRAL
Analysis: 2026-07-21 EOD data
1Y +19.3%YTD +11.6%7D +0.0%
3
30D
±8.6%
4%

QRFT Options Overview

IV is low with bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
Loading score history...

QRFT Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

8.9
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 1.6% — cheap vs history

<1.05x

IV/HV 0.69x — IV ≤ HV

Sector Relative≤50%

Sector percentile 2% — below sector median

<1.1x

Front/Back 1.00x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 8.8% — normal range

<80%

Effective IV 79.9% (ATM 8.8% + spread 35.6% + bias) — fair

<3.0%

Total drag 53.53% (spread 35.57% + slippage 17.96%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 35.57%) — spread drag

Sentiment

Bullish or bearish?

5.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +38%, Raw: +33%)
|net sentiment| ≥25%

Conviction-weighted: +38% (strong bullish) — Raw: +33%

≥15%

|OI skew| 47.4% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -33.3%, OI skew +47.4% — 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: +0% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

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

Activity

Unusual activity?

5.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks5/9 checks passed
≥1.5x

Volume 0.8x avg — normal

≥15%

Vol/OI 15.8% — high turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change +58.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 89% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 100% — highly urgent

≥30

Conviction +38 (bullish) — moderate

Liquidity

Can I trade efficiently?

1.9
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 35.6% — wide

≥10,000

OI 19 — thin

≥500

Volume 3/day — thin

≤$0.50

$1.78 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 27% — tighter than sector

≥100 contracts

Depth 2.0 contracts (bid:1.0 ask:1.0) — thin

<1.0%

Avg slippage 17.96% — poor

Timing

Is now a good time?

5.8
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 2% — buyer opportunity

≥10pts kink

IV kink 0.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

1 liquid expirations — limited

≥60% (safe)

acceptable: No earnings detected; FOMC in 7d

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +38% @ 67% consistency — moderate (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.3
bullishIV cheap, mixed flow
Long Puts5.8
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put3.6
bullishIV too cheap, mixed flow
Covered Call3.1
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.

More on QRFT

QRFT gamma wallsQRFT max painQRFT IV rankQRFT options flow