AInvestOption Pilot Program
Options/ROBO
R

ROBOROBO Global Robotics & Automation Index ETF

Options Analysis Report
AUM $2.0B|ARCX
● 2026-08-31$80.64
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +28.9%YTD +14.0%7D +0.8%
18
30D
±8.0%
7%

ROBO Options Overview

bearish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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ROBO Gamma Walls

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Value

Is IV priced right?

6.2
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 42.8% — elevated vs history

<1.05x

IV/HV 1.11x — IV premium over HV

Sector Relative≤50%

Sector percentile 63% — above sector median

<1.1x

Front/Back 0.97x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 28.8% — normal range

<80%

Effective IV 145.5% (ATM 28.8% + spread 58.4% + bias) — expensive

<3.0%

Total drag 77.21% (spread 58.35% + slippage 18.86%) — high friction

≥5.0

Vega efficiency 4.00 (vega 23.328 / spread 58.35%) — spread drag

Sentiment

Bullish or bearish?

5.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +43%, Raw: +33%)
|net sentiment| ≥25%

Conviction-weighted: +43% (strong bullish) — Raw: +33%

≥15%

|OI skew| 45.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -88.9%, OI skew +45.7% — 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: +43%, OTM: +0% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 99% — very bearish vs sector

Activity

Unusual activity?

3.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 0.8% — normal turnover

≥2 days

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

≥5%

OI change +6.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 27% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 57% — patient

≥30

Conviction +43 (bullish) — moderate

Liquidity

Can I trade efficiently?

2.3
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 58.4% — wide

≥10,000

OI 2,138 — thin

≥500

Volume 18/day — thin

≤$0.50

$2.92 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 72% — wider than sector

≥100 contracts

Depth 354.4 contracts (bid:283.0 ask:71.4) — adequate

<1.0%

Avg slippage 18.86% — poor

Timing

Is now a good time?

6.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -3.1% — flat/unclear

<30 or >70

IV percentile 43% — neutral

≥10pts kink

IV kink -0.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 1132.45 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +43% @ 71% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.6
bullishIV cheap, mixed flow
Long Puts5.0
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.7
bullishIV too cheap, mixed flow
Covered Call4.0
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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