ROSTRoss Stores Inc
Options Analysis Report•RETAIL-FAMILY CLOTHING STORES
Market Cap $73.0B|NASDAQ
● 2026-06-09$227.42
BULLISH
Analysis: 2026-06-08 EOD data
1Y +60.0%YTD +24.5%7D +1.6%
Options Vol
6,299
30D
Implied Move
±8.3%
IV Rank
26%
ROST Options Overview
IV is low with unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
8.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks8/9 checks passed
IV Rank
≤35%IV Rank 28.1% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 0.69x — IV ≤ HV
Sector Relative≤50%
Sector percentile 8% — below sector median
Term Structure
<1.1xFront/Back 1.06x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 30.2% — normal range
Spread-Adjusted Value
<80%Effective IV 41.3% (ATM 30.2% + spread 5.5% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 10.12% (spread 5.54% + slippage 4.58%) — high friction
Vega Efficiency
≥5.0Vega efficiency 36.31 (vega 20.119 / spread 5.54%) — efficient
Sentiment
Bullish or bearish?
7.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Moderate signal (Conviction: +40%, Raw: +34%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +40% (strong bullish) — Raw: +34%
OI Skew Magnitude
≥15%|OI skew| 39.7% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +37.7%, OI skew -39.7% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +32%, ATM: -56%, OTM: +55% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 24% — very bullish vs sector
Activity
Unusual activity?
5.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 1.2x avg — normal
Turnover Rate
≥15%Vol/OI 14.4% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +0.8% (5d) — stable
Sector Relative≥60%
Sector activity percentile 92% — very active vs sector
Trade Quality
≥30%Large trade volume 40% — institutional presence
Execution Urgency
≥60%Aggressive execution 47% — patient
Flow Conviction
≥30Conviction +40 (bullish) — moderate
Liquidity
Can I trade efficiently?
5.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 5.5% — wide
Adequate OI
≥10,000OI 43,664 — adequate
Active Volume
≥500Volume 6,299/day — active
Reasonable Cost
≤$0.50$0.28 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 10% — much tighter than sector
Order Book Depth
≥100 contractsDepth 79.3 contracts (bid:52.3 ask:27.0) — thin
Execution Quality
<1.0%Avg slippage 4.58% — poor
Timing
Is now a good time?
6.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +6.3% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 28% — buyer opportunity
Event Detection
≥10pts kinkIV kink 3.5pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 125.19 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: CPI in 1d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +40% @ 70% consistency — moderate (bullish)
Smart Money Timing
≥40 composite scoreScore 70 (ITM 20% + inst 40%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls7.5
bullishIV cheap, bullish flow
Long Puts5.9
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.9
bullishIV too cheap, bullish flow
Covered Call3.5
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.