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SCHLScholastic Corp

Options Analysis Report•BOOKS: PUBLISHING OR PUBLISHING & PRINTING
Market Cap $735M|NASDAQ
● 2026-08-31$38.96
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +54.1%YTD +30.0%7D -3.3%
195
30D
±17.8%
24%

SCHL Options Overview

unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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SCHL Gamma Walls

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Value

Is IV priced right?

5.8
ExpensiveCheap

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

levels.

Risk Checks5/9 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 1.35x — backwardation

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 55.6% (ATM 0.0% + spread 27.8% + bias) — good value

<3.0%

Total drag 33.47% (spread 27.82% + slippage 5.65%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 27.82%) — spread drag

Sentiment

Bullish or bearish?

5.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +15%, Raw: +14%)
|net sentiment| ≥25%

Conviction-weighted: +15% (bullish) — Raw: +14%

≥15%

|OI skew| 51.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -3.6%, OI skew +51.7% — 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: +23%, OTM: +5% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 83% — very bearish vs sector

Activity

Unusual activity?

3.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.8x avg — normal

≥15%

Vol/OI 12.1% — normal turnover

≥2 days

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

≥5%

OI change +0.0% (5d) — stable

Sector Relative≥60%

Sector activity percentile 90% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 33% — patient

≥30

Conviction +15 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 27.8% — wide

≥10,000

OI 1,608 — thin

≥500

Volume 195/day — thin

≤$0.50

$1.39 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 28.8 contracts (bid:13.3 ask:15.5) — thin

<1.0%

Avg slippage 5.65% — poor

Timing

Is now a good time?

6.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +34.7% — backwardation

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink 12.9pts — event priced

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: Earnings in 17d (low risk)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +15% @ 57% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.4
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.8
bullishIV fair, mixed flow
Covered Call4.4
bearishIV fair, 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 SCHL

SCHL gamma wallsSCHL max painSCHL IV rankSCHL options flow