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S

SCVL

Options Analysis Report
Market Cap: --
● 2026-06-12$17.43
NEUTRAL
Analysis: 2026-06-11 EOD data
1Y -18.7%YTD -0.4%7D +0.0%
22
30D
±8.6%
1%

SCVL Options Overview

Mixed signals. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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SCVL 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 Checks4/9 checks passed
≤35%

IV Rank 64.7% — elevated vs history

<1.05x

IV/HV 0.99x — IV ≤ HV

Sector Relative≤50%

Sector percentile 55% — above sector median

<1.1x

Front/Back 0.85x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 48.9% — normal range

<80%

Effective IV 84.1% (ATM 48.9% + spread 17.6% + bias) — expensive

<3.0%

Total drag 27.85% (spread 17.59% + slippage 10.26%) — high friction

≥5.0

Vega efficiency 1.24 (vega 2.180 / spread 17.59%) — spread drag

Sentiment

Bullish or bearish?

5.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +11%, Raw: +12%)
|net sentiment| ≥25%

Conviction-weighted: +11% (bullish) — Raw: +12%

≥15%

|OI skew| 11.8% — balanced

Same sign, |vol skew| ≥10%

Vol skew +0.0%, OI skew +11.8% — 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: +60%, ATM: -33%, OTM: +0% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 62% — bearish vs sector

Activity

Unusual activity?

1.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/9 checks passed
≥1.5x

Volume 0.1x avg — normal

≥15%

Vol/OI 1.0% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change +0.7% (5d) — stable

Sector Relative≥60%

Sector activity percentile 32% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 38% — patient

≥30

Conviction +11 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.3
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 17.6% — wide

≥10,000

OI 2,115 — thin

≥500

Volume 22/day — thin

≤$0.50

$0.88 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 75% — wider than sector

≥100 contracts

Depth 67.1 contracts (bid:23.9 ask:43.2) — thin

<1.0%

Avg slippage 10.26% — poor

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -14.8% — contango

<30 or >70

IV percentile 65% — neutral

≥10pts kink

IV kink -4.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 163.88 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

acceptable: No earnings detected; FOMC in 5d

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +11% @ 54% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.6
bullishIV cheap, mixed flow
Long Puts5.3
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.4
bullishIV too cheap, mixed flow
Covered Call4.1
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 SCVL

SCVL gamma wallsSCVL max painSCVL IV rankSCVL options flow