AInvestOption Pilot Program
Options/SEMY
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SEMYGraniteShares YieldBOOST Semiconductor ETF

Options Analysis Report
AUM $60M|NASDAQ
● 2026-08-31$13.09
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -46.6%YTD -37.5%7D +0.1%
--
30D
±8.6%
55%

SEMY Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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SEMY Gamma Walls

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Value

Is IV priced right?

2.4
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 97.4% — elevated vs history

<1.05x

IV/HV 5.32x — IV premium over HV

Sector Relative≤50%

Sector percentile 98% — above sector median

<1.1x

Front/Back 1.00x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 114.8% — crisis-level IV

<80%

Effective IV 120.4% (ATM 114.8% + spread 2.8% + bias) — expensive

<3.0%

Total drag 2.80% (spread 2.80% + slippage 0.00%) — acceptable

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 2.80%) — spread drag

Sentiment

Bullish or bearish?

5.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBalanced - Weak signal (P/C: 1.00)
<0.65 or >1.55

P/C 1.00 — balanced (buy/sell unknown)

≥15%

|OI skew| 0.0% — balanced

Same sign, |vol skew| ≥10%

Vol skew +0.0%, OI skew +0.0% — weak (same direction)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

Sector Relative≤40% or ≥60%

Sector P/C percentile 27% — very bullish vs sector

Activity

Unusual activity?

2.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 1.0x avg — normal

≥15%

Vol/OI 0.0% — 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 50% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

3.8
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 2.8% — acceptable

≥10,000

OI 0 — thin

≥500

Volume 0/day — thin

≤$0.50

$0.14 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 98% — much wider than sector

≥100 contracts

Depth 0 contracts (bid:0 ask:0) — thin

<1.0%

Avg slippage 0.00% — excellent

Timing

Is now a good time?

6.0
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 97% — seller 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)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 50% consistency — unclear

≥40 composite score

Score 60 (ITM 20% + inst 30%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls4.0
bullishIV expensive, mixed flow
Long Puts4.0
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put5.7
bullishIV rich premium, mixed flow
Covered Call5.7
bearishIV rich premium, 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 SEMY

SEMY gamma wallsSEMY max painSEMY IV rankSEMY options flow