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SEZLSezzle Inc. Common Stock

Options Analysis Report•SERVICES-BUSINESS SERVICES, NEC
Market Cap $4.2B|NASDAQ
● 2026-08-31$124.12
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +37.2%YTD +90.5%7D +5.2%
507
30D
±18.1%
14%

SEZL Options Overview

IV is elevated. No clear edge detected.

REWARDS

RISK ANALYSIS

4.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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SEZL Gamma Walls

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Value

Is IV priced right?

5.6
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 91.2% — elevated vs history

<1.05x

IV/HV 0.47x — IV ≤ HV

Sector Relative≤50%

Sector percentile 94% — above sector median

<1.1x

Front/Back 0.81x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 75.4% — normal range

<80%

Effective IV 108.6% (ATM 75.4% + spread 16.6% + bias) — expensive

<3.0%

Total drag 21.87% (spread 16.58% + slippage 5.29%) — high friction

≥5.0

Vega efficiency 23.85 (vega 39.544 / spread 16.58%) — efficient

Sentiment

Bullish or bearish?

6.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -9%, Raw: -12%)
|net sentiment| ≥25%

Conviction-weighted: -9% (neutral) — Raw: -12%

≥15%

|OI skew| 12.9% — balanced

Same sign, |vol skew| ≥10%

Vol skew +45.2%, OI skew +12.9% — aligned

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +6%, ATM: -26%, OTM: -9% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 16% — very bullish vs sector

Activity

Unusual activity?

2.3
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 1.5% — normal turnover

≥2 days

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

≥5%

OI change +4.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 40% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 21% — patient

≥30

Conviction -9 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.8
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 16.6% — wide

≥10,000

OI 33,262 — adequate

≥500

Volume 507/day — adequate

≤$0.50

$0.83 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 96% — much wider than sector

≥100 contracts

Depth 77.1 contracts (bid:43.1 ask:34.0) — thin

<1.0%

Avg slippage 5.29% — poor

Timing

Is now a good time?

7.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -19.1% — contango

<30 or >70

IV percentile 91% — seller opportunity

≥10pts kink

IV kink -10.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 577.29 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -9% @ 55% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.6
bullishIV fair, bullish flow
Long Puts4.8
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.1
bullishIV fair, bullish flow
Covered Call4.3
bearishIV fair, bullish 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 SEZL

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