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SIEBSiebert Financial Corp

Options Analysis Report•SECURITY BROKERS, DEALERS & FLOTATION COMPANIES
Market Cap $90M|NASDAQ
● 2026-08-31$2.19
BULLISH
Analysis: 2026-08-28 EOD data
1Y -15.1%YTD -39.0%7D +3.8%
61
30D
±8.6%
50%

SIEB Options Overview

bullish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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SIEB Gamma Walls

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Value

Is IV priced right?

5.3
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 1.00x — flat

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 206.9% (ATM 0.0% + spread 103.5% + bias) — expensive

<3.0%

Total drag 129.67% (spread 103.45% + slippage 26.22%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 103.45%) — spread drag

Sentiment

Bullish or bearish?

5.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -27%, Raw: -29%)
|net sentiment| ≥25%

Conviction-weighted: -27% (bearish) — Raw: -29%

≥15%

|OI skew| 100.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +100.0% — 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: +0%, ATM: +0%, OTM: -29% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

6.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed
≥1.5x

Volume 1.8x avg — elevated

≥15%

Vol/OI 20.0% — high turnover

≥2 days

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

≥5%

OI change +0.3% (5d) — stable

Sector Relative≥60%

Sector activity percentile 92% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 60% — urgent

≥30

Conviction -27 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.9
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 103.5% — wide

≥10,000

OI 305 — thin

≥500

Volume 61/day — thin

≤$0.50

$5.17 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 61.2 contracts (bid:29.6 ask:31.6) — thin

<1.0%

Avg slippage 26.22% — poor

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 50% — neutral

≥10pts kink

IV kink 0.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -27% @ 67% consistency — moderate (bearish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.1
bullishIV fair, mixed flow
Long Puts4.8
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.

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