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SIMOSilicon Motion Technology Corporation

Options Analysis Report
Market Cap $8.3B|NASDAQ
● 2026-08-31$245.81
BULLISH
Analysis: 2026-08-28 EOD data
1Y +208.0%YTD +162.2%7D +1.1%
1,241
30D
±21.4%
44%

SIMO Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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SIMO Gamma Walls

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Value

Is IV priced right?

4.2
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 93.3% — elevated vs history

<1.05x

IV/HV 0.87x — IV ≤ HV

Sector Relative≤50%

Sector percentile 88% — above sector median

<1.1x

Front/Back 0.89x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 82.4% — crisis-level IV

<80%

Effective IV 100.6% (ATM 82.4% + spread 9.1% + bias) — expensive

<3.0%

Total drag 12.44% (spread 9.11% + slippage 3.33%) — high friction

≥5.0

Vega efficiency 25.85 (vega 23.551 / spread 9.11%) — efficient

Sentiment

Bullish or bearish?

5.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -20%, Raw: -3%)
|net sentiment| ≥25%

Conviction-weighted: -20% (bearish) — Raw: -3%

≥15%

|OI skew| 49.9% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +32.3%, OI skew +49.9% — 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: +15%, ATM: +71%, OTM: -6% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 49% — neutral 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 0.6x avg — normal

≥15%

Vol/OI 3.5% — normal turnover

≥2 days

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

≥5%

OI change +6.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 58% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 28% — patient

≥30

Conviction -20 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.6
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 9.1% — wide

≥10,000

OI 35,601 — adequate

≥500

Volume 1,241/day — adequate

≤$0.50

$0.46 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 93% — much wider than sector

≥100 contracts

Depth 38.8 contracts (bid:17.9 ask:20.9) — thin

<1.0%

Avg slippage 3.33% — 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 -11.2% — contango

<30 or >70

IV percentile 93% — seller opportunity

≥10pts kink

IV kink -5.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 50.76 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -20% @ 60% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.1
bullishIV fair, mixed flow
Long Puts4.6
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.6
bullishIV fair, mixed flow
Covered Call5.0
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 SIMO

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