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SNSharkNinja, Inc.

Options Analysis Report•HOUSEHOLD APPLIANCES
Market Cap $22.9B|NYSE
● 2026-09-11$162.58
BEARISH
Analysis: 2026-09-10 EOD data
1Y +40.7%YTD +42.8%7D -6.2%
773
30D
±8.6%
9%

SN Options Overview

unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

4.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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SN Gamma Walls

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Value

Is IV priced right?

6.8
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 65.8% — elevated vs history

<1.05x

IV/HV 1.07x — IV premium over HV

Sector Relative≤50%

Sector percentile 58% — above sector median

<1.1x

Front/Back 0.94x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 45.2% — normal range

<80%

Effective IV 62.9% (ATM 45.2% + spread 8.9% + bias) — good value

<3.0%

Total drag 12.51% (spread 8.87% + slippage 3.64%) — high friction

≥5.0

Vega efficiency 41.92 (vega 37.182 / spread 8.87%) — efficient

Sentiment

Bullish or bearish?

2.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -18%, Raw: -14%)
|net sentiment| ≥25%

Conviction-weighted: -18% (bearish) — Raw: -14%

≥15%

|OI skew| 38.6% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -21.3%, OI skew -38.6% — 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: -90%, ATM: +21%, OTM: -52% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 71% — very bearish vs sector

Activity

Unusual activity?

3.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 3.2% — normal turnover

≥2 days

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

≥5%

OI change +5.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 58% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 46% — patient

≥30

Conviction -18 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.7
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 8.9% — wide

≥10,000

OI 24,065 — adequate

≥500

Volume 773/day — adequate

≤$0.50

$0.44 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 76% — wider than sector

≥100 contracts

Depth 39.400000000000006 contracts (bid:20.6 ask:18.8) — thin

<1.0%

Avg slippage 3.64% — poor

Timing

Is now a good time?

6.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope -6.3% — contango

<30 or >70

IV percentile 66% — neutral

≥10pts kink

IV kink -0.7pts — no clear event

<0.5 or >2.0

θ/ν ratio 482.26 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -18% @ 59% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.9
bullishIV cheap, bearish flow
Long Puts7.2
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put3.6
bullishIV too cheap, bearish flow
Covered Call5.1
bearishIV too cheap, bearish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, 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 SN

SN gamma wallsSN option chainSN max painSN expected moveSN IV rankSN put/call ratioSN options flow