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Options/SNBR
S

SNBR

Options Analysis Report
Market Cap: --
● 2026-06-23$0.13
BEARISH
Analysis: 2026-06-22 EOD data
1Y -98.8%YTD -98.5%7D +0.0%
614
30D
±8.6%
77%

SNBR Options Overview

Mixed signals. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

4.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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SNBR Gamma Walls

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Value

Is IV priced right?

5.1
ExpensiveCheap

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

levels.

Risk Checks6/9 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 21.1% (ATM 0.0% + spread 10.6% + bias) — excellent value

<3.0%

Total drag 25.48% (spread 10.56% + slippage 14.92%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 10.56%) — spread drag

Sentiment

Bullish or bearish?

4.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Weak signal (Conviction: +0%, Raw: -5%)
|net sentiment| ≥25%

Conviction-weighted: +0% (neutral) — Raw: -5%

≥15%

|OI skew| 0.1% — balanced

Same sign, |vol skew| ≥10%

Vol skew -70.7%, OI skew +0.1% — divergent (opposite)

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +4%, ATM: +0%, OTM: -96% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 96% — very bearish vs sector

Activity

Unusual activity?

2.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/9 checks passed
≥1.5x

Volume 0.1x avg — normal

≥15%

Vol/OI 1.0% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change -23.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 21% — below sector avg

≥30%

Large trade volume 33% — institutional presence

≥60%

Aggressive execution 37% — patient

≥30

Conviction +0 (bullish) — mixed

Liquidity

Can I trade efficiently?

4.2
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 10.6% — wide

≥10,000

OI 60,940 — deep

≥500

Volume 614/day — adequate

≤$0.50

$0.53 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 275.5 contracts (bid:240.5 ask:35.0) — adequate

<1.0%

Avg slippage 14.92% — 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 +0% @ 50% consistency — unclear

≥40 composite score

Score 63 (ITM 20% + inst 33%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls4.7
bullishIV fair, bearish flow
Long Puts5.4
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.6
bullishIV fair, bearish flow
Covered Call5.3
bearishIV fair, 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 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 SNBR

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