AInvestOption Pilot Program
Options/TSLQ
T

TSLQInvestment Managers Series Trust II Tradr 2X Short TSLA Daily ETF

Options Analysis Report
AUM $89M|NASDAQ
● 2026-08-31$20.92
BULLISH
Analysis: 2026-08-28 EOD data
1Y -54.9%YTD +9.5%7D -0.1%
315
30D
±21.7%
0%

TSLQ Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
Loading score history...

TSLQ Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

4.5
ExpensiveCheap

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

levels.

Risk Checks2/9 checks passed
≤35%

IV Rank 94.3% — elevated vs history

<1.05x

IV/HV 1.11x — IV premium over HV

Sector Relative≤50%

Sector percentile 96% — above sector median

<1.1x

Front/Back 0.85x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 86.8% — crisis-level IV

<80%

Effective IV 132.0% (ATM 86.8% + spread 22.6% + bias) — expensive

<3.0%

Total drag 26.14% (spread 22.61% + slippage 3.53%) — high friction

≥5.0

Vega efficiency 2.47 (vega 5.595 / spread 22.61%) — spread drag

Sentiment

Bullish or bearish?

6.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: -5%, Raw: -1%)
|net sentiment| ≥25%

Conviction-weighted: -5% (neutral) — Raw: -1%

≥15%

|OI skew| 46.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +58.1%, OI skew +46.7% — 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: -100%, ATM: +8%, OTM: -12% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 13% — very bullish vs sector

Activity

Unusual activity?

2.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 2.0% — normal turnover

≥2 days

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

≥5%

OI change +8.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 46% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 16% — patient

≥30

Conviction -5 (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 22.6% — wide

≥10,000

OI 16,083 — adequate

≥500

Volume 315/day — thin

≤$0.50

$1.13 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 97% — much wider than sector

≥100 contracts

Depth 1,052.0 contracts (bid:328.2 ask:723.8) — deep

<1.0%

Avg slippage 3.53% — poor

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -14.9% — contango

<30 or >70

IV percentile 94% — seller opportunity

≥10pts kink

IV kink -8.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 608.17 — favors income trades

≥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 -5% @ 52% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.2
bullishIV fair, bullish flow
Long Puts4.3
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.5
bullishIV fair, bullish flow
Covered Call4.5
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 TSLQ

TSLQ gamma wallsTSLQ max painTSLQ IV rankTSLQ options flow