AInvestOption Pilot Program
Options/UPS
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UPSUnited Parcel Service, Inc. Class B

Options Analysis Report•TRUCKING & COURIER SERVICES (NO AIR)
Market Cap $89.9B|NYSE
● 2026-08-28$105.68
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +21.1%YTD +4.6%7D +3.6%
16,427
30D
±6.9%
4%

UPS Options Overview

IV is low. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

6.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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UPS Gamma Walls

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Value

Is IV priced right?

8.7
ExpensiveCheap

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

levels.

Risk Checks8/9 checks passed
≤35%

IV Rank 25.6% — cheap vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 26% — below sector median

<1.1x

Front/Back 0.81x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 25.8% — normal range

<80%

Effective IV 40.2% (ATM 25.8% + spread 7.2% + bias) — excellent value

<3.0%

Total drag 12.42% (spread 7.22% + slippage 5.20%) — high friction

≥5.0

Vega efficiency 17.61 (vega 12.716 / spread 7.22%) — efficient

Sentiment

Bullish or bearish?

6.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +15%, Raw: +18%)
|net sentiment| ≥25%

Conviction-weighted: +15% (bullish) — Raw: +18%

≥15%

|OI skew| 9.0% — balanced

Same sign, |vol skew| ≥10%

Vol skew +10.0%, OI skew +9.0% — aligned

≥2/3 conditions

0-DTE 38%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -22%, ATM: +26%, OTM: +16% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 51% — neutral vs sector

Activity

Unusual activity?

2.9
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 4.4% — normal turnover

≥2 days

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

≥5%

OI change -5.1% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 63% — active vs sector

≥30%

Large trade volume 11% — mostly retail

≥60%

Aggressive execution 35% — patient

≥30

Conviction +15 (bullish) — mixed

Liquidity

Can I trade efficiently?

5.4
IlliquidLiquid

Evaluates

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

Risk Checks5/8 checks passed
≤5.0%

Spread 7.2% — wide

≥10,000

OI 376,926 — deep

≥500

Volume 16,427/day — active

≤$0.50

$0.36 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 31% — tighter than sector

≥100 contracts

Depth 185.3 contracts (bid:72.1 ask:113.2) — adequate

<1.0%

Avg slippage 5.20% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -18.6% — contango

<30 or >70

IV percentile 26% — buyer opportunity

≥10pts kink

IV kink -3.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 215.88 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +15% @ 58% consistency — unclear

≥40 composite score

Score 41 (ITM 20% + inst 11%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls7.0
bullishIV cheap, mixed flow
Long Puts6.3
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV too cheap, mixed flow
Covered Call4.0
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.