bullish flow. No clear edge detected.
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 50.0% — elevated vs history
IV/HV 1.00x — IV ≤ HV
Sector percentile 50% — below sector median
Front/Back 1.00x — flat
Put/Call IV 1.00x — normal
ATM IV 0.0% — normal range
Effective IV 33.1% (ATM 0.0% + spread 16.5% + bias) — excellent value
Total drag 21.95% (spread 16.54% + slippage 5.41%) — high friction
Vega efficiency 0.00 (vega 0.000 / spread 16.54%) — spread drag
Bullish or bearish?
Analyzes
Conviction-weighted: -2% (neutral) — Raw: -2%
|OI skew| 30.9% — call-heavy
Vol skew +66.7%, OI skew +30.9% — aligned
0-DTE 47%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -8%, ATM: -22%, OTM: -0% — bearish (ITM/ATM aligned)
Sector P/C percentile 12% — very bullish vs sector
Unusual activity?
Detects volume surges,
Volume 0.6x avg — normal
Vol/OI 13.1% — normal turnover
Top 3 strikes = 50% — dispersed
1 day(s) elevated — may be one-day event
OI change +18.1% (5d) — building
Sector activity percentile 86% — very active vs sector
Large trade volume 31% — institutional presence
Aggressive execution 41% — patient
Conviction -2 (bearish) — mixed
Can I trade efficiently?
Evaluates
Spread 16.5% — wide
OI 389,968 — deep
Volume 51,243/day — active
$0.83 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 0% — much tighter than sector
Depth 926.3000000000001 contracts (bid:513.2 ask:413.1) — deep
Avg slippage 5.41% — poor
Is now a good time?
Considers earnings proximity,
Slope +0.0% — flat/unclear
IV percentile 50% — neutral
IV kink 0.0pts — no clear event
θ/ν ratio 1.00 — favors mixed
3 liquid expirations — flexible
safe window: No earnings detected
Spread ratio 1.00x — stable
Flow -2% @ 51% consistency — unclear
Score 61 (ITM 20% + inst 31%) — HIGH institutional
For educational purposes only. Not investment advice.