VGVenture Global, Inc.
VG Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
VG Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 80.4% — elevated vs history
IV/HV 1.59x — IV premium over HV
Sector percentile 82% — above sector median
Front/Back 0.98x — contango
Put/Call IV 1.16x — elevated
ATM IV 59.5% — normal range
Effective IV 77.4% (ATM 59.5% + spread 8.9% + bias) — fair
Total drag 14.80% (spread 8.94% + slippage 5.86%) — high friction
Vega efficiency 1.40 (vega 1.251 / spread 8.94%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +30% (bullish) — Raw: +26%
|OI skew| 24.5% — call-heavy
Vol skew +9.6%, OI skew +24.5% — weak (same direction)
0-DTE 9%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +8%, ATM: +29%, OTM: +25% — bullish (ITM/ATM aligned)
Sector P/C percentile 68% — bearish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.9x avg — normal
Vol/OI 3.5% — normal turnover
1 day(s) elevated — may be one-day event
OI change -1.5% (5d) — stable
Sector activity percentile 67% — active vs sector
Large trade volume 31% — institutional presence
Aggressive execution 49% — patient
Conviction +30 (bullish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 8.9% — wide
OI 715,157 — deep
Volume 25,180/day — active
$0.45 to cross — cheap
0 liquid strikes — limited options
Sector spread percentile 88% — much wider than sector
Depth 1,135.0 contracts (bid:620.6 ask:514.4) — deep
Avg slippage 5.86% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -1.8% — flat/unclear
IV percentile 80% — seller opportunity
IV kink 0.1pts — no clear event
θ/ν ratio 41.69 — favors income trades
3 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +30% @ 65% consistency — moderate (bullish)
Score 61 (ITM 20% + inst 31%) — HIGH institutional
Directional Strategy Fit
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.