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VICRVicor Corp

Options Analysis Report•ELECTRONIC COMPONENTS, NEC
Market Cap $8.7B|NASDAQ
● 2026-08-31$187.75
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +272.0%YTD +60.7%7D -1.2%
585
30D
±24.0%
40%

VICR Options Overview

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

REWARDS

RISK ANALYSIS

4.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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VICR Gamma Walls

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Value

Is IV priced right?

4.2
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 94.6% — elevated vs history

<1.05x

IV/HV 1.10x — IV premium over HV

Sector Relative≤50%

Sector percentile 93% — above sector median

<1.1x

Front/Back 0.92x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 89.0% — crisis-level IV

<80%

Effective IV 127.0% (ATM 89.0% + spread 19.0% + bias) — expensive

<3.0%

Total drag 28.03% (spread 19.02% + slippage 9.01%) — high friction

≥5.0

Vega efficiency 38.51 (vega 73.239 / spread 19.02%) — efficient

Sentiment

Bullish or bearish?

3.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -13%, Raw: -12%)
|net sentiment| ≥25%

Conviction-weighted: -13% (bearish) — Raw: -12%

≥15%

|OI skew| 6.3% — balanced

Same sign, |vol skew| ≥10%

Vol skew -12.5%, OI skew -6.3% — 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: +43%, ATM: -19%, OTM: -13% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 84% — very bearish vs sector

Activity

Unusual activity?

3.1
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 3.1% — normal turnover

≥2 days

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

≥5%

OI change +30.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 54% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 25% — patient

≥30

Conviction -13 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.6
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 19.0% — wide

≥10,000

OI 18,940 — adequate

≥500

Volume 585/day — adequate

≤$0.50

$0.95 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 96% — much wider than sector

≥100 contracts

Depth 24.0 contracts (bid:11.6 ask:12.4) — thin

<1.0%

Avg slippage 9.01% — poor

Timing

Is now a good time?

7.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -7.9% — contango

<30 or >70

IV percentile 95% — seller opportunity

≥10pts kink

IV kink -4.7pts — no clear event

<0.5 or >2.0

θ/ν ratio 984.40 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -13% @ 56% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.4
bullishIV fair, bearish flow
Long Puts5.1
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.8
bullishIV fair, bearish flow
Covered Call5.5
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 VICR

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