AInvestOption Pilot Program
Options/VIX
V

VIX

Options Analysis Report
Market Cap: --
● 2026-08-28$14.51
BULLISH
Analysis: 2026-08-27 EOD data
1Y +0.0%YTD +0.0%7D +0.0%
1,232,243
30D
±26.0%
63%
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VIX Options Overview

IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

6.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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VIX Gamma Walls

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Value

Is IV priced right?

3.5
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 93.5% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 94% — above sector median

<1.1x

Front/Back 1.04x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 90.2% — crisis-level IV

<80%

Effective IV 97.1% (ATM 90.2% + spread 3.4% + bias) — expensive

<3.0%

Total drag 5.12% (spread 3.43% + slippage 1.69%) — high friction

≥5.0

Vega efficiency 9.62 (vega 3.298 / spread 3.43%) — efficient

Sentiment

Bullish or bearish?

6.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +0%, Raw: -14%)
|net sentiment| ≥25%

Conviction-weighted: +0% (neutral) — Raw: -14%

≥15%

|OI skew| 45.9% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +39.7%, OI skew +45.9% — 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: +0%, ATM: +0%, OTM: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 31% — bullish vs sector

Activity

Unusual activity?

5.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed
≥1.5x

Volume 1.6x avg — elevated

≥15%

Vol/OI 10.6% — normal turnover

≥2 days

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

≥5%

OI change +8.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 87% — very active vs sector

≥30%

Large trade volume 95% — heavy institutional

≥60%

Aggressive execution 31% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

7.3
IlliquidLiquid

Evaluates

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

Risk Checks5/8 checks passed
≤5.0%

Spread 3.4% — acceptable

≥10,000

OI 11,590,709 — deep

≥500

Volume 1,232,243/day — active

≤$0.50

$0.17 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 96% — much wider than sector

≥100 contracts

Depth 16,213.4 contracts (bid:7,740.5 ask:8,472.9) — deep

<1.0%

Avg slippage 1.69% — fair

Timing

Is now a good time?

7.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +3.8% — flat/unclear

<30 or >70

IV percentile 94% — seller opportunity

≥10pts kink

IV kink -4.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 194.00 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 57% consistency — unclear

≥40 composite score

Score 125 (ITM 20% + inst 95%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.5
bullishIV expensive, bullish flow
Long Puts4.8
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.6
bullishIV rich premium, bullish flow
Covered Call5.9
bearishIV rich premium, bullish flow

For educational purposes only. Not investment advice.