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VODVodafone Group PLC

Options Analysis Report
Market Cap $37.1B|NASDAQ
● 2026-08-31$16.04
BEARISH
Analysis: 2026-08-28 EOD data
1Y +36.9%YTD +20.2%7D +0.4%
4,597
30D
±14.6%
7%

VOD Options Overview

bearish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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VOD Gamma Walls

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Value

Is IV priced right?

7.3
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 35.5% — elevated vs history

<1.05x

IV/HV 1.03x — IV ≤ HV

Sector Relative≤50%

Sector percentile 12% — below sector median

<1.1x

Front/Back 1.49x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 25.6% — normal range

<80%

Effective IV 54.8% (ATM 25.6% + spread 14.6% + bias) — good value

<3.0%

Total drag 20.82% (spread 14.61% + slippage 6.21%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 14.61%) — spread drag

Sentiment

Bullish or bearish?

1.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Moderate signal (Conviction: -91%, Raw: -94%)
|net sentiment| ≥25%

Conviction-weighted: -91% (strong bearish) — Raw: -94%

≥15%

|OI skew| 80.4% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -29.0%, OI skew +80.4% — divergent (opposite)

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -47%, ATM: +33%, OTM: -99% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 92% — very bearish vs sector

Activity

Unusual activity?

6.1
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed
≥1.5x

Volume 3.8x avg — hot

≥15%

Vol/OI 2.5% — normal turnover

≥2 days

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

≥5%

OI change +3.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 61% — active vs sector

≥30%

Large trade volume 81% — heavy institutional

≥60%

Aggressive execution 8% — patient

≥30

Conviction -91 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

3.3
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 14.6% — wide

≥10,000

OI 183,346 — deep

≥500

Volume 4,597/day — adequate

≤$0.50

$0.73 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 60% — wider than sector

≥100 contracts

Depth 279.1 contracts (bid:197.2 ask:81.9) — adequate

<1.0%

Avg slippage 6.21% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +49.2% — backwardation

<30 or >70

IV percentile 36% — neutral

≥10pts kink

IV kink 5.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥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 -91% @ 95% consistency — STRONG directional (bearish)

≥40 composite score

Score 111 (ITM 20% + inst 81%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls4.6
bullishIV cheap, bearish flow
Long Puts8.1
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put3.0
bullishIV too cheap, bearish flow
Covered Call5.6
bearishIV too cheap, 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.

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