AInvestOption Pilot Program
Options/VOOG
V

VOOGVanguard S&P 500 Growth ETF

Options Analysis Report
AUM $26.1B|ARCX
● 2026-08-31$84.17
BULLISH
Analysis: 2026-08-28 EOD data
1Y +22.9%YTD +13.5%7D +1.6%
205
30D
±4.2%
4%

VOOG Options Overview

IV is low with bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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VOOG Gamma Walls

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Value

Is IV priced right?

8.4
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 16.0% — cheap vs history

<1.05x

IV/HV 1.17x — IV premium over HV

Sector Relative≤50%

Sector percentile 29% — below sector median

<1.1x

Front/Back 0.73x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 17.7% — normal range

<80%

Effective IV 71.1% (ATM 17.7% + spread 26.7% + bias) — fair

<3.0%

Total drag 37.41% (spread 26.70% + slippage 10.71%) — high friction

≥5.0

Vega efficiency 4.45 (vega 11.884 / spread 26.70%) — spread drag

Sentiment

Bullish or bearish?

5.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -20%, Raw: -21%)
|net sentiment| ≥25%

Conviction-weighted: -20% (bearish) — Raw: -21%

≥15%

|OI skew| 45.5% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +61.0%, OI skew +45.5% — 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: +100%, ATM: -71%, OTM: +15% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 11% — very bullish vs sector

Activity

Unusual activity?

3.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 2.6% — normal turnover

≥2 days

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

≥5%

OI change +12.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 54% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 36% — patient

≥30

Conviction -20 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 26.7% — wide

≥10,000

OI 8,015 — thin

≥500

Volume 205/day — thin

≤$0.50

$1.33 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 46% — neutral vs sector

≥100 contracts

Depth 103.8 contracts (bid:47.5 ask:56.3) — adequate

<1.0%

Avg slippage 10.71% — poor

Timing

Is now a good time?

6.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -27.0% — contango

<30 or >70

IV percentile 16% — buyer opportunity

≥10pts kink

IV kink -4.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 450.17 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -20% @ 60% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.4
bullishIV cheap, mixed flow
Long Puts5.9
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.2
bullishIV too cheap, mixed flow
Covered Call3.6
bearishIV too cheap, mixed 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 VOOG

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