AInvestOption Pilot Program
Options/VOOV
V

VOOVVanguard S&P 500 Value ETF

Options Analysis Report
AUM $6.8B|ARCX
● 2026-08-31$229.19
VERY BULLISH
Analysis: 2026-08-28 EOD data
1Y +17.0%YTD +11.5%7D -0.1%
2
30D
±3.0%
1%

VOOV Options Overview

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

REWARDS

RISK ANALYSIS

5.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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VOOV Gamma Walls

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Value

Is IV priced right?

7.4
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 4.1% — cheap vs history

<1.05x

IV/HV 1.65x — IV premium over HV

Sector Relative≤50%

Sector percentile 7% — below sector median

<1.1x

Front/Back 0.79x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 12.3% — normal range

<80%

Effective IV 93.8% (ATM 12.3% + spread 40.7% + bias) — expensive

<3.0%

Total drag 59.81% (spread 40.74% + slippage 19.07%) — high friction

≥5.0

Vega efficiency 3.50 (vega 14.258 / spread 40.74%) — spread drag

Sentiment

Bullish or bearish?

9.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +100%, Raw: +100%)
|net sentiment| ≥25%

Conviction-weighted: +100% (strong bullish) — Raw: +100%

≥15%

|OI skew| 6.6% — balanced

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +6.6% — 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: +100%, OTM: +0% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

2.3
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 0.3% — normal turnover

≥2 days

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

≥5%

OI change +0.3% (5d) — stable

Sector Relative≥60%

Sector activity percentile 12% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +100 (bullish) — strong conviction

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 40.7% — wide

≥10,000

OI 683 — thin

≥500

Volume 2/day — thin

≤$0.50

$2.04 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 30% — tighter than sector

≥100 contracts

Depth 206.0 contracts (bid:23.0 ask:183.0) — adequate

<1.0%

Avg slippage 19.07% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -21.1% — contango

<30 or >70

IV percentile 4% — buyer opportunity

≥10pts kink

IV kink -1.9pts — no clear event

<0.5 or >2.0

θ/ν ratio 286.31 — 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 +100% @ 100% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls8.5
bullishIV cheap, bullish flow
Long Puts4.1
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.8
bullishIV too cheap, bullish flow
Covered Call2.4
bearishIV too cheap, bullish 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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