AInvestOption Pilot Program
Options/VPL
V

VPLVanguard FTSE Pacific ETF

Options Analysis Report
AUM $13.1B|ARCX
● 2026-08-31$115.31
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +34.5%YTD +25.6%7D +1.2%
24
30D
±8.7%
23%

VPL Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

4.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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VPL Gamma Walls

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Value

Is IV priced right?

4.5
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 41.1% — elevated vs history

<1.05x

IV/HV 1.34x — IV premium over HV

Sector Relative≤50%

Sector percentile 61% — above sector median

<1.1x

Front/Back 1.08x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 28.0% — normal range

<80%

Effective IV 164.1% (ATM 28.0% + spread 68.1% + bias) — expensive

<3.0%

Total drag 85.50% (spread 68.07% + slippage 17.43%) — high friction

≥5.0

Vega efficiency 2.43 (vega 16.516 / spread 68.07%) — spread drag

Sentiment

Bullish or bearish?

5.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -24%, Raw: -25%)
|net sentiment| ≥25%

Conviction-weighted: -24% (bearish) — Raw: -25%

≥15%

|OI skew| 31.2% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +8.3%, OI skew +31.2% — weak (same direction)

≥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: -25% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 26% — very bullish vs sector

Activity

Unusual activity?

4.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 1.5x avg — elevated

≥15%

Vol/OI 2.7% — normal turnover

≥2 days

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

≥5%

OI change +19.7% (5d) — building

Sector Relative≥60%

Sector activity percentile 55% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 20% — patient

≥30

Conviction -24 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.1
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 68.1% — wide

≥10,000

OI 893 — thin

≥500

Volume 24/day — thin

≤$0.50

$3.40 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 71% — wider than sector

≥100 contracts

Depth 31.0 contracts (bid:11.2 ask:19.8) — thin

<1.0%

Avg slippage 17.43% — poor

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope +8.2% — backwardation

<30 or >70

IV percentile 41% — neutral

≥10pts kink

IV kink 2.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 325.12 — 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 -24% @ 61% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.6
bullishIV fair, mixed flow
Long Puts4.7
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.8
bullishIV fair, mixed flow
Covered Call4.9
bearishIV fair, 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.

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