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WFCWells Fargo & Co.

Options Analysis Report•NATIONAL COMMERCIAL BANKS
Market Cap $256.9B|NYSE
● 2026-08-28$84.97
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +3.6%YTD -10.7%7D +1.3%
25,468
30D
±6.5%
10%

WFC Options Overview

IV is low. No clear edge detected.

REWARDS

RISK ANALYSIS

6.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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WFC Gamma Walls

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Value

Is IV priced right?

7.5
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 20.0% — cheap vs history

<1.05x

IV/HV 1.32x — IV premium over HV

Sector Relative≤50%

Sector percentile 36% — below sector median

<1.1x

Front/Back 0.83x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 24.8% — normal range

<80%

Effective IV 37.0% (ATM 24.8% + spread 6.1% + bias) — excellent value

<3.0%

Total drag 10.26% (spread 6.10% + slippage 4.16%) — high friction

≥5.0

Vega efficiency 15.20 (vega 9.270 / spread 6.10%) — efficient

Sentiment

Bullish or bearish?

5.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +18%, Raw: +11%)
|net sentiment| ≥25%

Conviction-weighted: +18% (bullish) — Raw: +11%

≥15%

|OI skew| 19.1% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew +7.2%, OI skew -19.1% — divergent (opposite)

≥2/3 conditions

0-DTE 20%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +51%, ATM: -4%, OTM: +11% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

3.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 2.4% — normal turnover

≥2 days

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

≥5%

OI change -6.5% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 60% — neutral vs sector

≥30%

Large trade volume 30% — institutional presence

≥60%

Aggressive execution 42% — patient

≥30

Conviction +18 (bullish) — mixed

Liquidity

Can I trade efficiently?

6.1
IlliquidLiquid

Evaluates

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

Risk Checks5/8 checks passed
≤5.0%

Spread 6.1% — wide

≥10,000

OI 1,065,682 — deep

≥500

Volume 25,468/day — active

≤$0.50

$0.30 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 37% — tighter than sector

≥100 contracts

Depth 315.79999999999995 contracts (bid:149.1 ask:166.7) — adequate

<1.0%

Avg slippage 4.16% — poor

Timing

Is now a good time?

7.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -17.5% — contango

<30 or >70

IV percentile 20% — buyer opportunity

≥10pts kink

IV kink -2.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 230.60 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +18% @ 59% consistency — unclear

≥40 composite score

Score 60 (ITM 20% + inst 30%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls6.6
bullishIV cheap, mixed flow
Long Puts6.3
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put5.0
bullishIV too cheap, mixed flow
Covered Call4.8
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.