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Options/XAU
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XAU

Options Analysis Report
Market Cap: --
● 2026-08-31$413.18
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +0.0%YTD +0.0%7D +0.0%
5
30D
±12.8%
33%
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XAU Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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XAU Gamma Walls

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Value

Is IV priced right?

5.3
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 70.9% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 71% — above sector median

<1.1x

Front/Back 0.98x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 45.5% — normal range

<80%

Effective IV 87.2% (ATM 45.5% + spread 20.9% + bias) — expensive

<3.0%

Total drag 26.25% (spread 20.85% + slippage 5.40%) — high friction

≥5.0

Vega efficiency 28.18 (vega 58.764 / spread 20.85%) — efficient

Sentiment

Bullish or bearish?

4.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Weak signal (Conviction: +0%, Raw: -20%)
|net sentiment| ≥25%

Conviction-weighted: +0% (neutral) — Raw: -20%

≥15%

|OI skew| 43.6% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew +20.0%, OI skew -43.6% — 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: +0%, ATM: +0%, OTM: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 38% — bullish vs sector

Activity

Unusual activity?

2.8
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 2.1% — normal turnover

≥2 days

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

≥5%

OI change +48.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 52% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 25% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

1.6
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 20.9% — wide

≥10,000

OI 241 — thin

≥500

Volume 5/day — thin

≤$0.50

$1.04 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 81% — much wider than sector

≥100 contracts

Depth 3.8 contracts (bid:2.0 ask:1.8) — thin

<1.0%

Avg slippage 5.40% — poor

Timing

Is now a good time?

6.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -1.8% — flat/unclear

<30 or >70

IV percentile 71% — seller opportunity

≥10pts kink

IV kink -1.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 203.27 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 60% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.7
bullishIV fair, mixed flow
Long Puts4.9
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.4
bullishIV fair, mixed flow
Covered Call4.6
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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