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XPXP Inc. Class A Common Stock

Options Analysis Report
Market Cap $9.0B|NASDAQ
● 2026-08-31$17.66
BULLISH
Analysis: 2026-08-28 EOD data
1Y -1.2%YTD +9.1%7D +3.5%
1,463
30D
±10.7%
3%

XP Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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XP Gamma Walls

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Value

Is IV priced right?

5.7
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 67.4% — elevated vs history

<1.05x

IV/HV 1.12x — IV premium over HV

Sector Relative≤50%

Sector percentile 82% — above sector median

<1.1x

Front/Back 0.57x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 43.0% — normal range

<80%

Effective IV 62.2% (ATM 43.0% + spread 9.6% + bias) — good value

<3.0%

Total drag 12.83% (spread 9.61% + slippage 3.22%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 9.61%) — spread drag

Sentiment

Bullish or bearish?

6.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +28%, Raw: +17%)
|net sentiment| ≥25%

Conviction-weighted: +28% (bullish) — Raw: +17%

≥15%

|OI skew| 79.2% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +18.3%, OI skew +79.2% — 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: +25%, ATM: +9%, OTM: +17% — bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 23% — very bullish vs sector

Activity

Unusual activity?

3.1
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 0.6% — normal turnover

≥2 days

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

≥5%

OI change +7.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 21% — below sector avg

≥30%

Large trade volume 21% — mixed

≥60%

Aggressive execution 36% — patient

≥30

Conviction +28 (bullish) — mixed

Liquidity

Can I trade efficiently?

4.0
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 9.6% — wide

≥10,000

OI 240,727 — deep

≥500

Volume 1,463/day — adequate

≤$0.50

$0.48 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 86% — much wider than sector

≥100 contracts

Depth 244.7 contracts (bid:143.9 ask:100.8) — adequate

<1.0%

Avg slippage 3.22% — 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 -43.2% — contango

<30 or >70

IV percentile 67% — neutral

≥10pts kink

IV kink -19.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥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 +28% @ 64% consistency — moderate (bullish)

≥40 composite score

Score 51 (ITM 20% + inst 21%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.8
bullishIV fair, bullish flow
Long Puts4.7
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.5
bullishIV fair, bullish flow
Covered Call4.2
bearishIV fair, 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.

More on XP

XP gamma wallsXP max painXP IV rankXP options flow