Options/YUMC

YUMCYum China Holdings, Inc. Common Stock

Options Analysis Report•RETAIL-EATING PLACES

Market Cap $15.3B|NYSE

● 2026-08-31$45.02

BULLISH

Analysis: 2026-08-28 EOD data

1Y +3.1%YTD -6.5%7D -8.0%

Options Vol

281

30D

Implied Move

±7.2%

IV Rank

YUMC Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

Loading score history...

YUMC Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

8.1

ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed

IV Rank

≤35%

IV Rank 44.7% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.09x — IV premium over HV

Sector Relative≤50%

Sector percentile 14% — below sector median

Term Structure

<1.1x

Front/Back 0.83x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 29.6% — normal range

Spread-Adjusted Value

<80%

Effective IV 75.0% (ATM 29.6% + spread 22.7% + bias) — fair

Execution Efficiency

<3.0%

Total drag 35.17% (spread 22.69% + slippage 12.48%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 5.78 (vega 13.120 / spread 22.69%) — acceptable

Sentiment

Bullish or bearish?

6.0

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -15%, Raw: -31%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -15% (bearish) — Raw: -31%

OI Skew Magnitude

≥15%

|OI skew| 39.0% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +60.1%, OI skew +39.0% — aligned

Conviction Quality

≥2/3 conditions

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

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -7%, ATM: +71%, OTM: -61% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 21% — very bullish vs sector

Activity

Unusual activity?

2.1

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed

Volume Surge

≥1.5x

Volume 0.5x avg — normal

Turnover Rate

≥15%

Vol/OI 1.4% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +2.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 41% — neutral vs sector

Trade Quality

≥30%

Large trade volume 0% — mostly retail

Execution Urgency

≥60%

Aggressive execution 41% — patient

Flow Conviction

≥30

Conviction -15 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.9

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks2/8 checks passed

Tradeable Spread

≤5.0%

Spread 22.7% — wide

Adequate OI

≥10,000

OI 20,575 — adequate

Active Volume

≥500

Volume 281/day — thin

Reasonable Cost

≤$0.50

$1.13 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 53% — neutral vs sector

Order Book Depth

≥100 contracts

Depth 159.3 contracts (bid:91.9 ask:67.4) — adequate

Execution Quality

<1.0%

Avg slippage 12.48% — poor

Timing

Is now a good time?

6.2

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -16.7% — contango

IV Percentile Clarity

<30 or >70

IV percentile 45% — neutral

Event Detection

≥10pts kink

IV kink -3.5pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 1102.52 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -15% @ 57% consistency — unclear

Smart Money Timing

≥40 composite score

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

Directional Strategy Fit

Option Buyers

Long Calls7.2

bullishIV cheap, mixed flow

Long Puts5.6

bearishIV cheap, mixed flow

Premium Sellers

Cash-Secured Put4.2

bullishIV too cheap, mixed flow

Covered Call3.5

bearishIV too cheap, 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.

More on YUMC

YUMC gamma walls YUMC max pain YUMC IV rank YUMC options flow