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ADMArcher Daniels Midland Company

Options Analysis Report•FATS & OILS
Market Cap $39.3B|NYSE
● 2026-08-31$81.54
BULLISH
Analysis: 2026-08-28 EOD data
1Y +31.4%YTD +38.1%7D +4.3%
2,235
30D
±8.7%
11%

ADM Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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ADM Gamma Walls

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Value

Is IV priced right?

5.9
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 62.4% — elevated vs history

<1.05x

IV/HV 1.04x — IV ≤ HV

Sector Relative≤50%

Sector percentile 81% — above sector median

<1.1x

Front/Back 0.92x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 33.0% — normal range

<80%

Effective IV 46.8% (ATM 33.0% + spread 6.9% + bias) — excellent value

<3.0%

Total drag 10.23% (spread 6.88% + slippage 3.35%) — high friction

≥5.0

Vega efficiency 16.75 (vega 11.526 / spread 6.88%) — efficient

Sentiment

Bullish or bearish?

8.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +42%, Raw: +38%)
|net sentiment| ≥25%

Conviction-weighted: +42% (strong bullish) — Raw: +38%

≥15%

|OI skew| 26.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +65.3%, OI skew +26.7% — 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: -23%, ATM: +39%, OTM: +47% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 17% — very bullish vs sector

Activity

Unusual activity?

3.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 2.5% — normal turnover

≥2 days

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

≥5%

OI change +14.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 20% — quiet vs sector

≥30%

Large trade volume 21% — mixed

≥60%

Aggressive execution 33% — patient

≥30

Conviction +42 (bullish) — moderate

Liquidity

Can I trade efficiently?

4.5
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 6.9% — wide

≥10,000

OI 89,963 — deep

≥500

Volume 2,235/day — adequate

≤$0.50

$0.34 to cross — cheap

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 83% — much wider than sector

≥100 contracts

Depth 199.7 contracts (bid:106.7 ask:93.0) — adequate

<1.0%

Avg slippage 3.35% — poor

Timing

Is now a good time?

7.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -8.2% — contango

<30 or >70

IV percentile 62% — neutral

≥10pts kink

IV kink -2.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 286.00 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +42% @ 71% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.4
bullishIV fair, bullish flow
Long Puts4.6
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put6.1
bullishIV fair, bullish flow
Covered Call4.0
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.

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