AInvestOption Pilot Program
Options/AGIX
A

AGIXKraneShares Trust KraneShares Public-Private AI & Technology ETF

Options Analysis Report
AUM $724M|NASDAQ
● 2026-08-31$45.03
BULLISH
Analysis: 2026-08-28 EOD data
1Y +35.3%YTD +24.2%7D +2.3%
73
30D
±10.5%
6%

AGIX Options Overview

bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

4.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
Loading score history...

AGIX Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

5.2
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 54.2% — elevated vs history

<1.05x

IV/HV 1.10x — IV premium over HV

Sector Relative≤50%

Sector percentile 73% — above sector median

<1.1x

Front/Back 1.07x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 34.4% — normal range

<80%

Effective IV 164.6% (ATM 34.4% + spread 65.1% + bias) — expensive

<3.0%

Total drag 77.79% (spread 65.12% + slippage 12.67%) — high friction

≥5.0

Vega efficiency 2.01 (vega 13.099 / spread 65.12%) — spread drag

Sentiment

Bullish or bearish?

5.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -18%, Raw: -13%)
|net sentiment| ≥25%

Conviction-weighted: -18% (bearish) — Raw: -13%

≥15%

|OI skew| 78.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +94.5%, OI skew +78.7% — 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: -60%, ATM: +50%, OTM: -14% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 2% — very bullish vs sector

Activity

Unusual activity?

3.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 1.1x avg — normal

≥15%

Vol/OI 1.9% — normal turnover

≥2 days

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

≥5%

OI change +3.7% (5d) — building

Sector Relative≥60%

Sector activity percentile 46% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 8% — patient

≥30

Conviction -18 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.4
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 65.1% — wide

≥10,000

OI 3,746 — thin

≥500

Volume 73/day — thin

≤$0.50

$3.26 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 80% — wider than sector

≥100 contracts

Depth 63.0 contracts (bid:22.0 ask:41.0) — thin

<1.0%

Avg slippage 12.67% — poor

Timing

Is now a good time?

6.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +7.3% — backwardation

<30 or >70

IV percentile 54% — neutral

≥10pts kink

IV kink 3.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 1039.60 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -18% @ 59% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.3
bullishIV fair, mixed flow
Long Puts4.7
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.0
bullishIV fair, mixed flow
Covered Call4.4
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.

More on AGIX

AGIX gamma wallsAGIX max painAGIX IV rankAGIX options flow