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AIZAssurant, Inc.

Options Analysis Report•INSURANCE CARRIERS, NEC
Market Cap $14.1B|NYSE
● 2026-08-31$285.65
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +33.1%YTD +20.2%7D -0.8%
11
30D
±5.7%
5%

AIZ Options Overview

IV is low. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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AIZ Gamma Walls

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Value

Is IV priced right?

8.9
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 8.8% — cheap vs history

<1.05x

IV/HV 0.70x — IV ≤ HV

Sector Relative≤50%

Sector percentile 11% — below sector median

<1.1x

Front/Back 0.90x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 21.4% — normal range

<80%

Effective IV 104.3% (ATM 21.4% + spread 41.5% + bias) — expensive

<3.0%

Total drag 54.78% (spread 41.46% + slippage 13.32%) — high friction

≥5.0

Vega efficiency 12.58 (vega 52.149 / spread 41.46%) — efficient

Sentiment

Bullish or bearish?

4.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -64%, Raw: -60%)
|net sentiment| ≥25%

Conviction-weighted: -64% (strong bearish) — Raw: -60%

≥15%

|OI skew| 69.5% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +27.3%, OI skew +69.5% — 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: +0%, ATM: -100%, OTM: +0% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 40% — bullish vs sector

Activity

Unusual activity?

2.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.3x avg — normal

≥15%

Vol/OI 0.9% — normal turnover

≥2 days

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

≥5%

OI change +3.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 30% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 20% — patient

≥30

Conviction -64 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

2.7
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 41.5% — wide

≥10,000

OI 1,160 — thin

≥500

Volume 11/day — thin

≤$0.50

$2.07 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 12% — much tighter than sector

≥100 contracts

Depth 37.599999999999994 contracts (bid:9.2 ask:28.4) — thin

<1.0%

Avg slippage 13.32% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -9.5% — contango

<30 or >70

IV percentile 9% — buyer opportunity

≥10pts kink

IV kink -1.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 571.18 — 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 -64% @ 75% consistency — STRONG directional (bearish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.1
bullishIV cheap, mixed flow
Long Puts6.6
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put3.4
bullishIV too cheap, mixed flow
Covered Call4.0
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.

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