Options/ALLY

ALLYAlly Financial Inc.

Options Analysis Report•STATE COMMERCIAL BANKS

Market Cap $12.8B|NYSE

● 2026-08-31$42.18

BULLISH

Analysis: 2026-08-28 EOD data

1Y +3.5%YTD -7.8%7D -0.6%

Options Vol

4,416

30D

Implied Move

±7.7%

IV Rank

ALLY Options Overview

bullish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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ALLY Gamma Walls

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ALLY Hedge Radar

Neutral

Full Hedge Radar

Neither score is at an extreme today. Neither axis is a forecast — this is where ALLY sits on protection cost vs. fragility today.

Protection is priced in the cheap band (2.59) — near-dated vol is priced 10% below far-dated, and implied vol sits in the 6th percentile of its own past year, measured against this name's own rolling 15-trading-day realized moves (489 overlapping windows). Fragility reads neutral (5.15): it is trading 1% below its hedge wall on a wall graded HIGH for reliability, and its realized-vol regime is stable.

Protection cost

2.59/ 10cheap

Basis: cross_sectional

Fragility

5.15/ 10neutral

Basis: per_ticker

Value

Is IV priced right?

6.2

ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 43.7% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.43x — IV premium over HV

Sector Relative≤50%

Sector percentile 64% — above sector median

Term Structure

<1.1x

Front/Back 0.89x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 29.1% — normal range

Spread-Adjusted Value

<80%

Effective IV 56.3% (ATM 29.1% + spread 13.6% + bias) — good value

Execution Efficiency

<3.0%

Total drag 19.28% (spread 13.62% + slippage 5.66%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 8.99 (vega 12.247 / spread 13.62%) — efficient

Sentiment

Bullish or bearish?

7.4

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +26%, Raw: +18%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +26% (bullish) — Raw: +18%

OI Skew Magnitude

≥15%

|OI skew| 16.8% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +71.3%, OI skew +16.8% — 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: +93%, ATM: +25%, OTM: -18% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 8% — very bullish vs sector

Activity

Unusual activity?

5.5

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed

Volume Surge

≥1.5x

Volume 0.9x avg — normal

Turnover Rate

≥15%

Vol/OI 6.3% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +22.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 75% — active vs sector

Trade Quality

≥30%

Large trade volume 27% — mixed

Execution Urgency

≥60%

Aggressive execution 72% — urgent

Flow Conviction

≥30

Conviction +26 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.3

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 13.6% — wide

Adequate OI

≥10,000

OI 70,428 — deep

Active Volume

≥500

Volume 4,416/day — adequate

Reasonable Cost

≤$0.50

$0.68 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 72% — wider than sector

Order Book Depth

≥100 contracts

Depth 380.3 contracts (bid:163.3 ask:217.0) — adequate

Execution Quality

<1.0%

Avg slippage 5.66% — poor

Timing

Is now a good time?

7.3

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -11.0% — contango

IV Percentile Clarity

<30 or >70

IV percentile 44% — neutral

Event Detection

≥10pts kink

IV kink -2.4pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 1113.35 — favors income trades

Expiration Distribution

≥3 expirations

4 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 +26% @ 63% consistency — moderate (bullish)

Smart Money Timing

≥40 composite score

Score 57 (ITM 20% + inst 27%) — moderate institutional

Directional Strategy Fit

Option Buyers

Long Calls7.2

bullishIV cheap, bullish flow

Long Puts4.7

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put5.5

bullishIV too cheap, bullish flow

Covered Call3.8

bearishIV too cheap, 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 ALLY

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