AInvestOption Pilot Program
Options/AMDY
A

AMDYYieldMax AMD Option Income Strategy ETF

Options Analysis Report
Market Cap: --|ARCX
● 2026-08-31$42.15
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +7.1%YTD +8.3%7D +0.4%
78
30D
±12.0%
4%

AMDY Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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AMDY Gamma Walls

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Value

Is IV priced right?

6.0
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 76.6% — elevated vs history

<1.05x

IV/HV 0.97x — IV ≤ HV

Sector Relative≤50%

Sector percentile 87% — above sector median

<1.1x

Front/Back 0.79x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 50.6% — normal range

<80%

Effective IV 82.9% (ATM 50.6% + spread 16.1% + bias) — expensive

<3.0%

Total drag 30.14% (spread 16.15% + slippage 13.99%) — high friction

≥5.0

Vega efficiency 5.04 (vega 8.135 / spread 16.15%) — acceptable

Sentiment

Bullish or bearish?

5.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +64%, Raw: +51%)
|net sentiment| ≥25%

Conviction-weighted: +64% (strong bullish) — Raw: +51%

≥15%

|OI skew| 7.4% — balanced

Same sign, |vol skew| ≥10%

Vol skew -28.2%, OI skew -7.4% — 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: +76%, ATM: -100%, OTM: +46% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 92% — very bearish vs sector

Activity

Unusual activity?

3.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 2.7% — normal turnover

≥2 days

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

≥5%

OI change +14.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 55% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 20% — patient

≥30

Conviction +64 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.5
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 16.1% — wide

≥10,000

OI 2,852 — thin

≥500

Volume 78/day — thin

≤$0.50

$0.81 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 90% — much wider than sector

≥100 contracts

Depth 214.0 contracts (bid:137.4 ask:76.6) — adequate

<1.0%

Avg slippage 13.99% — poor

Timing

Is now a good time?

7.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -20.8% — contango

<30 or >70

IV percentile 77% — seller opportunity

≥10pts kink

IV kink -8.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 16269.40 — 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 +64% @ 82% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.6
bullishIV cheap, mixed flow
Long Puts5.0
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.8
bullishIV too cheap, mixed flow
Covered Call4.2
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 AMDY

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