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ARQQArqit Quantum Inc. Ordinary Shares

Options Analysis Report
Market Cap $349M|NASDAQ
● 2026-08-31$20.04
BULLISH
Analysis: 2026-08-28 EOD data
1Y -27.8%YTD -18.3%7D -0.4%
183
30D
±26.8%
7%

ARQQ Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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ARQQ Gamma Walls

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Value

Is IV priced right?

4.1
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 96.1% — elevated vs history

<1.05x

IV/HV 1.05x — IV ≤ HV

Sector Relative≤50%

Sector percentile 97% — above sector median

<1.1x

Front/Back 0.89x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 101.8% — crisis-level IV

<80%

Effective IV 184.7% (ATM 101.8% + spread 41.5% + bias) — expensive

<3.0%

Total drag 57.38% (spread 41.46% + slippage 15.92%) — high friction

≥5.0

Vega efficiency 1.13 (vega 4.699 / spread 41.46%) — spread drag

Sentiment

Bullish or bearish?

7.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +15%, Raw: +19%)
|net sentiment| ≥25%

Conviction-weighted: +15% (bullish) — Raw: +19%

≥15%

|OI skew| 19.8% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +49.7%, OI skew +19.8% — 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: -100%, ATM: +60%, OTM: +21% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 38% — bullish vs sector

Activity

Unusual activity?

1.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 1.2% — normal turnover

≥2 days

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

≥5%

OI change +2.0% (5d) — stable

Sector Relative≥60%

Sector activity percentile 32% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 42% — patient

≥30

Conviction +15 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.7
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 41.5% — wide

≥10,000

OI 14,636 — adequate

≥500

Volume 183/day — thin

≤$0.50

$2.07 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 98% — much wider than sector

≥100 contracts

Depth 229.0 contracts (bid:141.1 ask:87.9) — adequate

<1.0%

Avg slippage 15.92% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -11.4% — contango

<30 or >70

IV percentile 96% — seller opportunity

≥10pts kink

IV kink -6.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 278.05 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +15% @ 58% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.3
bullishIV fair, bullish flow
Long Puts3.9
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.8
bullishIV fair, bullish flow
Covered Call4.4
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.

More on ARQQ

ARQQ gamma wallsARQQ max painARQQ IV rankARQQ options flow