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AVGGLeverage Shares 2X Long AVGO Daily ETF

Options Analysis Report
AUM $47M|NASDAQ
● 2026-08-31$24.63
BULLISH
Analysis: 2026-08-28 EOD data
1Y +6.2%YTD -9.7%7D +5.0%
127
30D
±30.7%
16%

AVGG Options Overview

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

REWARDS

RISK ANALYSIS

4.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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AVGG Gamma Walls

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Value

Is IV priced right?

3.7
ExpensiveCheap

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

levels.

Risk Checks1/9 checks passed
≤35%

IV Rank 95.5% — elevated vs history

<1.05x

IV/HV 1.09x — IV premium over HV

Sector Relative≤50%

Sector percentile 95% — above sector median

<1.1x

Front/Back 1.14x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 95.9% — crisis-level IV

<80%

Effective IV 151.5% (ATM 95.9% + spread 27.8% + bias) — expensive

<3.0%

Total drag 32.66% (spread 27.79% + slippage 4.87%) — high friction

≥5.0

Vega efficiency 2.47 (vega 6.865 / spread 27.79%) — spread drag

Sentiment

Bullish or bearish?

6.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +12%, Raw: +3%)
|net sentiment| ≥25%

Conviction-weighted: +12% (bullish) — Raw: +3%

≥15%

|OI skew| 51.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +55.9%, OI skew +51.1% — 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: +36%, ATM: -8%, OTM: -10% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 34% — bullish vs sector

Activity

Unusual activity?

3.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 3.3% — normal turnover

≥2 days

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

≥5%

OI change +25.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 56% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 24% — patient

≥30

Conviction +12 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.6
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 27.8% — wide

≥10,000

OI 3,817 — thin

≥500

Volume 127/day — thin

≤$0.50

$1.39 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 97% — much wider than sector

≥100 contracts

Depth 504.9 contracts (bid:237.1 ask:267.8) — deep

<1.0%

Avg slippage 4.87% — poor

Timing

Is now a good time?

7.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +14.4% — backwardation

<30 or >70

IV percentile 96% — seller opportunity

≥10pts kink

IV kink 13.8pts — event priced

<0.5 or >2.0

θ/ν ratio 413.55 — 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 +12% @ 56% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.2
bullishIV expensive, bullish flow
Long Puts3.9
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.0
bullishIV rich premium, bullish flow
Covered Call4.6
bearishIV rich premium, 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.

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