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AVGWRoundhill AVGO WeeklyPay ETF

Options Analysis Report
AUM $47M|BATS
● 2026-08-31$35.35
BEARISH
Analysis: 2026-08-28 EOD data
1Y -29.4%YTD -26.1%7D +3.2%
6
30D
±18.5%
2%

AVGW Options Overview

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

REWARDS

RISK ANALYSIS

4.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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AVGW Gamma Walls

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Value

Is IV priced right?

4.8
ExpensiveCheap

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

levels.

Risk Checks2/9 checks passed
≤35%

IV Rank 82.9% — elevated vs history

<1.05x

IV/HV 1.10x — IV premium over HV

Sector Relative≤50%

Sector percentile 90% — above sector median

<1.1x

Front/Back 1.11x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 59.2% — normal range

<80%

Effective IV 281.0% (ATM 59.2% + spread 110.9% + bias) — expensive

<3.0%

Total drag 131.18% (spread 110.88% + slippage 20.30%) — high friction

≥5.0

Vega efficiency 0.30 (vega 3.313 / spread 110.88%) — spread drag

Sentiment

Bullish or bearish?

3.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -9%, Raw: -20%)
|net sentiment| ≥25%

Conviction-weighted: -9% (neutral) — Raw: -20%

≥15%

|OI skew| 28.8% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -33.3%, OI skew -28.8% — 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: +0%, ATM: +0%, OTM: -33% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 93% — very bearish vs sector

Activity

Unusual activity?

2.4
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 1.1% — normal turnover

≥2 days

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

≥5%

OI change +23.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 33% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction -9 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.1
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 110.9% — wide

≥10,000

OI 534 — thin

≥500

Volume 6/day — thin

≤$0.50

$5.54 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 93% — much wider than sector

≥100 contracts

Depth 511.20000000000005 contracts (bid:250.6 ask:260.6) — deep

<1.0%

Avg slippage 20.30% — poor

Timing

Is now a good time?

7.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +10.8% — backwardation

<30 or >70

IV percentile 83% — seller opportunity

≥10pts kink

IV kink 7.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 94.11 — 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 -9% @ 50% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.2
bullishIV fair, bearish flow
Long Puts6.6
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.2
bullishIV fair, bearish flow
Covered Call5.5
bearishIV fair, bearish 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 AVGW

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