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BANRBanner Corp.

Options Analysis Report•STATE COMMERCIAL BANKS
Market Cap $2.4B|NASDAQ
● 2026-08-31$70.50
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +5.4%YTD +12.9%7D -0.5%
4
30D
±11.5%
2%

BANR Options Overview

Mixed signals. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

4.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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BANR Gamma Walls

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Value

Is IV priced right?

4.3
ExpensiveCheap

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

levels.

Risk Checks2/9 checks passed
≤35%

IV Rank 46.6% — elevated vs history

<1.05x

IV/HV 1.85x — IV premium over HV

Sector Relative≤50%

Sector percentile 67% — above sector median

<1.1x

Front/Back 1.53x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 30.5% — normal range

<80%

Effective IV 345.4% (ATM 30.5% + spread 157.4% + bias) — expensive

<3.0%

Total drag 194.64% (spread 157.45% + slippage 37.19%) — high friction

≥5.0

Vega efficiency 1.20 (vega 18.967 / spread 157.45%) — spread drag

Sentiment

Bullish or bearish?

6.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Weak signal (Conviction: +48%, Raw: +50%)
|net sentiment| ≥25%

Conviction-weighted: +48% (strong bullish) — Raw: +50%

≥15%

|OI skew| 7.7% — balanced

Same sign, |vol skew| ≥10%

Vol skew -50.0%, OI skew +7.7% — divergent (opposite)

≥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: +100% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 95% — very bearish vs sector

Activity

Unusual activity?

4.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 0.9x avg — normal

≥15%

Vol/OI 6.2% — normal turnover

≥2 days

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

≥5%

OI change +25.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 75% — active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 33% — patient

≥30

Conviction +48 (bullish) — moderate

Liquidity

Can I trade efficiently?

1.5
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 157.4% — wide

≥10,000

OI 65 — thin

≥500

Volume 4/day — thin

≤$0.50

$7.87 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 75% — wider than sector

≥100 contracts

Depth 6.0 contracts (bid:2.0 ask:4.0) — thin

<1.0%

Avg slippage 37.19% — poor

Timing

Is now a good time?

7.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +52.7% — backwardation

<30 or >70

IV percentile 47% — neutral

≥10pts kink

IV kink 12.7pts — event priced

<0.5 or >2.0

θ/ν ratio 1149.50 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +48% @ 67% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.0
bullishIV fair, mixed flow
Long Puts4.3
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.3
bullishIV fair, mixed flow
Covered Call4.6
bearishIV fair, 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.

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