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BLSHBullish

Options Analysis Report
Market Cap $5.0B|NYSE
● 2026-08-31$32.89
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -47.0%YTD -16.2%7D +7.4%
4,404
30D
±20.0%
3%

BLSH Options Overview

IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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BLSH 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 Checks4/9 checks passed
≤35%

IV Rank 86.1% — elevated vs history

<1.05x

IV/HV 0.84x — IV ≤ HV

Sector Relative≤50%

Sector percentile 68% — above sector median

<1.1x

Front/Back 0.95x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 64.5% — normal range

<80%

Effective IV 94.1% (ATM 64.5% + spread 14.8% + bias) — expensive

<3.0%

Total drag 26.61% (spread 14.82% + slippage 11.79%) — high friction

≥5.0

Vega efficiency 2.12 (vega 3.138 / spread 14.82%) — spread drag

Sentiment

Bullish or bearish?

6.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -4%, Raw: -3%)
|net sentiment| ≥25%

Conviction-weighted: -4% (neutral) — Raw: -3%

≥15%

|OI skew| 38.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +26.6%, OI skew +38.1% — 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: -9%, ATM: +6%, OTM: +8% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 52% — neutral vs sector

Activity

Unusual activity?

4.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 0.8x avg — normal

≥15%

Vol/OI 7.9% — normal turnover

≥2 days

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

≥5%

OI change +11.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 80% — active vs sector

≥30%

Large trade volume 46% — institutional presence

≥60%

Aggressive execution 34% — patient

≥30

Conviction -4 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.1
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 14.8% — wide

≥10,000

OI 55,803 — deep

≥500

Volume 4,404/day — adequate

≤$0.50

$0.74 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 81% — much wider than sector

≥100 contracts

Depth 343.7 contracts (bid:145.0 ask:198.7) — adequate

<1.0%

Avg slippage 11.79% — poor

Timing

Is now a good time?

7.4
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -4.9% — flat/unclear

<30 or >70

IV percentile 86% — seller opportunity

≥10pts kink

IV kink -2.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 47.97 — 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 -4% @ 52% consistency — unclear

≥40 composite score

Score 76 (ITM 20% + inst 46%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.8
bullishIV cheap, bullish flow
Long Puts5.0
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.1
bullishIV too cheap, bullish flow
Covered Call4.2
bearishIV too cheap, 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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