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Options Analysis Report
Market Cap $92.3B|NYSE
● 2026-08-31$41.33
VERY BEARISH
Analysis: 2026-08-28 EOD data
1Y -6.5%YTD -11.4%7D -1.5%
2,702
30D
±7.0%
0%

BN Options Overview

bearish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

5.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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BN Gamma Walls

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Value

Is IV priced right?

7.5
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 34.5% — cheap vs history

<1.05x

IV/HV 1.12x — IV premium over HV

Sector Relative≤50%

Sector percentile 54% — above sector median

<1.1x

Front/Back 0.95x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 25.1% — normal range

<80%

Effective IV 71.5% (ATM 25.1% + spread 23.2% + bias) — fair

<3.0%

Total drag 29.64% (spread 23.19% + slippage 6.45%) — high friction

≥5.0

Vega efficiency 2.55 (vega 5.919 / spread 23.19%) — spread drag

Sentiment

Bullish or bearish?

1.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -70%, Raw: -70%)
|net sentiment| ≥25%

Conviction-weighted: -70% (strong bearish) — Raw: -70%

≥15%

|OI skew| 16.9% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -91.3%, OI skew -16.9% — 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: -75%, ATM: -1%, OTM: -90% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 99% — very bearish vs sector

Activity

Unusual activity?

6.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed
≥1.5x

Volume 1.9x avg — elevated

≥15%

Vol/OI 7.8% — normal turnover

≥2 days

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

≥5%

OI change +4.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 80% — active vs sector

≥30%

Large trade volume 79% — heavy institutional

≥60%

Aggressive execution 25% — patient

≥30

Conviction -70 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 23.2% — wide

≥10,000

OI 34,666 — adequate

≥500

Volume 2,702/day — adequate

≤$0.50

$1.16 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 65% — wider than sector

≥100 contracts

Depth 219.0 contracts (bid:141.8 ask:77.2) — adequate

<1.0%

Avg slippage 6.45% — 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 -4.7% — flat/unclear

<30 or >70

IV percentile 34% — neutral

≥10pts kink

IV kink -0.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 300.47 — 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 -70% @ 85% consistency — STRONG directional (bearish)

≥40 composite score

Score 109 (ITM 20% + inst 79%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls4.6
bullishIV cheap, bearish flow
Long Puts8.3
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put2.8
bullishIV too cheap, bearish flow
Covered Call5.6
bearishIV too cheap, 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.

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