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Options Analysis Report•MOTOR VEHICLE PARTS & ACCESSORIES
Market Cap $13.1B|NYSE
● 2026-08-31$64.09
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +50.2%YTD +37.4%7D -0.4%
181
30D
±11.0%
35%

BWA Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

4.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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BWA Gamma Walls

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Value

Is IV priced right?

5.4
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 62.6% — elevated vs history

<1.05x

IV/HV 0.95x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 0.96x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 39.4% — normal range

<80%

Effective IV 174.9% (ATM 39.4% + spread 67.8% + bias) — expensive

<3.0%

Total drag 85.01% (spread 67.75% + slippage 17.26%) — high friction

≥5.0

Vega efficiency 1.82 (vega 12.314 / spread 67.75%) — spread drag

Sentiment

Bullish or bearish?

3.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -74%, Raw: -57%)
|net sentiment| ≥25%

Conviction-weighted: -74% (strong bearish) — Raw: -57%

≥15%

|OI skew| 24.3% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +32.6%, OI skew +24.3% — 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: -100%, OTM: -36% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 38% — bullish vs sector

Activity

Unusual activity?

2.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.1x avg — normal

≥15%

Vol/OI 0.6% — 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 25% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 16% — patient

≥30

Conviction -74 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

2.7
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 67.8% — wide

≥10,000

OI 29,602 — adequate

≥500

Volume 181/day — thin

≤$0.50

$3.39 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 72% — wider than sector

≥100 contracts

Depth 210.1 contracts (bid:93.8 ask:116.3) — adequate

<1.0%

Avg slippage 17.26% — poor

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -4.5% — flat/unclear

<30 or >70

IV percentile 63% — neutral

≥10pts kink

IV kink -1.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 324.90 — 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 -74% @ 87% consistency — STRONG directional (bearish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.7
bullishIV fair, bearish flow
Long Puts5.5
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.3
bullishIV fair, bearish flow
Covered Call5.1
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.

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