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CIBGrupo Cibest S.A. American Depositary Shares (each representing four (4) Preferred Shares)

Options Analysis Report
Market Cap $23.0B|NYSE
● 2026-08-31$97.24
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +94.9%YTD +53.9%7D -4.5%
96
30D
±9.5%
5%

CIB Options Overview

bearish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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CIB Gamma Walls

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Value

Is IV priced right?

5.7
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 53.1% — elevated vs history

<1.05x

IV/HV 0.95x — IV ≤ HV

Sector Relative≤50%

Sector percentile 73% — above sector median

<1.1x

Front/Back 1.01x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 33.9% — normal range

<80%

Effective IV 132.8% (ATM 33.9% + spread 49.4% + bias) — expensive

<3.0%

Total drag 60.29% (spread 49.44% + slippage 10.85%) — high friction

≥5.0

Vega efficiency 4.29 (vega 21.191 / spread 49.44%) — spread drag

Sentiment

Bullish or bearish?

5.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Weak signal (Conviction: +15%, Raw: -3%)
|net sentiment| ≥25%

Conviction-weighted: +15% (bullish) — Raw: -3%

≥15%

|OI skew| 2.7% — balanced

Same sign, |vol skew| ≥10%

Vol skew +0.0%, OI skew -2.7% — weak (same direction)

≥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: -4% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 27% — very bullish vs sector

Activity

Unusual activity?

4.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 1.7x avg — elevated

≥15%

Vol/OI 5.4% — normal turnover

≥2 days

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

≥5%

OI change +19.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 71% — active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 26% — patient

≥30

Conviction +15 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.4
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 49.4% — wide

≥10,000

OI 1,782 — thin

≥500

Volume 96/day — thin

≤$0.50

$2.47 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 79% — wider than sector

≥100 contracts

Depth 44.9 contracts (bid:22.2 ask:22.7) — thin

<1.0%

Avg slippage 10.85% — poor

Timing

Is now a good time?

6.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope +0.6% — flat/unclear

<30 or >70

IV percentile 53% — neutral

≥10pts kink

IV kink -1.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 666.37 — 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 +15% @ 57% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.1
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.5
bullishIV fair, mixed flow
Covered Call4.4
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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