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Options Analysis Report•MISCELLANEOUS FABRICATED METAL PRODUCTS
Market Cap $12.0B|NYSE
● 2026-08-31$207.00
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +12.8%YTD +10.4%7D +0.3%
37
30D
±8.5%
5%

CR Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

4.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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CR Gamma Walls

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Value

Is IV priced right?

6.6
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 51.8% — elevated vs history

<1.05x

IV/HV 1.46x — IV premium over HV

Sector Relative≤50%

Sector percentile 34% — below sector median

<1.1x

Front/Back 0.85x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 33.1% — normal range

<80%

Effective IV 49.7% (ATM 33.1% + spread 8.3% + bias) — excellent value

<3.0%

Total drag 18.36% (spread 8.28% + slippage 10.08%) — high friction

≥5.0

Vega efficiency 73.48 (vega 60.844 / spread 8.28%) — efficient

Sentiment

Bullish or bearish?

3.6
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -82%, Raw: -72%)
|net sentiment| ≥25%

Conviction-weighted: -82% (strong bearish) — Raw: -72%

≥15%

|OI skew| 9.6% — balanced

Same sign, |vol skew| ≥10%

Vol skew +94.6%, OI skew +9.6% — 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: -81%, ATM: +0%, OTM: -20% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 4% — very bullish vs sector

Activity

Unusual activity?

2.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 1.4% — normal turnover

≥2 days

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

≥5%

OI change +3.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 47% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 33% — patient

≥30

Conviction -82 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

3.1
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 8.3% — wide

≥10,000

OI 2,678 — thin

≥500

Volume 37/day — thin

≤$0.50

$0.41 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 59% — neutral vs sector

≥100 contracts

Depth 18.6 contracts (bid:9.4 ask:9.2) — thin

<1.0%

Avg slippage 10.08% — poor

Timing

Is now a good time?

6.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -14.7% — contango

<30 or >70

IV percentile 52% — neutral

≥10pts kink

IV kink -4.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 1009.02 — 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 -82% @ 91% consistency — STRONG directional (bearish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.1
bullishIV cheap, bearish flow
Long Puts6.0
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put3.9
bullishIV too cheap, bearish flow
Covered Call4.9
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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