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CWAN

Options Analysis Report
Market Cap: --
● 2026-06-25$24.56
BULLISH
Analysis: 2026-06-24 EOD data
1Y +21.6%YTD +1.9%7D +0.0%
27
30D
±7.2%
0%

CWAN Options Overview

IV is low with bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

4.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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CWAN Gamma Walls

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Value

Is IV priced right?

6.8
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 9.6% — cheap vs history

<1.05x

IV/HV 4.01x — IV premium over HV

Sector Relative≤50%

Sector percentile 1% — below sector median

<1.1x

Front/Back 19.29x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 17.6% — normal range

<80%

Effective IV 92.6% (ATM 17.6% + spread 37.5% + bias) — expensive

<3.0%

Total drag 41.81% (spread 37.52% + slippage 4.29%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 37.52%) — spread drag

Sentiment

Bullish or bearish?

5.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -4%, Raw: +0%)
|net sentiment| ≥25%

Conviction-weighted: -4% (neutral) — Raw: +0%

≥15%

|OI skew| 29.0% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew +85.2%, OI skew -29.0% — divergent (opposite)

≥2/3 conditions

0-DTE 44%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -11%, ATM: +100%, OTM: +0% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 13% — very bullish vs sector

Activity

Unusual activity?

1.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/9 checks passed
≥1.5x

Volume 0.0x avg — normal

≥15%

Vol/OI 0.1% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change -70.8% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 2% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 14% — patient

≥30

Conviction -4 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 37.5% — wide

≥10,000

OI 34,308 — adequate

≥500

Volume 27/day — thin

≤$0.50

$1.88 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 45% — neutral vs sector

≥100 contracts

Depth 101.0 contracts (bid:89.4 ask:11.6) — adequate

<1.0%

Avg slippage 4.29% — 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 +1828.6% — backwardation

<30 or >70

IV percentile 10% — buyer opportunity

≥10pts kink

IV kink 58.9pts — event priced

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -4% @ 50% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.4
bullishIV cheap, mixed flow
Long Puts5.5
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.5
bullishIV too cheap, mixed flow
Covered Call4.2
bearishIV too cheap, 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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