Options/DHT

DHTDHT HOLDINGS, INC.

Options Analysis Report

Market Cap $3.2B|NYSE

● 2026-08-31$19.66

BULLISH

Analysis: 2026-08-28 EOD data

1Y +67.3%YTD +67.5%7D -0.3%

Options Vol

1,560

30D

Implied Move

±11.4%

IV Rank

30%

DHT Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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DHT Gamma Walls

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DHT Hedge Radar

Neutral

Full Hedge Radar

Neither score is at an extreme today. Neither axis is a forecast — this is where DHT sits on protection cost vs. fragility today.

Protection is priced in the fair band (4.05) — near-dated vol is priced 8% below far-dated, and the move being priced is 1.49x this name's own median 19-trading-day move, measured against this name's own rolling 19-trading-day realized moves (485 overlapping windows). Fragility reads resilient (3.51): it is trading 9% above its hedge wall on a wall graded MEDIUM for reliability, and its realized-vol regime is stable.

Protection cost

4.05/ 10fair

Basis: cross_sectional

Fragility

3.51/ 10resilient

Basis: per_ticker

Value

Is IV priced right?

5.2

ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed

IV Rank

≤35%

IV Rank 68.4% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.05x — IV premium over HV

Sector Relative≤50%

Sector percentile 64% — above sector median

Term Structure

<1.1x

Front/Back 0.88x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 43.6% — normal range

Spread-Adjusted Value

<80%

Effective IV 93.3% (ATM 43.6% + spread 24.9% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 30.31% (spread 24.86% + slippage 5.45%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.75 (vega 1.870 / spread 24.86%) — spread drag

Sentiment

Bullish or bearish?

7.5

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +29%, Raw: +19%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +29% (bullish) — Raw: +19%

OI Skew Magnitude

≥15%

|OI skew| 52.5% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +67.7%, OI skew +52.5% — aligned

Conviction Quality

≥2/3 conditions

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

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -18%, ATM: +26%, OTM: +18% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 29% — very bullish vs sector

Activity

Unusual activity?

3.4

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 0.1x avg — normal

Turnover Rate

≥15%

Vol/OI 1.4% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +14.7% (5d) — building

Sector Relative≥60%

Sector activity percentile 50% — neutral vs sector

Trade Quality

≥30%

Large trade volume 9% — mostly retail

Execution Urgency

≥60%

Aggressive execution 44% — patient

Flow Conviction

≥30

Conviction +29 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.1

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 24.9% — wide

Adequate OI

≥10,000

OI 111,379 — deep

Active Volume

≥500

Volume 1,560/day — adequate

Reasonable Cost

≤$0.50

$1.24 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 77% — wider than sector

Order Book Depth

≥100 contracts

Depth 446.0 contracts (bid:225.9 ask:220.1) — adequate

Execution Quality

<1.0%

Avg slippage 5.45% — poor

Timing

Is now a good time?

7.7

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -12.0% — contango

IV Percentile Clarity

<30 or >70

IV percentile 68% — neutral

Event Detection

≥10pts kink

IV kink -3.1pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 99.49 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +29% @ 65% consistency — moderate (bullish)

Smart Money Timing

≥40 composite score

Score 39 (ITM 20% + inst 9%) — retail dominated

Directional Strategy Fit

Option Buyers

Long Calls6.1

bullishIV fair, bullish flow

Long Puts4.3

bearishIV fair, bullish flow

Premium Sellers

Cash-Secured Put5.8

bullishIV fair, bullish flow

Covered Call4.1

bearishIV fair, bullish 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.

More on DHT

DHT gamma walls DHT max pain DHT IV rank DHT options flow