AInvestOption Pilot Program
Options/DVYE
D

DVYEiShares Emerging Markets Dividend ETF

Options Analysis Report
AUM $1.2B|ARCX
● 2026-08-31$34.99
BEARISH
Analysis: 2026-08-28 EOD data
1Y +18.3%YTD +10.7%7D -1.2%
2
30D
±9.9%
2%

DVYE 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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DVYE Gamma Walls

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Value

Is IV priced right?

5.3
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 34.9% — cheap vs history

<1.05x

IV/HV 2.07x — IV premium over HV

Sector Relative≤50%

Sector percentile 55% — above sector median

<1.1x

Front/Back 1.42x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 25.2% — normal range

<80%

Effective IV 105.2% (ATM 25.2% + spread 40.0% + bias) — expensive

<3.0%

Total drag 40.00% (spread 40.00% + slippage 0.00%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 40.00%) — spread drag

Sentiment

Bullish or bearish?

5.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBalanced - Weak signal (P/C: 1.00)
<0.65 or >1.55

P/C 1.00 — balanced (buy/sell unknown)

≥15%

|OI skew| 23.4% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -100.0%, OI skew +23.4% — divergent (opposite)

≥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: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

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

Activity

Unusual activity?

2.3
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 0.3% — normal turnover

≥2 days

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

≥5%

OI change +32.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 13% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

2.4
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 40.0% — wide

≥10,000

OI 608 — thin

≥500

Volume 2/day — thin

≤$0.50

$2.00 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 66% — wider than sector

≥100 contracts

Depth 15.0 contracts (bid:14.0 ask:1.0) — thin

<1.0%

Avg slippage 0.00% — excellent

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +41.8% — backwardation

<30 or >70

IV percentile 35% — neutral

≥10pts kink

IV kink 11.5pts — event priced

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 50% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.0
bullishIV fair, mixed flow
Long Puts6.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV fair, mixed flow
Covered Call4.6
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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