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EA

Options Analysis Report
Market Cap: --
● 2026-08-05$209.70
NEUTRAL
Analysis: 2026-08-04 EOD data
1Y +22.3%YTD +2.6%7D +0.0%
6,239
30D
±6.8%
63%

EA Options Overview

IV is low. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

6.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

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EA Gamma Walls

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Value

Is IV priced right?

5.4
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 2.5% — cheap vs history

<1.05x

IV/HV 3.18x — IV premium over HV

Sector Relative≤50%

Sector percentile 1% — below sector median

<1.1x

Front/Back 8.21x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 12.5% — normal range

<80%

Effective IV 63.6% (ATM 12.5% + spread 25.6% + bias) — good value

<3.0%

Total drag 58.75% (spread 25.57% + slippage 33.18%) — high friction

≥5.0

Vega efficiency 1.96 (vega 5.017 / spread 25.57%) — spread drag

Sentiment

Bullish or bearish?

6.4
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +57%, Raw: +57%)
|net sentiment| ≥25%

Conviction-weighted: +57% (strong bullish) — Raw: +57%

≥15%

|OI skew| 24.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -37.5%, OI skew +24.0% — 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: +100%, ATM: +56%, OTM: +11% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 94% — very bearish vs sector

Activity

Unusual activity?

6.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks5/9 checks passed
≥1.5x

Volume 2.4x avg — hot

≥15%

Vol/OI 4.5% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

3 day(s) elevated — sustained

≥5%

OI change +6.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 50% — neutral vs sector

≥30%

Large trade volume 19% — mixed

≥60%

Aggressive execution 68% — urgent

≥30

Conviction +57 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

3.8
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 25.6% — wide

≥10,000

OI 138,131 — deep

≥500

Volume 6,239/day — active

≤$0.50

$1.28 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 42% — neutral vs sector

≥100 contracts

Depth 76.2 contracts (bid:53.4 ask:22.8) — thin

<1.0%

Avg slippage 33.18% — poor

Timing

Is now a good time?

7.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks9/9 checks passed
|slope| ≥5%

Slope +721.0% — backwardation

<30 or >70

IV percentile 2% — buyer opportunity

≥10pts kink

IV kink 37.1pts — event priced

<0.5 or >2.0

θ/ν ratio 796.41 — favors income trades

≥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 +57% @ 78% consistency — STRONG directional (bullish)

≥40 composite score

Score 49 (ITM 20% + inst 19%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls5.9
bullishIV fair, bullish flow
Long Puts4.9
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.5
bullishIV fair, bullish flow
Covered Call4.6
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.

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