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EBAYeBay Inc

Options Analysis Report•SERVICES-BUSINESS SERVICES, NEC
Market Cap $47.0B|NASDAQ
● 2026-08-31$105.62
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +17.5%YTD +21.3%7D -1.4%
5,121
30D
±8.5%
7%

EBAY Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

6.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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EBAY Gamma Walls

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Value

Is IV priced right?

8.1
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 54.2% — elevated vs history

<1.05x

IV/HV 0.78x — IV ≤ HV

Sector Relative≤50%

Sector percentile 41% — below sector median

<1.1x

Front/Back 0.89x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 31.0% — normal range

<80%

Effective IV 46.4% (ATM 31.0% + spread 7.7% + bias) — excellent value

<3.0%

Total drag 12.92% (spread 7.72% + slippage 5.20%) — high friction

≥5.0

Vega efficiency 10.49 (vega 8.098 / spread 7.72%) — efficient

Sentiment

Bullish or bearish?

5.6
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +38%, Raw: +28%)
|net sentiment| ≥25%

Conviction-weighted: +38% (strong bullish) — Raw: +28%

≥15%

|OI skew| 1.8% — balanced

Same sign, |vol skew| ≥10%

Vol skew -9.0%, OI skew -1.8% — weak (same direction)

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +12%, ATM: +1%, OTM: +45% — neutral (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 72% — very bearish vs sector

Activity

Unusual activity?

4.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 0.9x avg — normal

≥15%

Vol/OI 5.3% — normal turnover

≥2 days

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

≥5%

OI change +6.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 68% — active vs sector

≥30%

Large trade volume 20% — mixed

≥60%

Aggressive execution 24% — patient

≥30

Conviction +38 (bullish) — moderate

Liquidity

Can I trade efficiently?

4.6
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 7.7% — wide

≥10,000

OI 97,163 — deep

≥500

Volume 5,121/day — active

≤$0.50

$0.39 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 46% — neutral vs sector

≥100 contracts

Depth 83.2 contracts (bid:40.1 ask:43.1) — thin

<1.0%

Avg slippage 5.20% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -10.6% — contango

<30 or >70

IV percentile 54% — neutral

≥10pts kink

IV kink -1.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 84.44 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +38% @ 69% consistency — moderate (bullish)

≥40 composite score

Score 50 (ITM 20% + inst 20%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.5
bullishIV cheap, mixed flow
Long Puts6.1
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.5
bullishIV too cheap, mixed flow
Covered Call4.1
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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