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EIXEdison International

Options Analysis Report•ELECTRIC SERVICES
Market Cap $27.0B|NYSE
● 2026-08-28$70.17
VERY BEARISH
Analysis: 2026-08-27 EOD data
1Y +25.8%YTD +15.2%7D -5.1%
10,115
30D
±11.8%
34%

EIX Options Overview

bearish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

4.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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EIX Gamma Walls

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Value

Is IV priced right?

5.2
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 57.3% — elevated vs history

<1.05x

IV/HV 0.78x — IV ≤ HV

Sector Relative≤50%

Sector percentile 79% — above sector median

<1.1x

Front/Back 1.35x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 33.0% — normal range

<80%

Effective IV 64.7% (ATM 33.0% + spread 15.8% + bias) — good value

<3.0%

Total drag 20.39% (spread 15.85% + slippage 4.54%) — high friction

≥5.0

Vega efficiency 11.17 (vega 17.711 / spread 15.85%) — efficient

Sentiment

Bullish or bearish?

1.1
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -69%, Raw: -68%)
|net sentiment| ≥25%

Conviction-weighted: -69% (strong bearish) — Raw: -68%

≥15%

|OI skew| 12.9% — balanced

Same sign, |vol skew| ≥10%

Vol skew -83.6%, OI skew -12.9% — aligned

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -94%, ATM: -34%, OTM: -69% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 93% — very bearish vs sector

Activity

Unusual activity?

5.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 1.1x avg — normal

≥15%

Vol/OI 8.3% — normal turnover

≥2 days

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

≥5%

OI change -3.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 84% — very active vs sector

≥30%

Large trade volume 82% — heavy institutional

≥60%

Aggressive execution 49% — patient

≥30

Conviction -69 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

3.5
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 15.8% — wide

≥10,000

OI 121,551 — deep

≥500

Volume 10,115/day — active

≤$0.50

$0.79 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 81% — much wider than sector

≥100 contracts

Depth 99.2 contracts (bid:51.6 ask:47.6) — thin

<1.0%

Avg slippage 4.54% — poor

Timing

Is now a good time?

8.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +35.1% — backwardation

<30 or >70

IV percentile 57% — neutral

≥10pts kink

IV kink 8.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 983.93 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -69% @ 84% consistency — STRONG directional (bearish)

≥40 composite score

Score 112 (ITM 20% + inst 82%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls4.0
bullishIV fair, bearish flow
Long Puts6.7
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put3.7
bullishIV fair, bearish flow
Covered Call6.5
bearishIV fair, bearish 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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