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EVREvercore Inc.

Options Analysis Report•INVESTMENT ADVICE
Market Cap $11.2B|NYSE
● 2026-08-31$290.11
BULLISH
Analysis: 2026-08-28 EOD data
1Y -8.7%YTD -17.4%7D +0.0%
52
30D
±9.8%
6%

EVR Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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EVR 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 Checks4/9 checks passed
≤35%

IV Rank 59.8% — elevated vs history

<1.05x

IV/HV 1.35x — IV premium over HV

Sector Relative≤50%

Sector percentile 77% — above sector median

<1.1x

Front/Back 0.87x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 37.5% — normal range

<80%

Effective IV 82.2% (ATM 37.5% + spread 22.4% + bias) — expensive

<3.0%

Total drag 28.07% (spread 22.35% + slippage 5.72%) — high friction

≥5.0

Vega efficiency 28.32 (vega 63.285 / spread 22.35%) — efficient

Sentiment

Bullish or bearish?

8.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +56%, Raw: +41%)
|net sentiment| ≥25%

Conviction-weighted: +56% (strong bullish) — Raw: +41%

≥15%

|OI skew| 39.5% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +23.1%, OI skew +39.5% — 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: +0%, ATM: +100%, OTM: +40% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 22% — very bullish vs sector

Activity

Unusual activity?

3.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 1.1% — normal turnover

≥2 days

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

≥5%

OI change +8.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 33% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 3% — patient

≥30

Conviction +56 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.2
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 22.4% — wide

≥10,000

OI 4,569 — thin

≥500

Volume 52/day — thin

≤$0.50

$1.12 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 83% — much wider than sector

≥100 contracts

Depth 16.0 contracts (bid:7.9 ask:8.1) — thin

<1.0%

Avg slippage 5.72% — poor

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -12.6% — contango

<30 or >70

IV percentile 60% — neutral

≥10pts kink

IV kink -4.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 523.02 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +56% @ 79% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.0
bullishIV fair, bullish flow
Long Puts3.9
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.7
bullishIV fair, bullish flow
Covered Call3.6
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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