AInvestOption Pilot Program
Options/EWW
E

EWWiShares MSCI Mexico ETF

Options Analysis Report
AUM $1.8B|ARCX
● 2026-08-31$76.48
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +21.6%YTD +9.8%7D -0.9%
308
30D
±6.9%
18%

EWW Options Overview

Mixed signals. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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EWW Gamma Walls

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Value

Is IV priced right?

6.5
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 35.0% — cheap vs history

<1.05x

IV/HV 1.78x — IV premium over HV

Sector Relative≤50%

Sector percentile 55% — above sector median

<1.1x

Front/Back 0.91x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 25.4% — normal range

<80%

Effective IV 74.5% (ATM 25.4% + spread 24.5% + bias) — fair

<3.0%

Total drag 31.27% (spread 24.53% + slippage 6.74%) — high friction

≥5.0

Vega efficiency 6.68 (vega 16.383 / spread 24.53%) — acceptable

Sentiment

Bullish or bearish?

6.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +79%, Raw: +80%)
|net sentiment| ≥25%

Conviction-weighted: +79% (strong bullish) — Raw: +80%

≥15%

|OI skew| 1.6% — balanced

Same sign, |vol skew| ≥10%

Vol skew -93.5%, OI skew -1.6% — 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: +100%, ATM: +100%, OTM: +77% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 99% — very bearish vs sector

Activity

Unusual activity?

5.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed
≥1.5x

Volume 2.1x avg — hot

≥15%

Vol/OI 3.1% — normal turnover

≥2 days

4 day(s) elevated — sustained

≥5%

OI change +8.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 57% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 16% — patient

≥30

Conviction +79 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.7
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 24.5% — wide

≥10,000

OI 10,066 — adequate

≥500

Volume 308/day — thin

≤$0.50

$1.23 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 66% — wider than sector

≥100 contracts

Depth 64.5 contracts (bid:47.8 ask:16.7) — thin

<1.0%

Avg slippage 6.74% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -8.8% — contango

<30 or >70

IV percentile 35% — neutral

≥10pts kink

IV kink -1.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 963.69 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +79% @ 90% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.1
bullishIV cheap, bullish flow
Long Puts4.9
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.0
bullishIV too cheap, bullish flow
Covered Call3.8
bearishIV too cheap, 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.

More on EWW

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