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FROFrontline Plc

Options Analysis Report
Market Cap $9.8B|NYSE
● 2026-08-31$44.19
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +111.5%YTD +114.7%7D +0.3%
21,783
30D
±17.1%
26%

FRO Options Overview

IV is elevated with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

5.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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FRO Gamma Walls

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Value

Is IV priced right?

4.7
ExpensiveCheap

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

levels.

Risk Checks2/9 checks passed
≤35%

IV Rank 75.9% — elevated vs history

<1.05x

IV/HV 1.12x — IV premium over HV

Sector Relative≤50%

Sector percentile 78% — above sector median

<1.1x

Front/Back 1.21x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 49.8% — normal range

<80%

Effective IV 80.6% (ATM 49.8% + spread 15.4% + bias) — expensive

<3.0%

Total drag 21.88% (spread 15.40% + slippage 6.48%) — high friction

≥5.0

Vega efficiency 2.56 (vega 3.938 / spread 15.40%) — spread drag

Sentiment

Bullish or bearish?

5.1
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -39%, Raw: -30%)
|net sentiment| ≥25%

Conviction-weighted: -39% (strong bearish) — Raw: -30%

≥15%

|OI skew| 13.2% — balanced

Same sign, |vol skew| ≥10%

Vol skew +68.9%, OI skew +13.2% — 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: -51%, ATM: -6%, OTM: -27% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 28% — very bullish vs sector

Activity

Unusual activity?

7.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks7/8 checks passed
≥1.5x

Volume 3.0x avg — hot

≥15%

Vol/OI 18.4% — high turnover

≥2 days

2 day(s) elevated — sustained

≥5%

OI change +26.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 98% — very active vs sector

≥30%

Large trade volume 52% — heavy institutional

≥60%

Aggressive execution 43% — patient

≥30

Conviction -39 (bearish) — moderate

Liquidity

Can I trade efficiently?

3.5
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 15.4% — wide

≥10,000

OI 118,474 — deep

≥500

Volume 21,783/day — active

≤$0.50

$0.77 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 86% — much wider than sector

≥100 contracts

Depth 307.7 contracts (bid:138.2 ask:169.5) — adequate

<1.0%

Avg slippage 6.48% — poor

Timing

Is now a good time?

8.4
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +21.4% — backwardation

<30 or >70

IV percentile 76% — seller opportunity

≥10pts kink

IV kink 12.3pts — event priced

<0.5 or >2.0

θ/ν ratio 233.04 — 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 -39% @ 69% consistency — moderate (bearish)

≥40 composite score

Score 82 (ITM 20% + inst 52%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.2
bullishIV fair, mixed flow
Long Puts5.1
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.3
bullishIV fair, mixed flow
Covered Call5.2
bearishIV fair, 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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