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GAINGladstone Investment Corporation

Options Analysis Report
Market Cap $654M|NASDAQ
● 2026-08-31$16.43
VERY BULLISH
Analysis: 2026-08-28 EOD data
1Y +16.5%YTD +17.9%7D -0.5%
28
30D
±8.6%
6%

GAIN Options Overview

bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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GAIN Gamma Walls

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Value

Is IV priced right?

6.7
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 50.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 1.00x — flat

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 56.6% (ATM 0.0% + spread 28.3% + bias) — good value

<3.0%

Total drag 38.36% (spread 28.29% + slippage 10.07%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 28.29%) — spread drag

Sentiment

Bullish or bearish?

7.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +29%, Raw: +18%)
|net sentiment| ≥25%

Conviction-weighted: +29% (bullish) — Raw: +18%

≥15%

|OI skew| 87.8% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +87.8% — 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: +50%, ATM: +0%, OTM: -71% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

2.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.1x avg — normal

≥15%

Vol/OI 0.3% — normal turnover

≥2 days

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

≥5%

OI change +1.1% (5d) — stable

Sector Relative≥60%

Sector activity percentile 13% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 70% — urgent

≥30

Conviction +29 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.1
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 28.3% — wide

≥10,000

OI 9,010 — thin

≥500

Volume 28/day — thin

≤$0.50

$1.41 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 143.9 contracts (bid:78.2 ask:65.7) — adequate

<1.0%

Avg slippage 10.07% — poor

Timing

Is now a good time?

5.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope +0.0% — flat/unclear

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink 0.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥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 +29% @ 63% consistency — moderate (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.1
bullishIV cheap, bullish flow
Long Puts4.5
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.1
bullishIV too cheap, bullish flow
Covered Call3.4
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.

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