AInvestOption Pilot Program
Options/GSL
G

GSLGlobal Ship Lease, Inc.

Options Analysis Report
Market Cap $1.6B|NYSE
● 2026-08-28$44.52
BULLISH
Analysis: 2026-08-27 EOD data
1Y +47.5%YTD +27.5%7D +1.6%
1,055
30D
±7.1%
2%

GSL Options Overview

unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

6.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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GSL Gamma Walls

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Value

Is IV priced right?

8.8
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 33.0% — cheap vs history

<1.05x

IV/HV 1.05x — IV ≤ HV

Sector Relative≤50%

Sector percentile 11% — below sector median

<1.1x

Front/Back 0.90x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 25.2% — normal range

<80%

Effective IV 79.0% (ATM 25.2% + spread 26.9% + bias) — fair

<3.0%

Total drag 36.21% (spread 26.91% + slippage 9.30%) — high friction

≥5.0

Vega efficiency 4.83 (vega 12.993 / spread 26.91%) — spread drag

Sentiment

Bullish or bearish?

6.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +29%, Raw: +30%)
|net sentiment| ≥25%

Conviction-weighted: +29% (bullish) — Raw: +30%

≥15%

|OI skew| 33.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +11.8%, OI skew +33.7% — 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: +64%, ATM: -26%, OTM: +39% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 54% — neutral vs sector

Activity

Unusual activity?

4.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.9x avg — normal

≥15%

Vol/OI 11.3% — normal turnover

≥2 days

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

≥5%

OI change -31.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 93% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 51% — patient

≥30

Conviction +29 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.2
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 26.9% — wide

≥10,000

OI 9,354 — thin

≥500

Volume 1,055/day — adequate

≤$0.50

$1.35 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 45% — neutral vs sector

≥100 contracts

Depth 85.8 contracts (bid:40.8 ask:45.0) — thin

<1.0%

Avg slippage 9.30% — 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 -9.8% — contango

<30 or >70

IV percentile 33% — neutral

≥10pts kink

IV kink -0.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 1755.77 — 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 +29% @ 64% consistency — moderate (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.5
bullishIV cheap, bullish flow
Long Puts5.9
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.3
bullishIV too cheap, bullish flow
Covered Call3.3
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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