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HIIHuntington Ingalls Industries, Inc.

Options Analysis Report•SHIP & BOAT BUILDING & REPAIRING
Market Cap $11.6B|NYSE
● 2026-08-31$294.21
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +9.1%YTD -15.9%7D -0.1%
106
30D
±8.2%
6%

HII Options Overview

Mixed signals. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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HII Gamma Walls

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Value

Is IV priced right?

5.8
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 58.9% — elevated vs history

<1.05x

IV/HV 1.44x — IV premium over HV

Sector Relative≤50%

Sector percentile 63% — above sector median

<1.1x

Front/Back 0.82x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 32.0% — normal range

<80%

Effective IV 76.8% (ATM 32.0% + spread 22.4% + bias) — fair

<3.0%

Total drag 27.24% (spread 22.38% + slippage 4.86%) — high friction

≥5.0

Vega efficiency 28.32 (vega 63.377 / spread 22.38%) — efficient

Sentiment

Bullish or bearish?

4.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -42%, Raw: -33%)
|net sentiment| ≥25%

Conviction-weighted: -42% (strong bearish) — Raw: -33%

≥15%

|OI skew| 9.0% — balanced

Same sign, |vol skew| ≥10%

Vol skew +28.3%, OI skew +9.0% — 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: -28%, OTM: -30% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 43% — bullish vs sector

Activity

Unusual activity?

3.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 2.3% — normal turnover

≥2 days

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

≥5%

OI change +9.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 41% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 14% — patient

≥30

Conviction -42 (bearish) — moderate

Liquidity

Can I trade efficiently?

2.4
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 4,578 — thin

≥500

Volume 106/day — thin

≤$0.50

$1.12 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 64% — wider than sector

≥100 contracts

Depth 31.7 contracts (bid:16.7 ask:15.0) — thin

<1.0%

Avg slippage 4.86% — poor

Timing

Is now a good time?

7.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -18.1% — contango

<30 or >70

IV percentile 59% — neutral

≥10pts kink

IV kink -3.9pts — no clear event

<0.5 or >2.0

θ/ν ratio 604.16 — favors income trades

≥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 -42% @ 72% consistency — STRONG directional (bearish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.2
bullishIV fair, mixed flow
Long Puts5.3
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV fair, mixed flow
Covered Call4.6
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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