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ICHRIchor Holdings

Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES
Market Cap $2.1B|NASDAQ
● 2026-08-31$55.45
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +236.4%YTD +171.7%7D -2.6%
190
30D
±21.1%
26%

ICHR Options Overview

IV is elevated with bearish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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ICHR Gamma Walls

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Value

Is IV priced right?

4.6
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 94.0% — elevated vs history

<1.05x

IV/HV 1.04x — IV ≤ HV

Sector Relative≤50%

Sector percentile 91% — above sector median

<1.1x

Front/Back 0.79x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 85.5% — crisis-level IV

<80%

Effective IV 125.7% (ATM 85.5% + spread 20.1% + bias) — expensive

<3.0%

Total drag 28.40% (spread 20.08% + slippage 8.32%) — high friction

≥5.0

Vega efficiency 3.98 (vega 7.995 / spread 20.08%) — spread drag

Sentiment

Bullish or bearish?

4.4
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Weak signal (Conviction: -1%, Raw: -17%)
|net sentiment| ≥25%

Conviction-weighted: -1% (neutral) — Raw: -17%

≥15%

|OI skew| 34.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -27.4%, OI skew +34.1% — divergent (opposite)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -43%, ATM: +62%, OTM: -31% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 88% — very bearish vs sector

Activity

Unusual activity?

2.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 1.6% — normal turnover

≥2 days

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

≥5%

OI change +23.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 39% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 16% — patient

≥30

Conviction -1 (bearish) — mixed

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 20.1% — wide

≥10,000

OI 11,577 — adequate

≥500

Volume 190/day — thin

≤$0.50

$1.00 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 95% — much wider than sector

≥100 contracts

Depth 93.80000000000001 contracts (bid:52.2 ask:41.6) — thin

<1.0%

Avg slippage 8.32% — 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 -20.6% — contango

<30 or >70

IV percentile 94% — seller opportunity

≥10pts kink

IV kink -13.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 111.66 — 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 -1% @ 50% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.6
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.7
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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