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Options/KALV
K

KALV

Options Analysis Report
Market Cap: --
● 2026-06-11$27.00
NEUTRAL
Analysis: 2026-06-10 EOD data
1Y +88.9%YTD +74.6%7D +0.0%
304
30D
±8.6%
18%

KALV Options Overview

Mixed signals. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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KALV 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 40.3% (ATM 0.0% + spread 20.2% + bias) — excellent value

<3.0%

Total drag 26.71% (spread 20.17% + slippage 6.54%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 20.17%) — spread drag

Sentiment

Bullish or bearish?

5.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +50%, Raw: +50%)
|net sentiment| ≥25%

Conviction-weighted: +50% (strong bullish) — Raw: +50%

≥15%

|OI skew| 1.2% — balanced

Same sign, |vol skew| ≥10%

Vol skew -97.4%, OI skew +1.2% — 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: +50%, ATM: +0%, OTM: +0% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 99% — very bearish vs sector

Activity

Unusual activity?

4.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/9 checks passed
≥1.5x

Volume 1.1x avg — normal

≥15%

Vol/OI 1.4% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change +8.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 51% — neutral vs sector

≥30%

Large trade volume 49% — institutional presence

≥60%

Aggressive execution 0% — patient

≥30

Conviction +50 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

3.4
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 20.2% — wide

≥10,000

OI 21,405 — adequate

≥500

Volume 304/day — thin

≤$0.50

$1.01 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 109.0 contracts (bid:104.0 ask:5.0) — adequate

<1.0%

Avg slippage 6.54% — poor

Timing

Is now a good time?

6.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 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)

acceptable: No earnings detected; FOMC in 6d

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +50% @ 80% consistency — STRONG directional (bullish)

≥40 composite score

Score 79 (ITM 20% + inst 49%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.8
bullishIV cheap, mixed flow
Long Puts5.3
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV too cheap, mixed flow
Covered Call4.1
bearishIV too cheap, 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.

More on KALV

KALV gamma wallsKALV max painKALV IV rankKALV options flow