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LAESSEALSQ Corp Ordinary Shares

Options Analysis Report
Market Cap $581M|NASDAQ
● 2026-08-28$2.61
BULLISH
Analysis: 2026-08-27 EOD data
1Y -6.5%YTD -38.4%7D +2.8%
6,006
30D
±8.6%
0%

LAES Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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LAES Gamma Walls

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Value

Is IV priced right?

7.2
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 55.0% (ATM 0.0% + spread 27.5% + bias) — good value

<3.0%

Total drag 36.70% (spread 27.50% + slippage 9.20%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 27.50%) — spread drag

Sentiment

Bullish or bearish?

4.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -71%, Raw: -61%)
|net sentiment| ≥25%

Conviction-weighted: -71% (strong bearish) — Raw: -61%

≥15%

|OI skew| 93.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +89.7%, OI skew +93.7% — aligned

≥2/3 conditions

0-DTE 3%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +20%, ATM: -89%, OTM: -54% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 10% — very bullish vs sector

Activity

Unusual activity?

3.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 0.7% — normal turnover

≥2 days

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

≥5%

OI change -6.0% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 17% — quiet vs sector

≥30%

Large trade volume 46% — institutional presence

≥60%

Aggressive execution 52% — patient

≥30

Conviction -71 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

4.3
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 27.5% — wide

≥10,000

OI 850,655 — deep

≥500

Volume 6,006/day — active

≤$0.50

$1.38 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 1,112.3 contracts (bid:555.8 ask:556.5) — deep

<1.0%

Avg slippage 9.20% — poor

Timing

Is now a good time?

6.6
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)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -71% @ 86% consistency — STRONG directional (bearish)

≥40 composite score

Score 76 (ITM 20% + inst 46%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.5
bullishIV cheap, mixed flow
Long Puts6.2
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.1
bullishIV too cheap, mixed flow
Covered Call4.8
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.