Options/LBRT

LBRTLiberty Energy Inc.

Options Analysis Report•OIL & GAS FIELD SERVICES, NEC

Market Cap $3.1B|NYSE

● 2026-08-31$19.02

VERY BULLISH

Analysis: 2026-08-28 EOD data

1Y +72.3%YTD +0.7%7D +2.9%

Options Vol

577

30D

Implied Move

±15.4%

IV Rank

11%

LBRT Options Overview

IV is elevated with bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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LBRT Gamma Walls

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Value

Is IV priced right?

4.5

ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed

IV Rank

≤35%

IV Rank 83.2% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.14x — IV premium over HV

Sector Relative≤50%

Sector percentile 85% — above sector median

Term Structure

<1.1x

Front/Back 0.87x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 59.8% — normal range

Spread-Adjusted Value

<80%

Effective IV 110.1% (ATM 59.8% + spread 25.1% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 33.66% (spread 25.15% + slippage 8.51%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 1.10 (vega 2.755 / spread 25.15%) — spread drag

Sentiment

Bullish or bearish?

9.8

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +96%, Raw: +92%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +96% (strong bullish) — Raw: +92%

OI Skew Magnitude

≥15%

|OI skew| 28.5% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +97.6%, OI skew +28.5% — aligned

Conviction Quality

≥2/3 conditions

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

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +33%, ATM: +100%, OTM: +93% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 5% — very bullish vs sector

Activity

Unusual activity?

3.6

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed

Volume Surge

≥1.5x

Volume 0.4x avg — normal

Turnover Rate

≥15%

Vol/OI 1.0% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +4.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 40% — neutral vs sector

Trade Quality

≥30%

Large trade volume 85% — heavy institutional

Execution Urgency

≥60%

Aggressive execution 33% — patient

Flow Conviction

≥30

Conviction +96 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.9

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 25.1% — wide

Adequate OI

≥10,000

OI 58,302 — deep

Active Volume

≥500

Volume 577/day — adequate

Reasonable Cost

≤$0.50

$1.26 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 91% — much wider than sector

Order Book Depth

≥100 contracts

Depth 292.20000000000005 contracts (bid:91.4 ask:200.8) — adequate

Execution Quality

<1.0%

Avg slippage 8.51% — poor

Timing

Is now a good time?

7.9

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -13.1% — contango

IV Percentile Clarity

<30 or >70

IV percentile 83% — seller opportunity

Event Detection

≥10pts kink

IV kink -8.1pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 156.51 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +96% @ 98% consistency — STRONG directional (bullish)

Smart Money Timing

≥40 composite score

Score 115 (ITM 20% + inst 85%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls7.6

bullishIV fair, bullish flow

Long Puts3.3

bearishIV fair, bullish flow

Premium Sellers

Cash-Secured Put6.9

bullishIV fair, bullish flow

Covered Call3.5

bearishIV fair, 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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