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LFUSLittelfuse Inc

Options Analysis Report•SWITCHGEAR & SWITCHBOARD APPARATUS
Market Cap $10.3B|NASDAQ
● 2026-08-31$405.42
BEARISH
Analysis: 2026-08-28 EOD data
1Y +58.7%YTD +54.4%7D +0.5%
199
30D
±14.1%
18%

LFUS Options Overview

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

REWARDS

RISK ANALYSIS

4.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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LFUS Gamma Walls

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Value

Is IV priced right?

6.2
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 78.4% — elevated vs history

<1.05x

IV/HV 1.16x — IV premium over HV

Sector Relative≤50%

Sector percentile 47% — below sector median

<1.1x

Front/Back 0.92x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 52.4% — normal range

<80%

Effective IV 94.0% (ATM 52.4% + spread 20.8% + bias) — expensive

<3.0%

Total drag 21.63% (spread 20.80% + slippage 0.83%) — high friction

≥5.0

Vega efficiency 41.94 (vega 87.226 / spread 20.80%) — efficient

Sentiment

Bullish or bearish?

3.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +6%, Raw: +6%)
|net sentiment| ≥25%

Conviction-weighted: +6% (neutral) — Raw: +6%

≥15%

|OI skew| 29.8% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -92.0%, OI skew -29.8% — 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: +0%, ATM: +26%, OTM: -13% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

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

Activity

Unusual activity?

4.3
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 1.2x avg — normal

≥15%

Vol/OI 4.5% — normal turnover

≥2 days

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

≥5%

OI change +8.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 64% — active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 2% — patient

≥30

Conviction +6 (bullish) — 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 20.8% — wide

≥10,000

OI 4,375 — thin

≥500

Volume 199/day — thin

≤$0.50

$1.04 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 68% — wider than sector

≥100 contracts

Depth 11.8 contracts (bid:6.0 ask:5.8) — thin

<1.0%

Avg slippage 0.83% — good

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -8.2% — contango

<30 or >70

IV percentile 78% — seller opportunity

≥10pts kink

IV kink -3.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 386.30 — 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 +6% @ 53% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.9
bullishIV cheap, bearish flow
Long Puts6.7
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put4.0
bullishIV too cheap, bearish flow
Covered Call4.9
bearishIV too cheap, bearish 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 LFUS

LFUS gamma wallsLFUS max painLFUS IV rankLFUS options flow