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MUFGMitsubishi UFJ Financial Group, Inc.

Options Analysis Report
Market Cap $257.8B|NYSE
● 2026-08-31$22.90
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +49.5%YTD +43.4%7D +4.3%
359
30D
±8.4%
20%

MUFG Options Overview

unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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MUFG Gamma Walls

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Value

Is IV priced right?

5.6
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 50.3% — elevated vs history

<1.05x

IV/HV 1.07x — IV premium over HV

Sector Relative≤50%

Sector percentile 70% — above sector median

<1.1x

Front/Back 0.92x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 32.3% — normal range

<80%

Effective IV 62.8% (ATM 32.3% + spread 15.3% + bias) — good value

<3.0%

Total drag 22.64% (spread 15.27% + slippage 7.37%) — high friction

≥5.0

Vega efficiency 2.12 (vega 3.238 / spread 15.27%) — spread drag

Sentiment

Bullish or bearish?

3.1
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -96%, Raw: -95%)
|net sentiment| ≥25%

Conviction-weighted: -96% (strong bearish) — Raw: -95%

≥15%

|OI skew| 71.9% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +97.8%, OI skew +71.9% — 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: -87%, ATM: -33%, OTM: -100% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 1% — very bullish vs sector

Activity

Unusual activity?

7.1
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks5/8 checks passed
≥1.5x

Volume 2.5x avg — hot

≥15%

Vol/OI 12.8% — normal turnover

≥2 days

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

≥5%

OI change +9.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 87% — very active vs sector

≥30%

Large trade volume 55% — heavy institutional

≥60%

Aggressive execution 42% — patient

≥30

Conviction -96 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

2.6
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 15.3% — wide

≥10,000

OI 2,800 — thin

≥500

Volume 359/day — thin

≤$0.50

$0.76 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 77% — wider than sector

≥100 contracts

Depth 131.3 contracts (bid:98.5 ask:32.8) — adequate

<1.0%

Avg slippage 7.37% — poor

Timing

Is now a good time?

6.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -7.5% — contango

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink -3.9pts — no clear event

<0.5 or >2.0

θ/ν ratio 289.08 — 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 -96% @ 98% consistency — STRONG directional (bearish)

≥40 composite score

Score 85 (ITM 20% + inst 55%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls4.5
bullishIV fair, bearish flow
Long Puts5.8
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.0
bullishIV fair, bearish flow
Covered Call5.3
bearishIV fair, 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.

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