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NXENexGen Energy Ltd.

Options Analysis Report
Market Cap $7.0B|NYSE
● 2026-08-31$10.40
BULLISH
Analysis: 2026-08-28 EOD data
1Y +35.2%YTD +1.5%7D -4.8%
4,109
30D
±8.6%
0%

NXE Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

5.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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NXE 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 23.8% (ATM 0.0% + spread 11.9% + bias) — excellent value

<3.0%

Total drag 18.11% (spread 11.92% + slippage 6.19%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 11.92%) — spread drag

Sentiment

Bullish or bearish?

6.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +53%, Raw: +38%)
|net sentiment| ≥25%

Conviction-weighted: +53% (strong bullish) — Raw: +38%

≥15%

|OI skew| 16.2% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -1.3%, OI skew +16.2% — 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: +13%, ATM: +36%, OTM: +39% — bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 83% — very bearish vs sector

Activity

Unusual activity?

3.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 1.8% — normal turnover

≥2 days

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

≥5%

OI change +1.8% (5d) — stable

Sector Relative≥60%

Sector activity percentile 60% — active vs sector

≥30%

Large trade volume 30% — mixed

≥60%

Aggressive execution 42% — patient

≥30

Conviction +53 (bullish) — 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 11.9% — wide

≥10,000

OI 231,932 — deep

≥500

Volume 4,109/day — adequate

≤$0.50

$0.60 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 1,146.2 contracts (bid:695.0 ask:451.2) — deep

<1.0%

Avg slippage 6.19% — poor

Timing

Is now a good time?

6.3
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 events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +53% @ 76% consistency — STRONG directional (bullish)

≥40 composite score

Score 60 (ITM 20% + inst 30%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls7.0
bullishIV cheap, bullish flow
Long Puts5.3
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.9
bullishIV too cheap, bullish flow
Covered Call3.9
bearishIV too cheap, 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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