Options/OSIS

OSISOSI Systems Inc

Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES

Market Cap $3.3B|NASDAQ

● 2026-08-31$206.64

VERY BULLISH

Analysis: 2026-08-28 EOD data

1Y -11.2%YTD -19.1%7D +1.3%

Options Vol

30D

Implied Move

±11.3%

IV Rank

OSIS Options Overview

bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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OSIS Gamma Walls

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OSIS Hedge Radar

No action needed

Full Hedge Radar

Fragility reads low; protection is priced cheap. Neither axis is a forecast — this is where OSIS sits on protection cost vs. fragility today.

Protection is priced in the cheap band (3.82) — the move being priced is 1.68x this name's own median 19-trading-day move, and near-dated vol is priced 12% below far-dated, measured against this name's own rolling 19-trading-day realized moves (485 overlapping windows). Fragility reads resilient (2.5): it is trading 13% above its hedge wall on a wall graded HIGH for reliability, and its realized-vol regime is stable.

Protection cost

3.82/ 10cheap

Basis: cross_sectional

Fragility

2.50/ 10resilient

Basis: per_ticker

Value

Is IV priced right?

7.6

ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed

IV Rank

≤35%

IV Rank 65.9% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.12x — IV premium over HV

Sector Relative≤50%

Sector percentile 22% — below sector median

Term Structure

<1.1x

Front/Back 0.91x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 41.6% — normal range

Spread-Adjusted Value

<80%

Effective IV 78.3% (ATM 41.6% + spread 18.4% + bias) — fair

Execution Efficiency

<3.0%

Total drag 20.84% (spread 18.36% + slippage 2.48%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 10.72 (vega 19.676 / spread 18.36%) — efficient

Sentiment

Bullish or bearish?

9.0

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +77%, Raw: +80%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +77% (strong bullish) — Raw: +80%

OI Skew Magnitude

≥15%

|OI skew| 78.4% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +23.1%, OI skew +78.4% — 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: +100%, ATM: +50%, OTM: +100% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 54% — neutral vs sector

Activity

Unusual activity?

2.2

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 0.1x avg — normal

Turnover Rate

≥15%

Vol/OI 0.2% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +0.9% (5d) — stable

Sector Relative≥60%

Sector activity percentile 7% — quiet vs sector

Trade Quality

≥30%

Large trade volume 0% — mostly retail

Execution Urgency

≥60%

Aggressive execution 10% — patient

Flow Conviction

≥30

Conviction +77 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.3

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks0/8 checks passed

Tradeable Spread

≤5.0%

Spread 18.4% — wide

Adequate OI

≥10,000

OI 6,107 — thin

Active Volume

≥500

Volume 13/day — thin

Reasonable Cost

≤$0.50

$0.92 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 53% — neutral vs sector

Order Book Depth

≥100 contracts

Depth 21.1 contracts (bid:11.2 ask:9.9) — thin

Execution Quality

<1.0%

Avg slippage 2.48% — poor

Timing

Is now a good time?

7.3

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -8.6% — contango

IV Percentile Clarity

<30 or >70

IV percentile 66% — neutral

Event Detection

≥10pts kink

IV kink -2.0pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 101.32 — 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 +77% @ 88% consistency — STRONG directional (bullish)

Smart Money Timing

≥40 composite score

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

Directional Strategy Fit

Option Buyers

Long Calls8.3

bullishIV cheap, bullish flow

Long Puts4.4

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put5.4

bullishIV too cheap, bullish flow

Covered Call2.6

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.

More on OSIS

OSIS gamma walls OSIS max pain OSIS IV rank OSIS options flow