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PFIXSimplify Interest Rate Hedge ETF

Options Analysis Report
AUM $175M|ARCX
● 2026-08-31$50.35
VERY BULLISH
Analysis: 2026-08-28 EOD data
1Y -13.0%YTD +2.4%7D -3.2%
111
30D
±9.1%
3%

PFIX Options Overview

bullish flow with unusual activity. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

6.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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PFIX Gamma Walls

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Value

Is IV priced right?

5.5
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 53.2% — elevated vs history

<1.05x

IV/HV 0.98x — IV ≤ HV

Sector Relative≤50%

Sector percentile 73% — above sector median

<1.1x

Front/Back 0.87x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 33.9% — normal range

<80%

Effective IV 290.7% (ATM 33.9% + spread 128.4% + bias) — expensive

<3.0%

Total drag 149.20% (spread 128.42% + slippage 20.78%) — high friction

≥5.0

Vega efficiency 0.94 (vega 12.121 / spread 128.42%) — spread drag

Sentiment

Bullish or bearish?

9.4
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +83%, Raw: +82%)
|net sentiment| ≥25%

Conviction-weighted: +83% (strong bullish) — Raw: +82%

≥15%

|OI skew| 59.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +80.2%, OI skew +59.0% — 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: -100%, ATM: +0%, OTM: +100% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 6% — very bullish vs sector

Activity

Unusual activity?

7.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed
≥1.5x

Volume 8.3x avg — hot

≥15%

Vol/OI 91.0% — high turnover

≥2 days

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

≥5%

OI change +4.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 99% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +83 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.1
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 128.4% — wide

≥10,000

OI 122 — thin

≥500

Volume 111/day — thin

≤$0.50

$6.42 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 79% — wider than sector

≥100 contracts

Depth 29.5 contracts (bid:15.5 ask:14.0) — thin

<1.0%

Avg slippage 20.78% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -13.4% — contango

<30 or >70

IV percentile 53% — neutral

≥10pts kink

IV kink 0.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 792.24 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +83% @ 92% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.6
bullishIV fair, bullish flow
Long Puts3.5
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put6.1
bullishIV fair, bullish flow
Covered Call3.1
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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