AInvestOption Pilot Program
Options/PHVS
PHVS logo

PHVSPharvaris N.V. Ordinary Shares

Options Analysis Report
Market Cap $2.6B|NASDAQ
● 2026-08-28$37.00
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +62.0%YTD +39.7%7D +2.0%
1,088
30D
±8.6%
24%

PHVS Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
Loading score history...

PHVS Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

6.0
ExpensiveCheap

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

levels.

Risk Checks5/9 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 89.0% (ATM 0.0% + spread 44.5% + bias) — expensive

<3.0%

Total drag 57.61% (spread 44.49% + slippage 13.12%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 44.49%) — spread drag

Sentiment

Bullish or bearish?

4.6
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -29%, Raw: -30%)
|net sentiment| ≥25%

Conviction-weighted: -29% (bearish) — Raw: -30%

≥15%

|OI skew| 37.2% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew +57.2%, OI skew -37.2% — 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: +100%, ATM: +0%, OTM: -33% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 36% — bullish vs sector

Activity

Unusual activity?

4.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 3.6% — normal turnover

≥2 days

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

≥5%

OI change +15.7% (5d) — building

Sector Relative≥60%

Sector activity percentile 70% — active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 84% — highly urgent

≥30

Conviction -29 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.3
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 44.5% — wide

≥10,000

OI 30,526 — adequate

≥500

Volume 1,088/day — adequate

≤$0.50

$2.22 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 23.099999999999998 contracts (bid:6.7 ask:16.4) — thin

<1.0%

Avg slippage 13.12% — poor

Timing

Is now a good time?

6.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 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 earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -29% @ 64% consistency — moderate (bearish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.1
bullishIV fair, mixed flow
Long Puts5.4
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.4
bullishIV fair, mixed flow
Covered Call4.7
bearishIV fair, mixed flow

For educational purposes only. Not investment advice.