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PRPermian Resources Corporation

Options Analysis Report•CRUDE PETROLEUM & NATURAL GAS
Market Cap $19.5B|NYSE
● 2026-08-31$23.29
BULLISH
Analysis: 2026-08-28 EOD data
1Y +60.5%YTD +61.7%7D -0.0%
2,045
30D
±10.2%
13%

PR Options Overview

bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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PR Gamma Walls

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Value

Is IV priced right?

6.6
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 59.1% — elevated vs history

<1.05x

IV/HV 0.98x — IV ≤ HV

Sector Relative≤50%

Sector percentile 48% — below sector median

<1.1x

Front/Back 0.94x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 37.1% — normal range

<80%

Effective IV 74.7% (ATM 37.1% + spread 18.8% + bias) — fair

<3.0%

Total drag 23.61% (spread 18.81% + slippage 4.80%) — high friction

≥5.0

Vega efficiency 2.96 (vega 5.564 / spread 18.81%) — spread drag

Sentiment

Bullish or bearish?

7.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +19%, Raw: +16%)
|net sentiment| ≥25%

Conviction-weighted: +19% (bullish) — Raw: +16%

≥15%

|OI skew| 64.6% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +89.7%, OI skew +64.6% — 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: +6%, ATM: +24%, OTM: +16% — bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 13% — very bullish vs sector

Activity

Unusual activity?

3.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 1.9% — normal turnover

≥2 days

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

≥5%

OI change +8.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 64% — active vs sector

≥30%

Large trade volume 21% — mixed

≥60%

Aggressive execution 38% — patient

≥30

Conviction +19 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.1
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 18.8% — wide

≥10,000

OI 106,974 — deep

≥500

Volume 2,045/day — adequate

≤$0.50

$0.94 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 67% — wider than sector

≥100 contracts

Depth 620.6 contracts (bid:249.1 ask:371.5) — deep

<1.0%

Avg slippage 4.80% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -5.6% — contango

<30 or >70

IV percentile 59% — neutral

≥10pts kink

IV kink -1.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 678.57 — favors income trades

≥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 +19% @ 60% consistency — unclear

≥40 composite score

Score 51 (ITM 20% + inst 21%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls7.3
bullishIV cheap, bullish flow
Long Puts4.9
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.2
bullishIV too cheap, bullish flow
Covered Call3.7
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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