ROSTRoss Stores Inc
Options Analysis Report•RETAIL-FAMILY CLOTHING STORES
Market Cap $77.0B|NASDAQ
● 2026-06-12$240.13
BEARISH
Analysis: 2026-06-11 EOD data
1Y +82.1%YTD +31.4%7D +4.2%
Options Vol
3,047
30D
Implied Move
±8.5%
IV Rank
30%
ROST Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
8.3
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks8/9 checks passed
IV Rank
≤35%IV Rank 34.6% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 0.82x — IV ≤ HV
Sector Relative≤50%
Sector percentile 15% — below sector median
Term Structure
<1.1xFront/Back 0.93x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 31.6% — normal range
Spread-Adjusted Value
<80%Effective IV 57.1% (ATM 31.6% + spread 12.8% + bias) — good value
Execution Efficiency
<3.0%Total drag 17.31% (spread 12.77% + slippage 4.54%) — high friction
Vega Efficiency
≥5.0Vega efficiency 15.14 (vega 19.338 / spread 12.77%) — efficient
Sentiment
Bullish or bearish?
3.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Strong signal (Conviction: -5%, Raw: -5%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -5% (neutral) — Raw: -5%
OI Skew Magnitude
≥15%|OI skew| 38.8% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -41.1%, OI skew -38.8% — aligned
Conviction Quality
≥2/3 conditions0-DTE 12%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +48%, ATM: -28%, OTM: +2% — bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 88% — very bearish vs sector
Activity
Unusual activity?
3.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.7x avg — normal
Turnover Rate
≥15%Vol/OI 6.7% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +4.0% (5d) — building
Sector Relative≥60%
Sector activity percentile 78% — active vs sector
Trade Quality
≥30%Large trade volume 13% — mostly retail
Execution Urgency
≥60%Aggressive execution 35% — patient
Flow Conviction
≥30Conviction -5 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 12.8% — wide
Adequate OI
≥10,000OI 45,270 — adequate
Active Volume
≥500Volume 3,047/day — adequate
Reasonable Cost
≤$0.50$0.64 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 20% — much tighter than sector
Order Book Depth
≥100 contractsDepth 129.3 contracts (bid:53.1 ask:76.2) — adequate
Execution Quality
<1.0%Avg slippage 4.54% — poor
Timing
Is now a good time?
6.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -7.1% — contango
IV Percentile Clarity
<30 or >70IV percentile 35% — neutral
Event Detection
≥10pts kinkIV kink -0.5pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 90.74 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -5% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 43 (ITM 20% + inst 13%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.6
bullishIV cheap, bearish flow
Long Puts7.3
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put3.4
bullishIV too cheap, bearish flow
Covered Call4.6
bearishIV too cheap, bearish flow
For educational purposes only. Not investment advice.