ROSTRoss Stores Inc
Options Analysis Report•RETAIL-FAMILY CLOTHING STORES
Market Cap $73.4B|NASDAQ
● 2026-04-17$227.82
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +68.1%YTD +24.7%7D +3.0%
Options Vol
1,768
30D
Implied Move
±6.6%
IV Rank
22%
ROST Options Overview
IV is low. 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 Checks7/9 checks passed
IV Rank
≤35%IV Rank 20.6% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.14x — IV premium over HV
Sector Relative≤50%
Sector percentile 8% — below sector median
Term Structure
<1.1xFront/Back 0.77x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 28.5% — normal range
Spread-Adjusted Value
<80%Effective IV 50.2% (ATM 28.5% + spread 10.8% + bias) — good value
Execution Efficiency
<3.0%Total drag 18.53% (spread 10.84% + slippage 7.69%) — high friction
Vega Efficiency
≥5.0Vega efficiency 75.17 (vega 81.486 / spread 10.84%) — efficient
Sentiment
Bullish or bearish?
4.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Weak signal (Conviction: -22%, Raw: -23%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -22% (bearish) — Raw: -23%
OI Skew Magnitude
≥15%|OI skew| 4.4% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -1.6%, OI skew -4.4% — weak (same direction)
Conviction Quality
≥2/3 conditions0-DTE 58%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +14%, ATM: -26%, OTM: -23% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 64% — bearish vs sector
Activity
Unusual activity?
4.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 5.8% — 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 +15.0% (5d) — building
Sector Relative≥60%
Sector activity percentile 56% — neutral vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 36% — patient
Flow Conviction
≥30Conviction -22 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 10.8% — wide
Adequate OI
≥10,000OI 30,582 — adequate
Active Volume
≥500Volume 1,768/day — adequate
Reasonable Cost
≤$0.50$0.54 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 10% — much tighter than sector
Order Book Depth
≥100 contractsDepth 98.3 contracts (bid:45.4 ask:52.9) — thin
Execution Quality
<1.0%Avg slippage 7.69% — poor
Timing
Is now a good time?
7.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -22.9% — contango
IV Percentile Clarity
<30 or >70IV percentile 21% — buyer opportunity
Event Detection
≥10pts kinkIV kink -5.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1711.89 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -22% @ 61% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls6.2
bullishIV cheap, mixed flow
Long Puts6.5
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.0
bullishIV too cheap, mixed flow
Covered Call4.4
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.