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SDGRSchrodinger, Inc. Common Stock

Options Analysis Report•PHARMACEUTICAL PREPARATIONS
Market Cap $1.5B|NASDAQ
● 2026-08-31$19.70
BULLISH
Analysis: 2026-08-28 EOD data
1Y +3.1%YTD +9.6%7D +5.0%
260
30D
±15.1%
23%

SDGR Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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SDGR Gamma Walls

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Value

Is IV priced right?

5.2
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 84.5% — elevated vs history

<1.05x

IV/HV 0.91x — IV ≤ HV

Sector Relative≤50%

Sector percentile 63% — above sector median

<1.1x

Front/Back 0.83x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 61.8% — normal range

<80%

Effective IV 104.7% (ATM 61.8% + spread 21.5% + bias) — expensive

<3.0%

Total drag 25.77% (spread 21.46% + slippage 4.31%) — high friction

≥5.0

Vega efficiency 0.88 (vega 1.885 / spread 21.46%) — spread drag

Sentiment

Bullish or bearish?

5.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -18%, Raw: -23%)
|net sentiment| ≥25%

Conviction-weighted: -18% (bearish) — Raw: -23%

≥15%

|OI skew| 45.6% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +67.7%, OI skew +45.6% — 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: -15%, ATM: +33%, OTM: -56% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 26% — very bullish vs sector

Activity

Unusual activity?

2.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.3x avg — normal

≥15%

Vol/OI 1.3% — normal turnover

≥2 days

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

≥5%

OI change +4.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 46% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 26% — patient

≥30

Conviction -18 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.7
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 21.5% — wide

≥10,000

OI 20,519 — adequate

≥500

Volume 260/day — thin

≤$0.50

$1.07 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 84% — much wider than sector

≥100 contracts

Depth 243.2 contracts (bid:113.5 ask:129.7) — adequate

<1.0%

Avg slippage 4.31% — 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 -17.3% — contango

<30 or >70

IV percentile 84% — seller opportunity

≥10pts kink

IV kink -9.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 68.53 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -18% @ 59% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.3
bullishIV fair, mixed flow
Long Puts4.7
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.1
bullishIV fair, mixed flow
Covered Call4.5
bearishIV fair, mixed 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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