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SEISolaris Energy Infrastructure, Inc.

Options Analysis Report•OIL & GAS FIELD MACHINERY & EQUIPMENT
Market Cap $3.3B|NYSE
● 2026-08-31$49.89
BULLISH
Analysis: 2026-08-28 EOD data
1Y +67.0%YTD -0.7%7D -6.8%
900
30D
±22.9%
0%

SEI Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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SEI Gamma Walls

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Value

Is IV priced right?

5.3
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 91.9% — elevated vs history

<1.05x

IV/HV 1.11x — IV premium over HV

Sector Relative≤50%

Sector percentile 95% — above sector median

<1.1x

Front/Back 1.03x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 77.4% — normal range

<80%

Effective IV 103.4% (ATM 77.4% + spread 13.0% + bias) — expensive

<3.0%

Total drag 23.07% (spread 12.99% + slippage 10.08%) — high friction

≥5.0

Vega efficiency 5.56 (vega 7.227 / spread 12.99%) — acceptable

Sentiment

Bullish or bearish?

6.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -0%, Raw: -3%)
|net sentiment| ≥25%

Conviction-weighted: -0% (neutral) — Raw: -3%

≥15%

|OI skew| 42.3% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +48.0%, OI skew +42.3% — 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: +88%, ATM: +6%, OTM: -5% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 49% — neutral vs sector

Activity

Unusual activity?

2.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.3x avg — normal

≥15%

Vol/OI 1.4% — normal turnover

≥2 days

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

≥5%

OI change +7.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 48% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 32% — patient

≥30

Conviction -0 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.2
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 13.0% — wide

≥10,000

OI 65,934 — deep

≥500

Volume 900/day — adequate

≤$0.50

$0.65 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 97% — much wider than sector

≥100 contracts

Depth 228.0 contracts (bid:99.2 ask:128.8) — adequate

<1.0%

Avg slippage 10.08% — poor

Timing

Is now a good time?

6.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope +3.5% — flat/unclear

<30 or >70

IV percentile 92% — seller opportunity

≥10pts kink

IV kink 4.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 118.86 — 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 -0% @ 50% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.5
bullishIV fair, bullish flow
Long Puts4.6
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.3
bullishIV fair, bullish flow
Covered Call4.3
bearishIV fair, 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.

More on SEI

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