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SLRCSLR Investment Corp. Common Stock

Options Analysis Report
Market Cap $683M|NASDAQ
● 2026-08-31$12.52
BULLISH
Analysis: 2026-08-28 EOD data
1Y -24.8%YTD -18.9%7D -1.5%
51
30D
±8.3%
0%

SLRC Options Overview

IV is low with bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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SLRC Gamma Walls

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Value

Is IV priced right?

6.8
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 27.4% — cheap vs history

<1.05x

IV/HV 0.88x — IV ≤ HV

Sector Relative≤50%

Sector percentile 45% — below sector median

<1.1x

Front/Back 1.35x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 22.1% — normal range

<80%

Effective IV 130.0% (ATM 22.1% + spread 53.9% + bias) — expensive

<3.0%

Total drag 79.86% (spread 53.93% + slippage 25.93%) — high friction

≥5.0

Vega efficiency 0.67 (vega 3.590 / spread 53.93%) — spread drag

Sentiment

Bullish or bearish?

6.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Weak signal (Conviction: +20%, Raw: +22%)
|net sentiment| ≥25%

Conviction-weighted: +20% (bullish) — Raw: +22%

≥15%

|OI skew| 5.6% — balanced

Same sign, |vol skew| ≥10%

Vol skew +37.3%, OI skew -5.6% — divergent (opposite)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +22%, OTM: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 18% — very bullish vs sector

Activity

Unusual activity?

3.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 2.1% — normal turnover

≥2 days

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

≥5%

OI change +13.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 49% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 90% — highly urgent

≥30

Conviction +20 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.4
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 53.9% — wide

≥10,000

OI 2,372 — thin

≥500

Volume 51/day — thin

≤$0.50

$2.70 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 59% — neutral vs sector

≥100 contracts

Depth 90.4 contracts (bid:28.1 ask:62.3) — thin

<1.0%

Avg slippage 25.93% — poor

Timing

Is now a good time?

6.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope +35.3% — backwardation

<30 or >70

IV percentile 27% — buyer opportunity

≥10pts kink

IV kink 8.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 1994.61 — 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 +20% @ 60% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.0
bullishIV cheap, bullish flow
Long Puts5.0
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.7
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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