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SNSharkNinja, Inc.

Options Analysis Report•HOUSEHOLD APPLIANCES
Market Cap $26.9B|NYSE
● 2026-08-31$191.23
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +63.9%YTD +68.0%7D +4.5%
1,288
30D
±10.0%
2%

SN Options Overview

bullish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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SN Gamma Walls

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Value

Is IV priced right?

7.1
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 65.4% — elevated vs history

<1.05x

IV/HV 1.11x — IV premium over HV

Sector Relative≤50%

Sector percentile 56% — above sector median

<1.1x

Front/Back 0.80x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 41.3% — normal range

<80%

Effective IV 62.2% (ATM 41.3% + spread 10.5% + bias) — good value

<3.0%

Total drag 14.27% (spread 10.46% + slippage 3.81%) — high friction

≥5.0

Vega efficiency 52.87 (vega 55.300 / spread 10.46%) — efficient

Sentiment

Bullish or bearish?

5.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -16%, Raw: -21%)
|net sentiment| ≥25%

Conviction-weighted: -16% (bearish) — Raw: -21%

≥15%

|OI skew| 39.7% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew +60.6%, OI skew -39.7% — 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: -20% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 21% — very bullish vs sector

Activity

Unusual activity?

3.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 6.3% — normal turnover

≥2 days

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

≥5%

OI change +31.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 83% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 42% — patient

≥30

Conviction -16 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.6
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 10.5% — wide

≥10,000

OI 20,536 — adequate

≥500

Volume 1,288/day — adequate

≤$0.50

$0.52 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 76% — wider than sector

≥100 contracts

Depth 89.9 contracts (bid:49.4 ask:40.5) — thin

<1.0%

Avg slippage 3.81% — poor

Timing

Is now a good time?

6.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -19.6% — contango

<30 or >70

IV percentile 65% — neutral

≥10pts kink

IV kink -5.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 739.30 — 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 -16% @ 58% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.8
bullishIV cheap, mixed flow
Long Puts5.8
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.3
bullishIV too cheap, mixed flow
Covered Call4.3
bearishIV too cheap, 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.

More on SN

SN gamma wallsSN max painSN IV rankSN options flow