AInvestOption Pilot Program
Options/SPC
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SPC

Options Analysis Report
Market Cap: --
● 2026-02-09$18.98
NEUTRAL
Analysis: 2026-02-06 EOD data
1Y -12.1%YTD +0.3%7D +0.0%
--
30D
±10.3%
14%

SPC Options Overview

IV is low. No clear edge detected.

REWARDS

RISK ANALYSIS

53.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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SPC Gamma Walls

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Value

Is IV priced right?

66.0
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 28.3% — cheap vs history

<1.05x

IV/HV 1.45x — IV premium over HV

Sector Relative≤50%

Sector percentile 44% — below sector median

<1.1x

Front/Back 1.55x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 26.8% — normal range

<80%

Effective IV 28.9% (ATM 26.8% + spread 1.0% + bias) — excellent value

<3.0%

Total drag 1.04% (spread 1.04% + slippage 0.00%) — minimal drag

≥5.0

Vega efficiency 27.10 (vega 2.818 / spread 1.04%) — efficient

Sentiment

Bullish or bearish?

50.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBalanced - Weak signal (P/C: 1.00)
<0.65 or >1.55

P/C 1.00 — balanced (buy/sell unknown)

≥15%

|OI skew| 0.0% — balanced

Same sign, |vol skew| ≥10%

Vol skew +0.0%, OI skew +0.0% — weak (same direction)

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

Sector Relative≤40% or ≥60%

Sector P/C percentile 31% — bullish vs sector

Activity

Unusual activity?

29.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/9 checks passed
≥1.5x

Volume 1.0x avg — normal

≥15%

Vol/OI 0.0% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change +0.0% (5d) — stable

Sector Relative≥60%

Sector activity percentile 50% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

48.0
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 1.0% — tight

≥10,000

OI 0 — thin

≥500

Volume 0/day — thin

≤$0.50

$0.05 to cross — cheap

≥5 strikes

10 liquid strikes — good coverage

Sector Relative≤40%

Sector spread percentile 54% — neutral vs sector

≥100 contracts

Depth 0 contracts (bid:0 ask:0) — thin

<1.0%

Avg slippage 0.00% — excellent

Timing

Is now a good time?

72.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope +54.5% — backwardation

<30 or >70

IV percentile 28% — buyer opportunity

≥10pts kink

IV kink 10.9pts — event priced

<0.5 or >2.0

θ/ν ratio 366.01 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

caution advised: No earnings detected; CPI in 2d (HIGH)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 50% consistency — unclear

≥40 composite score

Score 60 (ITM 20% + inst 30%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls10.0
bullishIV cheap, bullish flow
Long Puts10.0
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put10.0
bullishIV too cheap, bullish flow
Covered Call0.0
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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