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SSKREX-Osprey SOL + Staking ETF

Options Analysis Report
Market Cap: --|BATS
● 2026-08-31$13.97
VERY BULLISH
Analysis: 2026-08-28 EOD data
1Y -55.8%YTD -30.7%7D +6.7%
88
30D
±9.1%
4%

SSK Options Overview

IV is elevated with bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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SSK Gamma Walls

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Value

Is IV priced right?

5.0
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 83.2% — elevated vs history

<1.05x

IV/HV 0.95x — IV ≤ HV

Sector Relative≤50%

Sector percentile 83% — above sector median

<1.1x

Front/Back 0.52x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 59.8% — normal range

<80%

Effective IV 184.5% (ATM 59.8% + spread 62.4% + bias) — expensive

<3.0%

Total drag 76.28% (spread 62.37% + slippage 13.91%) — high friction

≥5.0

Vega efficiency 0.32 (vega 2.027 / spread 62.37%) — spread drag

Sentiment

Bullish or bearish?

8.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +66%, Raw: +71%)
|net sentiment| ≥25%

Conviction-weighted: +66% (strong bullish) — Raw: +71%

≥15%

|OI skew| 28.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +79.5%, OI skew +28.7% — 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: -60%, ATM: +20%, OTM: +100% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 12% — very bullish vs sector

Activity

Unusual activity?

3.1
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 1.9% — normal turnover

≥2 days

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

≥5%

OI change -0.1% (5d) — stable

Sector Relative≥60%

Sector activity percentile 49% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +66 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.5
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 62.4% — wide

≥10,000

OI 4,604 — thin

≥500

Volume 88/day — thin

≤$0.50

$3.12 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 89% — much wider than sector

≥100 contracts

Depth 111.30000000000001 contracts (bid:66.4 ask:44.9) — adequate

<1.0%

Avg slippage 13.91% — poor

Timing

Is now a good time?

7.4
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -48.2% — contango

<30 or >70

IV percentile 83% — seller opportunity

≥10pts kink

IV kink -34.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 154.70 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +66% @ 83% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.3
bullishIV fair, bullish flow
Long Puts3.7
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put6.2
bullishIV fair, bullish flow
Covered Call3.5
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.

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