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STNGScorpio Tankers Inc.

Options Analysis Report
Market Cap $3.9B|NYSE
● 2026-08-31$78.03
BULLISH
Analysis: 2026-08-28 EOD data
1Y +54.2%YTD +57.0%7D -0.2%
397
30D
±9.7%
6%

STNG Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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STNG Gamma Walls

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Value

Is IV priced right?

7.2
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 60.3% — elevated vs history

<1.05x

IV/HV 1.19x — IV premium over HV

Sector Relative≤50%

Sector percentile 49% — below sector median

<1.1x

Front/Back 0.89x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 37.9% — normal range

<80%

Effective IV 72.8% (ATM 37.9% + spread 17.5% + bias) — fair

<3.0%

Total drag 23.46% (spread 17.46% + slippage 6.00%) — high friction

≥5.0

Vega efficiency 10.81 (vega 18.873 / spread 17.46%) — efficient

Sentiment

Bullish or bearish?

8.1
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +56%, Raw: +52%)
|net sentiment| ≥25%

Conviction-weighted: +56% (strong bullish) — Raw: +52%

≥15%

|OI skew| 2.5% — balanced

Same sign, |vol skew| ≥10%

Vol skew +66.2%, OI skew +2.5% — 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: +100%, ATM: +80%, OTM: +50% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 32% — bullish vs sector

Activity

Unusual activity?

3.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 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 +20.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 49% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 31% — patient

≥30

Conviction +56 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.8
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 17.5% — wide

≥10,000

OI 29,070 — adequate

≥500

Volume 397/day — thin

≤$0.50

$0.87 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 68% — wider than sector

≥100 contracts

Depth 133.7 contracts (bid:92.7 ask:41.0) — adequate

<1.0%

Avg slippage 6.00% — poor

Timing

Is now a good time?

7.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -11.0% — contango

<30 or >70

IV percentile 60% — neutral

≥10pts kink

IV kink -3.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 644.13 — 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 +56% @ 78% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls7.8
bullishIV cheap, bullish flow
Long Puts4.7
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.4
bullishIV too cheap, bullish flow
Covered Call3.2
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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