AInvestOption Pilot Program
Options/TQQQ
T

TQQQProShares UltraPro QQQ

Options Analysis Report
AUM $36.1B|NASDAQ
● 2026-08-28$71.85
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +60.8%YTD +37.2%7D +1.0%
250,470
30D
±14.0%
10%

TQQQ Options Overview

IV is elevated with unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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TQQQ Gamma Walls

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Value

Is IV priced right?

6.1
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 75.1% — elevated vs history

<1.05x

IV/HV 0.98x — IV ≤ HV

Sector Relative≤50%

Sector percentile 85% — above sector median

<1.1x

Front/Back 0.73x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 51.9% — normal range

<80%

Effective IV 65.2% (ATM 51.9% + spread 6.7% + bias) — fair

<3.0%

Total drag 10.48% (spread 6.66% + slippage 3.82%) — high friction

≥5.0

Vega efficiency 6.49 (vega 4.325 / spread 6.66%) — acceptable

Sentiment

Bullish or bearish?

5.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +9%, Raw: +6%)
|net sentiment| ≥25%

Conviction-weighted: +9% (neutral) — Raw: +6%

≥15%

|OI skew| 10.8% — balanced

Same sign, |vol skew| ≥10%

Vol skew +2.7%, OI skew +10.8% — weak (same direction)

≥2/3 conditions

0-DTE 41%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +27%, ATM: +7%, OTM: +3% — bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 28% — very bullish vs sector

Activity

Unusual activity?

4.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 1.0x avg — normal

≥15%

Vol/OI 16.3% — high turnover

≥2 days

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

≥5%

OI change -2.8% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 90% — very active vs sector

≥30%

Large trade volume 30% — institutional presence

≥60%

Aggressive execution 40% — patient

≥30

Conviction +9 (bullish) — mixed

Liquidity

Can I trade efficiently?

5.7
IlliquidLiquid

Evaluates

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

Risk Checks4/8 checks passed
≤5.0%

Spread 6.7% — wide

≥10,000

OI 1,540,524 — deep

≥500

Volume 250,470/day — active

≤$0.50

$0.33 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 89% — much wider than sector

≥100 contracts

Depth 618.2 contracts (bid:314.7 ask:303.5) — deep

<1.0%

Avg slippage 3.82% — 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 -26.9% — contango

<30 or >70

IV percentile 75% — seller opportunity

≥10pts kink

IV kink -9.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 33.53 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +9% @ 55% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.0
bullishIV cheap, mixed flow
Long Puts5.7
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put5.3
bullishIV too cheap, mixed flow
Covered Call5.0
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.