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TROWT Rowe Price Group Inc

Options Analysis Report•INVESTMENT ADVICE
Market Cap $23.7B|NASDAQ
● 2026-08-31$111.24
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +5.3%YTD +6.3%7D -0.9%
215
30D
±7.5%
18%

TROW Options Overview

bearish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

4.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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TROW Gamma Walls

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Value

Is IV priced right?

5.8
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 37.0% — elevated vs history

<1.05x

IV/HV 1.73x — IV premium over HV

Sector Relative≤50%

Sector percentile 70% — above sector median

<1.1x

Front/Back 0.97x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 27.0% — normal range

<80%

Effective IV 72.6% (ATM 27.0% + spread 22.8% + bias) — fair

<3.0%

Total drag 31.91% (spread 22.82% + slippage 9.09%) — high friction

≥5.0

Vega efficiency 10.54 (vega 24.041 / spread 22.82%) — efficient

Sentiment

Bullish or bearish?

3.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Weak signal (Conviction: -10%, Raw: -14%)
|net sentiment| ≥25%

Conviction-weighted: -10% (bearish) — Raw: -14%

≥15%

|OI skew| 1.6% — balanced

Same sign, |vol skew| ≥10%

Vol skew -26.5%, OI skew +1.6% — 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: +65%, ATM: -8%, OTM: -25% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 88% — very bearish vs sector

Activity

Unusual activity?

1.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 0.6% — normal turnover

≥2 days

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

≥5%

OI change +2.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 21% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 15% — patient

≥30

Conviction -10 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.7
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 22.8% — wide

≥10,000

OI 37,251 — adequate

≥500

Volume 215/day — thin

≤$0.50

$1.14 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 70% — wider than sector

≥100 contracts

Depth 90.5 contracts (bid:50.1 ask:40.4) — thin

<1.0%

Avg slippage 9.09% — poor

Timing

Is now a good time?

6.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope -3.0% — flat/unclear

<30 or >70

IV percentile 37% — neutral

≥10pts kink

IV kink -0.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 877.41 — 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 -10% @ 55% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.7
bullishIV fair, bearish flow
Long Puts5.7
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.1
bullishIV fair, bearish flow
Covered Call5.0
bearishIV fair, bearish 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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