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TSCOTractor Supply Co

Options Analysis Report•RETAIL-BUILDING MATERIALS, HARDWARE, GARDEN SUPPLY
Market Cap $18.1B|NASDAQ
● 2026-08-31$34.72
BULLISH
Analysis: 2026-08-28 EOD data
1Y -43.6%YTD -31.7%7D -3.3%
2,859
30D
±9.5%
13%

TSCO Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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TSCO Gamma Walls

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Value

Is IV priced right?

6.8
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 61.3% — elevated vs history

<1.05x

IV/HV 1.08x — IV premium over HV

Sector Relative≤50%

Sector percentile 54% — above sector median

<1.1x

Front/Back 0.83x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 32.7% — normal range

<80%

Effective IV 58.7% (ATM 32.7% + spread 13.0% + bias) — good value

<3.0%

Total drag 20.07% (spread 12.98% + slippage 7.09%) — high friction

≥5.0

Vega efficiency 9.32 (vega 12.095 / spread 12.98%) — efficient

Sentiment

Bullish or bearish?

6.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: +1%, Raw: +2%)
|net sentiment| ≥25%

Conviction-weighted: +1% (neutral) — Raw: +2%

≥15%

|OI skew| 41.2% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +30.6%, OI skew +41.2% — 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: -42%, ATM: +19%, OTM: -1% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 36% — bullish vs sector

Activity

Unusual activity?

2.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 1.9% — normal turnover

≥2 days

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

≥5%

OI change +3.7% (5d) — building

Sector Relative≥60%

Sector activity percentile 18% — quiet vs sector

≥30%

Large trade volume 12% — mostly retail

≥60%

Aggressive execution 31% — patient

≥30

Conviction +1 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.4
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 13.0% — wide

≥10,000

OI 149,451 — deep

≥500

Volume 2,859/day — adequate

≤$0.50

$0.65 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 58% — neutral vs sector

≥100 contracts

Depth 271.4 contracts (bid:139.3 ask:132.1) — adequate

<1.0%

Avg slippage 7.09% — poor

Timing

Is now a good time?

6.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -17.4% — contango

<30 or >70

IV percentile 61% — neutral

≥10pts kink

IV kink -3.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 1343.94 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +1% @ 51% consistency — unclear

≥40 composite score

Score 42 (ITM 20% + inst 12%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls7.0
bullishIV cheap, bullish flow
Long Puts5.1
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.9
bullishIV too cheap, bullish flow
Covered Call3.8
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.

More on TSCO

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