AInvestOption Pilot Program
Options/TSYY
T

TSYYGraniteShares YieldBOOST TSLA ETF

Options Analysis Report
AUM $62M|NASDAQ
● 2026-08-31$20.32
BULLISH
Analysis: 2026-08-28 EOD data
1Y -68.2%YTD -51.3%7D +0.1%
10
30D
±8.6%
28%

TSYY Options Overview

IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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TSYY Gamma Walls

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Value

Is IV priced right?

3.4
ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 94.7% — elevated vs history

<1.05x

IV/HV 10.73x — IV premium over HV

Sector Relative≤50%

Sector percentile 96% — above sector median

<1.1x

Front/Back 1.00x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 90.2% — crisis-level IV

<80%

Effective IV 94.8% (ATM 90.2% + spread 2.3% + bias) — expensive

<3.0%

Total drag 2.30% (spread 2.30% + slippage 0.00%) — acceptable

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 2.30%) — spread drag

Sentiment

Bullish or bearish?

9.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksCall-heavy - Moderate signal (P/C: 0.00)
<0.65 or >1.55

P/C 0.00 — call-heavy (buy/sell unknown)

≥15%

|OI skew| 4.9% — balanced

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +4.9% — 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: +0%, ATM: +0%, OTM: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

5.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 1.4x avg — normal

≥15%

Vol/OI 16.4% — high turnover

≥2 days

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

≥5%

OI change +24.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 90% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

4.3
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 2.3% — acceptable

≥10,000

OI 61 — thin

≥500

Volume 10/day — thin

≤$0.50

$0.11 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 97% — much wider than sector

≥100 contracts

Depth 0 contracts (bid:0 ask:0) — thin

<1.0%

Avg slippage 0.00% — excellent

Timing

Is now a good time?

5.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks3/9 checks passed
|slope| ≥5%

Slope +0.0% — flat/unclear

<30 or >70

IV percentile 95% — seller opportunity

≥10pts kink

IV kink 0.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

1 liquid expirations — limited

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 50% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.9
bullishIV expensive, bullish flow
Long Puts2.9
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.9
bullishIV rich premium, bullish flow
Covered Call4.0
bearishIV rich premium, 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 TSYY

TSYY gamma wallsTSYY max painTSYY IV rankTSYY options flow