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T

TTTProShares UltraPro Short 20+ Year Treasury

Options Analysis Report
AUM $17M|ARCX
● 2026-08-31$74.40
VERY BULLISH
Analysis: 2026-08-28 EOD data
1Y -4.4%YTD +11.5%7D -0.7%
30
30D
±7.1%
8%

TTT Options Overview

bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

6.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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TTT Gamma Walls

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Value

Is IV priced right?

6.4
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 38.8% — elevated vs history

<1.05x

IV/HV 0.88x — IV ≤ HV

Sector Relative≤50%

Sector percentile 59% — above sector median

<1.1x

Front/Back 0.87x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 27.2% — normal range

<80%

Effective IV 370.1% (ATM 27.2% + spread 171.4% + bias) — expensive

<3.0%

Total drag 185.72% (spread 171.43% + slippage 14.29%) — high friction

≥5.0

Vega efficiency 0.61 (vega 10.468 / spread 171.43%) — spread drag

Sentiment

Bullish or bearish?

9.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +100%, Raw: +100%)
|net sentiment| ≥25%

Conviction-weighted: +100% (strong bullish) — Raw: +100%

≥15%

|OI skew| 7.1% — balanced

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +7.1% — 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: +100% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

5.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 1.8x avg — elevated

≥15%

Vol/OI 8.5% — normal turnover

≥2 days

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

≥5%

OI change +3.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 81% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +100 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.0
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 171.4% — wide

≥10,000

OI 353 — thin

≥500

Volume 30/day — thin

≤$0.50

$8.57 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 69% — wider than sector

≥100 contracts

Depth 17.0 contracts (bid:15.0 ask:2.0) — thin

<1.0%

Avg slippage 14.29% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -13.0% — contango

<30 or >70

IV percentile 39% — neutral

≥10pts kink

IV kink -3.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 550.96 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +100% @ 100% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls8.1
bullishIV cheap, bullish flow
Long Puts3.7
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put6.0
bullishIV too cheap, bullish flow
Covered Call2.6
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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