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UBSUBS Group AG

Options Analysis Report
Market Cap $168.1B|NYSE
● 2026-08-31$54.90
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +38.4%YTD +16.6%7D +2.2%
2,120
30D
±6.4%
8%

UBS Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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UBS Gamma Walls

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Value

Is IV priced right?

6.7
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 36.1% — elevated vs history

<1.05x

IV/HV 2.19x — IV premium over HV

Sector Relative≤50%

Sector percentile 56% — above sector median

<1.1x

Front/Back 0.83x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 26.0% — normal range

<80%

Effective IV 48.8% (ATM 26.0% + spread 11.4% + bias) — excellent value

<3.0%

Total drag 13.68% (spread 11.42% + slippage 2.26%) — high friction

≥5.0

Vega efficiency 4.60 (vega 5.252 / spread 11.42%) — spread drag

Sentiment

Bullish or bearish?

3.6
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -18%, Raw: -1%)
|net sentiment| ≥25%

Conviction-weighted: -18% (bearish) — Raw: -1%

≥15%

|OI skew| 15.7% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -12.7%, OI skew -15.7% — 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: -20%, ATM: -57%, OTM: +17% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 90% — very bearish vs sector

Activity

Unusual activity?

4.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 1.3x avg — normal

≥15%

Vol/OI 2.2% — normal turnover

≥2 days

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

≥5%

OI change +5.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 49% — neutral vs sector

≥30%

Large trade volume 39% — institutional presence

≥60%

Aggressive execution 37% — patient

≥30

Conviction -18 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.5
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 11.4% — wide

≥10,000

OI 95,756 — deep

≥500

Volume 2,120/day — adequate

≤$0.50

$0.57 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 67% — wider than sector

≥100 contracts

Depth 325.0 contracts (bid:112.1 ask:212.9) — adequate

<1.0%

Avg slippage 2.26% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -16.7% — contango

<30 or >70

IV percentile 36% — neutral

≥10pts kink

IV kink -3.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 166.73 — 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 -18% @ 59% consistency — unclear

≥40 composite score

Score 69 (ITM 20% + inst 39%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.2
bullishIV cheap, bearish flow
Long Puts6.2
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put4.0
bullishIV too cheap, bearish flow
Covered Call5.0
bearishIV too cheap, 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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