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USLMUnited States Lime & Minerals

Options Analysis Report•MINING & QUARRYING OF NONMETALLIC MINERALS (NO FUELS)
Market Cap $3.4B|NASDAQ
● 2026-08-31$119.96
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -2.6%YTD -0.8%7D -0.8%
6
30D
±9.6%
3%

USLM Options Overview

Mixed signals. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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USLM Gamma Walls

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Value

Is IV priced right?

6.2
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 56.7% — elevated vs history

<1.05x

IV/HV 1.56x — IV premium over HV

Sector Relative≤50%

Sector percentile 30% — below sector median

<1.1x

Front/Back 0.89x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 35.8% — normal range

<80%

Effective IV 154.6% (ATM 35.8% + spread 59.4% + bias) — expensive

<3.0%

Total drag 70.26% (spread 59.40% + slippage 10.86%) — high friction

≥5.0

Vega efficiency 5.48 (vega 32.534 / spread 59.40%) — acceptable

Sentiment

Bullish or bearish?

4.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -21%, Raw: -20%)
|net sentiment| ≥25%

Conviction-weighted: -21% (bearish) — Raw: -20%

≥15%

|OI skew| 39.6% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +0.0%, OI skew +39.6% — 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: +0%, ATM: +0%, OTM: -20% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 71% — very bearish vs sector

Activity

Unusual activity?

2.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 2.3% — normal turnover

≥2 days

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

≥5%

OI change +1.9% (5d) — stable

Sector Relative≥60%

Sector activity percentile 53% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 20% — patient

≥30

Conviction -21 (bearish) — mixed

Liquidity

Can I trade efficiently?

1.8
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 59.4% — wide

≥10,000

OI 265 — thin

≥500

Volume 6/day — thin

≤$0.50

$2.97 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 61% — wider than sector

≥100 contracts

Depth 10.2 contracts (bid:8.6 ask:1.6) — thin

<1.0%

Avg slippage 10.86% — poor

Timing

Is now a good time?

6.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -10.6% — contango

<30 or >70

IV percentile 57% — neutral

≥10pts kink

IV kink -3.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 778.33 — 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 -21% @ 67% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.2
bullishIV cheap, mixed flow
Long Puts5.3
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.2
bullishIV too cheap, mixed flow
Covered Call4.3
bearishIV too cheap, mixed 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 USLM

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