Options/VRT

VRTVertiv Holdings Co Class A Common Stock

Options Analysis Report•ELECTRONIC COMPONENTS, NEC

Market Cap $99.0B|NYSE

● 2026-08-31$257.08

NEUTRAL

Analysis: 2026-08-28 EOD data

1Y +107.3%YTD +46.4%7D +0.8%

Options Vol

19,689

30D

Implied Move

±14.2%

IV Rank

VRT Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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VRT Gamma Walls

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VRT Hedge Radar

Neutral

Full Hedge Radar

Neither score is at an extreme today. Neither axis is a forecast — this is where VRT sits on protection cost vs. fragility today.

Protection is priced in the cheap band (2.9) — downside puts carry 0.7 IV points more than at-the-money, and implied vol sits in the 10th percentile of its own past year, measured against this name's own rolling 21-trading-day realized moves (483 overlapping windows). Fragility reads neutral (4.61): it is trading 2% above its hedge wall on a wall graded MEDIUM for reliability, and its realized-vol regime is stable.

Protection cost

2.90/ 10cheap

Basis: cross_sectional

Fragility

4.61/ 10neutral

Basis: per_ticker

Value

Is IV priced right?

6.4

ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed

IV Rank

≤35%

IV Rank 76.2% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 0.91x — IV ≤ HV

Sector Relative≤50%

Sector percentile 78% — above sector median

Term Structure

<1.1x

Front/Back 0.84x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 50.2% — normal range

Spread-Adjusted Value

<80%

Effective IV 66.0% (ATM 50.2% + spread 7.9% + bias) — fair

Execution Efficiency

<3.0%

Total drag 15.98% (spread 7.89% + slippage 8.09%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 17.27 (vega 13.622 / spread 7.89%) — efficient

Sentiment

Bullish or bearish?

5.2

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Very weak signal (Conviction: -2%, Raw: -1%)

Flow Direction

|net sentiment| ≥25%

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

OI Skew Magnitude

≥15%

|OI skew| 3.0% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +11.7%, OI skew -3.0% — divergent (opposite)

Conviction Quality

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +0%, ATM: +7%, OTM: -4% — neutral (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 51% — neutral vs sector

Activity

Unusual activity?

3.5

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed

Volume Surge

≥1.5x

Volume 0.7x avg — normal

Turnover Rate

≥15%

Vol/OI 4.3% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +10.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 78% — active vs sector

Trade Quality

≥30%

Large trade volume 13% — mostly retail

Execution Urgency

≥60%

Aggressive execution 24% — patient

Flow Conviction

≥30

Conviction -2 (bearish) — mixed

Liquidity

Can I trade efficiently?

4.8

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 7.9% — wide

Adequate OI

≥10,000

OI 453,099 — deep

Active Volume

≥500

Volume 19,689/day — active

Reasonable Cost

≤$0.50

$0.39 to cross — cheap

Strike Coverage

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 86% — much wider than sector

Order Book Depth

≥100 contracts

Depth 96.19999999999999 contracts (bid:40.3 ask:55.9) — thin

Execution Quality

<1.0%

Avg slippage 8.09% — poor

Timing

Is now a good time?

7.4

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -15.9% — contango

IV Percentile Clarity

<30 or >70

IV percentile 76% — seller opportunity

Event Detection

≥10pts kink

IV kink -5.1pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 29.86 — favors income trades

Expiration Distribution

≥3 expirations

5 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -2% @ 51% consistency — unclear

Smart Money Timing

≥40 composite score

Score 43 (ITM 20% + inst 13%) — moderate institutional

Directional Strategy Fit

Option Buyers

Long Calls5.9

bullishIV cheap, mixed flow

Long Puts5.7

bearishIV cheap, mixed flow

Premium Sellers

Cash-Secured Put5.0

bullishIV too cheap, mixed flow

Covered Call4.8

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 VRT

VRT gamma walls VRT max pain VRT IV rank VRT options flow