Options/VSCO

VSCO

Options Analysis Report

Market Cap: --

● 2026-06-02$54.30

NEUTRAL

Analysis: 2026-06-01 EOD data

1Y +142.4%YTD +1.8%7D +0.0%

Options Vol

13,664

30D

Implied Move

±29.0%

IV Rank

47%

VSCO Options Overview

IV is elevated with unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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VSCO Gamma Walls

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Value

Is IV priced right?

3.1

ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed

IV Rank

≤35%

IV Rank 86.8% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.14x — IV premium over HV

Sector Relative≤50%

Sector percentile 92% — above sector median

Term Structure

<1.1x

Front/Back 1.35x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 76.6% — normal range

Spread-Adjusted Value

<80%

Effective IV 99.7% (ATM 76.6% + spread 11.6% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 15.32% (spread 11.55% + slippage 3.77%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 20.86 (vega 24.088 / spread 11.55%) — efficient

Sentiment

Bullish or bearish?

4.9

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -2%, Raw: -4%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -2% (neutral) — Raw: -4%

OI Skew Magnitude

≥15%

|OI skew| 26.4% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew -11.5%, OI skew +26.4% — 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: +69%, ATM: -43%, OTM: +10% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 81% — very bearish vs sector

Activity

Unusual activity?

6.6

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks4/9 checks passed

Volume Surge

≥1.5x

Volume 5.3x avg — hot

Turnover Rate

≥15%

Vol/OI 39.8% — high turnover

Strike Concentration

≥60%

Top 3 strikes = 50% — dispersed

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +6.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 97% — very active vs sector

Trade Quality

≥30%

Large trade volume 13% — mostly retail

Execution Urgency

≥60%

Aggressive execution 34% — patient

Flow Conviction

≥30

Conviction -2 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.8

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks2/8 checks passed

Tradeable Spread

≤5.0%

Spread 11.6% — wide

Adequate OI

≥10,000

OI 34,309 — adequate

Active Volume

≥500

Volume 13,664/day — active

Reasonable Cost

≤$0.50

$0.58 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 96% — much wider than sector

Order Book Depth

≥100 contracts

Depth 95.1 contracts (bid:47.7 ask:47.4) — thin

Execution Quality

<1.0%

Avg slippage 3.77% — poor

Timing

Is now a good time?

7.6

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +35.0% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 87% — seller opportunity

Event Detection

≥10pts kink

IV kink 25.8pts — event priced

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 1486.91 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No earnings 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 Calls4.5

bullishIV expensive, mixed flow

Long Puts4.6

bearishIV expensive, mixed flow

Premium Sellers

Cash-Secured Put5.6

bullishIV rich premium, mixed flow

Covered Call5.7

bearishIV rich premium, 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.

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