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VSHVishay Intertechnology, Inc.

Options Analysis Report•ELECTRONIC COMPONENTS & ACCESSORIES
Market Cap $4.7B|NYSE
● 2026-08-31$30.56
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +105.8%YTD +99.9%7D +0.4%
822
30D
±19.3%
38%

VSH Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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VSH Gamma Walls

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Value

Is IV priced right?

4.6
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 90.6% — elevated vs history

<1.05x

IV/HV 0.83x — IV ≤ HV

Sector Relative≤50%

Sector percentile 82% — above sector median

<1.1x

Front/Back 0.89x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 73.7% — normal range

<80%

Effective IV 109.1% (ATM 73.7% + spread 17.7% + bias) — expensive

<3.0%

Total drag 23.98% (spread 17.68% + slippage 6.30%) — high friction

≥5.0

Vega efficiency 3.67 (vega 6.494 / spread 17.68%) — spread drag

Sentiment

Bullish or bearish?

5.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -16%, Raw: -20%)
|net sentiment| ≥25%

Conviction-weighted: -16% (bearish) — Raw: -20%

≥15%

|OI skew| 7.3% — balanced

Same sign, |vol skew| ≥10%

Vol skew +66.9%, OI skew -7.3% — 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: -76%, ATM: -54%, OTM: -16% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 26% — very bullish vs sector

Activity

Unusual activity?

2.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 0.8% — normal turnover

≥2 days

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

≥5%

OI change +12.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 22% — below sector avg

≥30%

Large trade volume 21% — mixed

≥60%

Aggressive execution 44% — patient

≥30

Conviction -16 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 17.7% — wide

≥10,000

OI 101,201 — deep

≥500

Volume 822/day — adequate

≤$0.50

$0.88 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 89% — much wider than sector

≥100 contracts

Depth 356.0 contracts (bid:159.6 ask:196.4) — adequate

<1.0%

Avg slippage 6.30% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -10.9% — contango

<30 or >70

IV percentile 91% — seller opportunity

≥10pts kink

IV kink -3.7pts — no clear event

<0.5 or >2.0

θ/ν ratio 279.92 — 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 -16% @ 58% consistency — unclear

≥40 composite score

Score 51 (ITM 20% + inst 21%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls4.9
bullishIV fair, mixed flow
Long Puts4.8
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.1
bullishIV fair, mixed flow
Covered Call5.0
bearishIV fair, 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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