AInvestOption Pilot Program
Options/VUG
V

VUGVanguard Morningstar Growth ETF

Options Analysis Report
AUM $372.0B|ARCX
● 2026-08-31$88.54
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +16.8%YTD +9.3%7D +1.9%
394
30D
±4.4%
5%

VUG Options Overview

IV is low with bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
Loading score history...

VUG Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

8.4
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 17.7% — cheap vs history

<1.05x

IV/HV 1.18x — IV premium over HV

Sector Relative≤50%

Sector percentile 32% — below sector median

<1.1x

Front/Back 0.75x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 18.3% — normal range

<80%

Effective IV 61.4% (ATM 18.3% + spread 21.6% + bias) — good value

<3.0%

Total drag 31.41% (spread 21.57% + slippage 9.84%) — high friction

≥5.0

Vega efficiency 5.49 (vega 11.846 / spread 21.57%) — acceptable

Sentiment

Bullish or bearish?

5.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -17%, Raw: -19%)
|net sentiment| ≥25%

Conviction-weighted: -17% (bearish) — Raw: -19%

≥15%

|OI skew| 1.7% — balanced

Same sign, |vol skew| ≥10%

Vol skew +64.5%, OI skew +1.7% — 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: -44%, ATM: -4%, OTM: -34% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 10% — very bullish vs sector

Activity

Unusual activity?

2.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 0.8% — normal turnover

≥2 days

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

≥5%

OI change +3.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 26% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 38% — patient

≥30

Conviction -17 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.1
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 21.6% — wide

≥10,000

OI 48,780 — adequate

≥500

Volume 394/day — thin

≤$0.50

$1.08 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 48% — neutral vs sector

≥100 contracts

Depth 216.10000000000002 contracts (bid:120.4 ask:95.7) — adequate

<1.0%

Avg slippage 9.84% — poor

Timing

Is now a good time?

6.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -24.8% — contango

<30 or >70

IV percentile 18% — buyer opportunity

≥10pts kink

IV kink -3.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 392.25 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -17% @ 59% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls6.3
bullishIV cheap, mixed flow
Long Puts6.0
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.0
bullishIV too cheap, mixed flow
Covered Call3.7
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 VUG

VUG gamma wallsVUG max painVUG IV rankVUG options flow