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WABWabtec Inc.

Options Analysis Report•RAILROAD EQUIPMENT
Market Cap $49.4B|NYSE
● 2026-08-28$292.23
BULLISH
Analysis: 2026-08-27 EOD data
1Y +51.7%YTD +35.1%7D -1.8%
12
30D
±6.4%
0%

WAB Options Overview

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

REWARDS

RISK ANALYSIS

6.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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WAB Gamma Walls

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Value

Is IV priced right?

8.0
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 16.4% — cheap vs history

<1.05x

IV/HV 1.40x — IV premium over HV

Sector Relative≤50%

Sector percentile 13% — below sector median

<1.1x

Front/Back 0.89x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 23.8% — normal range

<80%

Effective IV 63.0% (ATM 23.8% + spread 19.6% + bias) — good value

<3.0%

Total drag 29.27% (spread 19.58% + slippage 9.69%) — high friction

≥5.0

Vega efficiency 41.69 (vega 81.624 / spread 19.58%) — efficient

Sentiment

Bullish or bearish?

9.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +100%, Raw: +100%)
|net sentiment| ≥25%

Conviction-weighted: +100% (strong bullish) — Raw: +100%

≥15%

|OI skew| 17.6% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +16.7%, OI skew +17.6% — 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: +0%, ATM: +0%, OTM: +100% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 47% — neutral vs sector

Activity

Unusual activity?

2.3
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.1x avg — normal

≥15%

Vol/OI 0.5% — normal turnover

≥2 days

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

≥5%

OI change -23.2% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 4% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 10% — patient

≥30

Conviction +100 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.7
IlliquidLiquid

Evaluates

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

Risk Checks1/8 checks passed
≤5.0%

Spread 19.6% — wide

≥10,000

OI 2,416 — thin

≥500

Volume 12/day — thin

≤$0.50

$0.98 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 19% — much tighter than sector

≥100 contracts

Depth 17.4 contracts (bid:8.1 ask:9.3) — thin

<1.0%

Avg slippage 9.69% — poor

Timing

Is now a good time?

7.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -11.2% — contango

<30 or >70

IV percentile 16% — buyer opportunity

≥10pts kink

IV kink -1.7pts — no clear event

<0.5 or >2.0

θ/ν ratio 1132.09 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +100% @ 100% consistency — STRONG directional (bullish)

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls8.4
bullishIV cheap, bullish flow
Long Puts4.6
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.6
bullishIV too cheap, bullish flow
Covered Call2.5
bearishIV too cheap, bullish 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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