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WPAY

Options Analysis Report
Market Cap: --
● 2026-03-23$34.16
NEUTRAL
Analysis: 2026-03-20 EOD data
1Y -33.4%YTD -19.1%7D +0.0%
51
30D
±10.3%
66%

WPAY Options Overview

IV is low. No clear edge detected.

REWARDS

RISK ANALYSIS

4.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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WPAY Gamma Walls

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Value

Is IV priced right?

4.9
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 18.0% — cheap vs history

<1.05x

IV/HV 1.42x — IV premium over HV

Sector Relative≤50%

Sector percentile 20% — below sector median

<1.1x

Front/Back 0.78x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 39.4% — normal range

<80%

Effective IV 100.3% (ATM 39.4% + spread 30.5% + bias) — expensive

<3.0%

Total drag 38.73% (spread 30.47% + slippage 8.26%) — high friction

≥5.0

Vega efficiency 3.00 (vega 9.127 / spread 30.47%) — spread drag

Sentiment

Bullish or bearish?

4.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +8%, Raw: +20%)
|net sentiment| ≥25%

Conviction-weighted: +8% (neutral) — Raw: +20%

≥15%

|OI skew| 47.5% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -29.4%, OI skew +47.5% — 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: -38%, ATM: -100%, OTM: +54% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 87% — very bearish vs sector

Activity

Unusual activity?

3.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/9 checks passed
≥1.5x

Volume 1.5x avg — elevated

≥15%

Vol/OI 3.8% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

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

≥5%

OI change -48.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 35% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 24% — patient

≥30

Conviction +8 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 30.5% — wide

≥10,000

OI 1,341 — thin

≥500

Volume 51/day — thin

≤$0.50

$1.52 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 34% — tighter than sector

≥100 contracts

Depth 303.20000000000005 contracts (bid:218.3 ask:84.9) — adequate

<1.0%

Avg slippage 8.26% — poor

Timing

Is now a good time?

7.4
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -22.0% — contango

<30 or >70

IV percentile 18% — buyer opportunity

≥10pts kink

IV kink -7.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 1901.44 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +8% @ 54% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls4.9
bullishIV fair, mixed flow
Long Puts5.1
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.9
bullishIV fair, mixed flow
Covered Call5.1
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.

More on WPAY

WPAY gamma wallsWPAY max painWPAY IV rankWPAY options flow