AInvestOption Pilot Program
Options/XYZ
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XYZBlock, Inc.

Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $50.2B|NYSE
● 2026-08-28$83.57
BULLISH
Analysis: 2026-08-27 EOD data
1Y +4.9%YTD +28.3%7D +1.7%
35,847
30D
±10.8%
4%

XYZ Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

6.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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XYZ Gamma Walls

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Value

Is IV priced right?

7.4
ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 79.1% — elevated vs history

<1.05x

IV/HV 1.04x — IV ≤ HV

Sector Relative≤50%

Sector percentile 36% — below sector median

<1.1x

Front/Back 0.86x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 41.5% — normal range

<80%

Effective IV 60.0% (ATM 41.5% + spread 9.3% + bias) — good value

<3.0%

Total drag 14.36% (spread 9.27% + slippage 5.09%) — high friction

≥5.0

Vega efficiency 12.31 (vega 11.415 / spread 9.27%) — efficient

Sentiment

Bullish or bearish?

5.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -22%, Raw: -17%)
|net sentiment| ≥25%

Conviction-weighted: -22% (bearish) — Raw: -17%

≥15%

|OI skew| 30.6% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +78.2%, OI skew +30.6% — aligned

≥2/3 conditions

0-DTE 35%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -16%, ATM: -1%, OTM: -28% — bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 5% — very bullish vs sector

Activity

Unusual activity?

4.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 1.2x avg — normal

≥15%

Vol/OI 7.8% — normal turnover

≥2 days

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

≥5%

OI change -10.7% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 55% — neutral vs sector

≥30%

Large trade volume 50% — heavy institutional

≥60%

Aggressive execution 27% — patient

≥30

Conviction -22 (bearish) — mixed

Liquidity

Can I trade efficiently?

5.2
IlliquidLiquid

Evaluates

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

Risk Checks5/8 checks passed
≤5.0%

Spread 9.3% — wide

≥10,000

OI 456,878 — deep

≥500

Volume 35,847/day — active

≤$0.50

$0.46 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 37% — tighter than sector

≥100 contracts

Depth 204.39999999999998 contracts (bid:108.8 ask:95.6) — adequate

<1.0%

Avg slippage 5.09% — poor

Timing

Is now a good time?

7.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -14.4% — contango

<30 or >70

IV percentile 79% — seller opportunity

≥10pts kink

IV kink -3.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 188.68 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -22% @ 61% consistency — unclear

≥40 composite score

Score 80 (ITM 20% + inst 50%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls6.5
bullishIV cheap, mixed flow
Long Puts6.0
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.2
bullishIV too cheap, mixed flow
Covered Call4.5
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.