AAPLApple Inc.
Options Analysis Report•ELECTRONIC COMPUTERS
Market Cap $4.28T|NASDAQ
● 2026-06-12$291.13
NEUTRAL
Analysis: 2026-06-11 EOD data
1Y +46.7%YTD +7.4%7D -5.3%
Options Vol
950,737
30D
Implied Move
±6.8%
IV Rank
21%
AAPL Options Overview
IV is low. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
8.5
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks7/9 checks passed
IV Rank
≤35%IV Rank 12.1% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.11x — IV premium over HV
Sector Relative≤50%
Sector percentile 1% — below sector median
Term Structure
<1.1xFront/Back 0.90x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 26.0% — normal range
Spread-Adjusted Value
<80%Effective IV 32.6% (ATM 26.0% + spread 3.3% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 5.16% (spread 3.29% + slippage 1.87%) — high friction
Vega Efficiency
≥5.0Vega efficiency 248.03 (vega 81.600 / spread 3.29%) — efficient
Sentiment
Bullish or bearish?
6.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +3%, Raw: +3%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +3% (neutral) — Raw: +3%
OI Skew Magnitude
≥15%|OI skew| 17.2% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +22.1%, OI skew +17.2% — aligned
Conviction Quality
≥2/3 conditions0-DTE 65%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +17%, ATM: +3%, OTM: +2% — bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 36% — bullish vs sector
Activity
Unusual activity?
5.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 17.6% — high turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +5.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 90% — very active vs sector
Trade Quality
≥30%Large trade volume 22% — mixed
Execution Urgency
≥60%Aggressive execution 59% — patient
Flow Conviction
≥30Conviction +3 (bullish) — mixed
Liquidity
Can I trade efficiently?
7.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks6/8 checks passed
Tradeable Spread
≤5.0%Spread 3.3% — acceptable
Adequate OI
≥10,000OI 5,403,058 — deep
Active Volume
≥500Volume 950,737/day — active
Reasonable Cost
≤$0.50$0.16 to cross — cheap
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 3% — much tighter than sector
Order Book Depth
≥100 contractsDepth 177.1 contracts (bid:92.5 ask:84.6) — adequate
Execution Quality
<1.0%Avg slippage 1.87% — fair
Timing
Is now a good time?
7.3
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -9.9% — contango
IV Percentile Clarity
<30 or >70IV percentile 12% — buyer opportunity
Event Detection
≥10pts kinkIV kink -1.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1095.31 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +3% @ 51% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 52 (ITM 20% + inst 22%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls7.4
bullishIV cheap, bullish flow
Long Puts6.5
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.3
bullishIV too cheap, bullish flow
Covered Call4.4
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.