ARANTERO RESOURCES CORPORATION
Options Analysis Report•CRUDE PETROLEUM & NATURAL GAS
Market Cap $11.5B|NYSE
● 2026-05-15$37.08
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y -7.8%YTD +8.4%7D +3.2%
Options Vol
30,082
30D
Implied Move
±11.4%
IV Rank
30%
AR Options Overview
unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.4
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 51.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.37x — IV premium over HV
Sector Relative≤50%
Sector percentile 44% — below sector median
Term Structure
<1.1xFront/Back 0.97x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 43.7% — normal range
Spread-Adjusted Value
<80%Effective IV 73.0% (ATM 43.7% + spread 14.6% + bias) — fair
Execution Efficiency
<3.0%Total drag 19.26% (spread 14.63% + slippage 4.63%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.50 (vega 0.737 / spread 14.63%) — spread drag
Sentiment
Bullish or bearish?
6.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Strong signal (Conviction: +92%, Raw: +91%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +92% (strong bullish) — Raw: +91%
OI Skew Magnitude
≥15%|OI skew| 42.1% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -71.8%, OI skew -42.1% — aligned
Conviction Quality
≥2/3 conditions0-DTE 2%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +50%, ATM: -32%, OTM: +95% — bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 97% — very bearish vs sector
Activity
Unusual activity?
6.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks5/9 checks passed
Volume Surge
≥1.5xVolume 1.9x avg — elevated
Turnover Rate
≥15%Vol/OI 9.8% — normal 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 +11.2% (5d) — building
Sector Relative≥60%
Sector activity percentile 89% — very active vs sector
Trade Quality
≥30%Large trade volume 85% — heavy institutional
Execution Urgency
≥60%Aggressive execution 49% — patient
Flow Conviction
≥30Conviction +92 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
3.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 14.6% — wide
Adequate OI
≥10,000OI 308,308 — deep
Active Volume
≥500Volume 30,082/day — active
Reasonable Cost
≤$0.50$0.73 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 67% — wider than sector
Order Book Depth
≥100 contractsDepth 326.70000000000005 contracts (bid:179.9 ask:146.8) — adequate
Execution Quality
<1.0%Avg slippage 4.63% — poor
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -3.0% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 51% — neutral
Event Detection
≥10pts kinkIV kink 0.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 3.09 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +92% @ 96% consistency — STRONG directional (bullish)
Smart Money Timing
≥40 composite scoreScore 115 (ITM 20% + inst 85%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.9
bullishIV fair, bullish flow
Long Puts4.7
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.6
bullishIV fair, bullish flow
Covered Call4.4
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.