AXPAmerican Express Company
Options Analysis Report•FINANCE SERVICES
Market Cap $213.4B|NYSE
● 2026-05-15$312.77
BULLISH
Analysis: 2026-05-14 EOD data
1Y +4.4%YTD -16.1%7D -1.0%
Options Vol
24,194
30D
Implied Move
±8.2%
IV Rank
33%
AXP Options Overview
Mixed signals. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
7.0
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 30.4% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.23x — IV premium over HV
Sector Relative≤50%
Sector percentile 51% — above sector median
Term Structure
<1.1xFront/Back 0.96x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 30.3% — normal range
Spread-Adjusted Value
<80%Effective IV 47.7% (ATM 30.3% + spread 8.7% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 12.90% (spread 8.71% + slippage 4.19%) — high friction
Vega Efficiency
≥5.0Vega efficiency 208.07 (vega 181.227 / spread 8.71%) — efficient
Sentiment
Bullish or bearish?
5.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -18%, Raw: -14%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -18% (bearish) — Raw: -14%
OI Skew Magnitude
≥15%|OI skew| 33.4% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +61.8%, OI skew +33.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 34%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -45%, ATM: -9%, OTM: -13% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 25% — very bullish vs sector
Activity
Unusual activity?
5.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 1.5x avg — elevated
Turnover Rate
≥15%Vol/OI 8.6% — 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 +6.8% (5d) — building
Sector Relative≥60%
Sector activity percentile 84% — very active vs sector
Trade Quality
≥30%Large trade volume 45% — institutional presence
Execution Urgency
≥60%Aggressive execution 44% — patient
Flow Conviction
≥30Conviction -18 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 8.7% — wide
Adequate OI
≥10,000OI 282,258 — deep
Active Volume
≥500Volume 24,194/day — active
Reasonable Cost
≤$0.50$0.44 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 53% — neutral vs sector
Order Book Depth
≥100 contractsDepth 76.19999999999999 contracts (bid:33.8 ask:42.4) — thin
Execution Quality
<1.0%Avg slippage 4.19% — poor
Timing
Is now a good time?
6.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -3.9% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 30% — neutral
Event Detection
≥10pts kinkIV kink 0.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 4214.59 — 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 -18% @ 59% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 75 (ITM 20% + inst 45%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls6.6
bullishIV cheap, mixed flow
Long Puts5.6
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.9
bullishIV too cheap, mixed flow
Covered Call4.3
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.