BLKBlackrock, Inc.
Options Analysis Report•SECURITY BROKERS, DEALERS & FLOTATION COMPANIES
Market Cap $171.4B|NYSE
● 2026-05-15$1104.03
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +12.3%YTD +1.7%7D +1.8%
Options Vol
2,641
30D
Implied Move
±7.5%
IV Rank
38%
BLK Options Overview
IV is low with bearish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.5
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 21.5% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.44x — IV premium over HV
Sector Relative≤50%
Sector percentile 37% — below sector median
Term Structure
<1.1xFront/Back 0.98x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 28.4% — normal range
Spread-Adjusted Value
<80%Effective IV 60.3% (ATM 28.4% + spread 16.0% + bias) — good value
Execution Efficiency
<3.0%Total drag 30.34% (spread 15.96% + slippage 14.38%) — high friction
Vega Efficiency
≥5.0Vega efficiency 67.24 (vega 107.312 / spread 15.96%) — efficient
Sentiment
Bullish or bearish?
4.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +22%, Raw: +24%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +22% (bullish) — Raw: +24%
OI Skew Magnitude
≥15%|OI skew| 19.4% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -40.2%, OI skew -19.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 45%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +66%, ATM: +3%, OTM: +25% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 91% — very bearish vs sector
Activity
Unusual activity?
4.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.4x avg — normal
Turnover Rate
≥15%Vol/OI 7.3% — 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 +10.2% (5d) — building
Sector Relative≥60%
Sector activity percentile 79% — active vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 21% — patient
Flow Conviction
≥30Conviction +22 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 16.0% — wide
Adequate OI
≥10,000OI 36,144 — adequate
Active Volume
≥500Volume 2,641/day — adequate
Reasonable Cost
≤$0.50$0.80 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 40% — tighter than sector
Order Book Depth
≥100 contractsDepth 15.4 contracts (bid:7.7 ask:7.7) — thin
Execution Quality
<1.0%Avg slippage 14.38% — poor
Timing
Is now a good time?
6.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -2.1% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 22% — buyer opportunity
Event Detection
≥10pts kinkIV kink 0.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 156.14 — 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 +22% @ 61% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.3
bullishIV cheap, mixed flow
Long Puts5.8
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.2
bullishIV too cheap, mixed flow
Covered Call4.7
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.