CAVACAVA Group, Inc.
Options Analysis Report•RETAIL-EATING PLACES
Market Cap $8.9B|NYSE
● 2026-05-15$76.09
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y -23.2%YTD +25.7%7D -4.2%
Options Vol
9,097
30D
Implied Move
±23.7%
IV Rank
40%
CAVA Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
2.4
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 83.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.44x — IV premium over HV
Sector Relative≤50%
Sector percentile 91% — above sector median
Term Structure
<1.1xFront/Back 1.81x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 77.5% — normal range
Spread-Adjusted Value
<80%Effective IV 108.9% (ATM 77.5% + spread 15.7% + bias) — expensive
Execution Efficiency
<3.0%Total drag 23.31% (spread 15.72% + slippage 7.59%) — high friction
Vega Efficiency
≥5.0Vega efficiency 12.12 (vega 19.052 / spread 15.72%) — efficient
Sentiment
Bullish or bearish?
5.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -33%, Raw: -27%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -33% (strong bearish) — Raw: -27%
OI Skew Magnitude
≥15%|OI skew| 18.9% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +38.1%, OI skew +18.9% — aligned
Conviction Quality
≥2/3 conditions0-DTE 13%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +13%, ATM: -15%, OTM: -32% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 43% — bullish vs sector
Activity
Unusual activity?
5.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 1.2x avg — normal
Turnover Rate
≥15%Vol/OI 6.5% — 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 +12.7% (5d) — building
Sector Relative≥60%
Sector activity percentile 76% — active vs sector
Trade Quality
≥30%Large trade volume 33% — institutional presence
Execution Urgency
≥60%Aggressive execution 30% — patient
Flow Conviction
≥30Conviction -33 (bearish) — moderate
Liquidity
Can I trade efficiently?
3.4
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 15.7% — wide
Adequate OI
≥10,000OI 140,026 — deep
Active Volume
≥500Volume 9,097/day — active
Reasonable Cost
≤$0.50$0.79 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 95% — much wider than sector
Order Book Depth
≥100 contractsDepth 291.2 contracts (bid:167.9 ask:123.3) — adequate
Execution Quality
<1.0%Avg slippage 7.59% — poor
Timing
Is now a good time?
8.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks9/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +80.7% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 84% — seller opportunity
Event Detection
≥10pts kinkIV kink 43.2pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 465.82 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -33% @ 66% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 63 (ITM 20% + inst 33%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.5
bullishIV expensive, mixed flow
Long Puts4.3
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put6.1
bullishIV rich premium, mixed flow
Covered Call5.9
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.