CCThe Chemours Company
CC Options Overview
IV is elevated with bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
CC Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 76.8% — elevated vs history
IV/HV 0.60x — IV ≤ HV
Sector percentile 68% — above sector median
Front/Back 0.80x — contango
Put/Call IV 1.16x — elevated
ATM IV 53.9% — normal range
Effective IV 85.9% (ATM 53.9% + spread 16.0% + bias) — expensive
Total drag 21.98% (spread 15.99% + slippage 5.99%) — high friction
Vega efficiency 0.80 (vega 1.286 / spread 15.99%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +16% (bullish) — Raw: +8%
|OI skew| 54.4% — call-heavy
Vol skew +46.9%, OI skew +54.4% — aligned
0-DTE 8%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -40%, ATM: -42%, OTM: +26% — strong bearish (ITM/ATM aligned)
Sector P/C percentile 45% — neutral vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.5x avg — normal
Vol/OI 2.2% — normal turnover
1 day(s) elevated — may be one-day event
OI change -13.3% (5d) — unwinding
Sector activity percentile 60% — active vs sector
Large trade volume 34% — institutional presence
Aggressive execution 34% — patient
Conviction +16 (bullish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 16.0% — wide
OI 83,674 — deep
Volume 1,867/day — adequate
$0.80 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 82% — much wider than sector
Depth 332.6 contracts (bid:191.4 ask:141.2) — adequate
Avg slippage 5.99% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -20.2% — contango
IV percentile 77% — seller opportunity
IV kink -6.4pts — no clear event
θ/ν ratio 56.90 — favors income trades
4 liquid expirations — flexible
safe window: No earnings detected
Spread ratio 1.00x — stable
Flow +16% @ 58% consistency — unclear
Score 64 (ITM 20% + inst 34%) — HIGH institutional
Directional Strategy Fit
For educational purposes only. Not investment advice.