CCThe Chemours Company
Options Analysis Report•CHEMICALS & ALLIED PRODUCTS
Market Cap $3.7B|NYSE
● 2026-05-15$24.86
BULLISH
Analysis: 2026-05-14 EOD data
1Y +125.2%YTD +102.9%7D +7.9%
Options Vol
2,225
30D
Implied Move
±17.1%
IV Rank
14%
CC Options Overview
IV is elevated with bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 73.8% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.73x — IV ≤ HV
Sector Relative≤50%
Sector percentile 65% — 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 62.2% — normal range
Spread-Adjusted Value
<80%Effective IV 92.3% (ATM 62.2% + spread 15.0% + bias) — expensive
Execution Efficiency
<3.0%Total drag 20.24% (spread 15.04% + slippage 5.20%) — high friction
Vega Efficiency
≥5.0Vega efficiency 2.04 (vega 3.062 / spread 15.04%) — spread drag
Sentiment
Bullish or bearish?
5.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -27%, Raw: -23%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -27% (bearish) — Raw: -23%
OI Skew Magnitude
≥15%|OI skew| 44.7% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +68.9%, OI skew +44.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 67%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -26%, ATM: -4%, OTM: -11% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 30% — very bullish vs sector
Activity
Unusual activity?
4.2
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 0.3x avg — normal
Turnover Rate
≥15%Vol/OI 3.0% — 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 +5.6% (5d) — building
Sector Relative≥60%
Sector activity percentile 62% — active vs sector
Trade Quality
≥30%Large trade volume 44% — institutional presence
Execution Urgency
≥60%Aggressive execution 10% — patient
Flow Conviction
≥30Conviction -27 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 15.0% — wide
Adequate OI
≥10,000OI 73,456 — deep
Active Volume
≥500Volume 2,225/day — adequate
Reasonable Cost
≤$0.50$0.75 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 81% — much wider than sector
Order Book Depth
≥100 contractsDepth 391.4 contracts (bid:268.4 ask:123.0) — adequate
Execution Quality
<1.0%Avg slippage 5.20% — poor
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -4.5% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 74% — seller opportunity
Event Detection
≥10pts kinkIV kink 2.2pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 114.67 — 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 -27% @ 63% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 74 (ITM 20% + inst 44%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.6
bullishIV fair, mixed flow
Long Puts5.2
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV fair, mixed flow
Covered Call4.5
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.