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CFCF Industries Holding, Inc.

Options Analysis Report•AGRICULTURAL CHEMICALS
Market Cap $19.0B|NYSE
● 2026-08-28$125.71
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +44.0%YTD +56.9%7D -3.0%
2,300
30D
±11.3%
28%

CF Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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CF Gamma Walls

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Value

Is IV priced right?

5.6
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 80.4% — elevated vs history

<1.05x

IV/HV 0.97x — IV ≤ HV

Sector Relative≤50%

Sector percentile 74% — above sector median

<1.1x

Front/Back 1.04x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 41.9% — normal range

<80%

Effective IV 80.4% (ATM 41.9% + spread 19.3% + bias) — expensive

<3.0%

Total drag 23.51% (spread 19.27% + slippage 4.24%) — high friction

≥5.0

Vega efficiency 6.26 (vega 12.064 / spread 19.27%) — acceptable

Sentiment

Bullish or bearish?

5.4
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -17%, Raw: -17%)
|net sentiment| ≥25%

Conviction-weighted: -17% (bearish) — Raw: -17%

≥15%

|OI skew| 11.6% — balanced

Same sign, |vol skew| ≥10%

Vol skew +14.3%, OI skew +11.6% — aligned

≥2/3 conditions

0-DTE 9%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +8%, ATM: -41%, OTM: -8% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 55% — bearish vs sector

Activity

Unusual activity?

2.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 2.7% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -13.5% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 65% — active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 15% — patient

≥30

Conviction -17 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.1
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 19.3% — wide

≥10,000

OI 85,993 — deep

≥500

Volume 2,300/day — adequate

≤$0.50

$0.96 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 75% — wider than sector

≥100 contracts

Depth 154.1 contracts (bid:79.5 ask:74.6) — adequate

<1.0%

Avg slippage 4.24% — poor

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope +3.8% — flat/unclear

<30 or >70

IV percentile 80% — seller opportunity

≥10pts kink

IV kink 2.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 112.22 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -17% @ 58% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls5.3
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.8
bullishIV fair, mixed flow
Covered Call4.6
bearishIV fair, mixed flow

For educational purposes only. Not investment advice.