CRHCRH Public Limited Company
Options Analysis Report•CEMENT, HYDRAULIC
Market Cap $71.9B|NYSE
● 2026-05-15$107.63
BEARISH
Analysis: 2026-05-14 EOD data
1Y +10.0%YTD -14.9%7D -5.4%
Options Vol
1,889
30D
Implied Move
±9.8%
IV Rank
28%
CRH Options Overview
bearish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.8
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 58.7% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.17x — IV premium over HV
Sector Relative≤50%
Sector percentile 53% — above sector median
Term Structure
<1.1xFront/Back 0.97x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 37.6% — normal range
Spread-Adjusted Value
<80%Effective IV 74.1% (ATM 37.6% + spread 18.2% + bias) — fair
Execution Efficiency
<3.0%Total drag 24.65% (spread 18.23% + slippage 6.42%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.23 (vega 2.235 / spread 18.23%) — spread drag
Sentiment
Bullish or bearish?
2.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -20%, Raw: +4%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -20% (bearish) — Raw: +4%
OI Skew Magnitude
≥15%|OI skew| 12.7% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -70.1%, OI skew -12.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 52%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +48%, ATM: +84%, OTM: -79% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 90% — very bearish vs sector
Activity
Unusual activity?
3.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 4.7% — 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 +2.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 60% — active vs sector
Trade Quality
≥30%Large trade volume 74% — heavy institutional
Execution Urgency
≥60%Aggressive execution 28% — patient
Flow Conviction
≥30Conviction -20 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 18.2% — wide
Adequate OI
≥10,000OI 40,145 — adequate
Active Volume
≥500Volume 1,889/day — adequate
Reasonable Cost
≤$0.50$0.91 to cross — expensive
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 55% — neutral vs sector
Order Book Depth
≥100 contractsDepth 115.7 contracts (bid:73.9 ask:41.8) — adequate
Execution Quality
<1.0%Avg slippage 6.42% — poor
Timing
Is now a good time?
6.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -3.0% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 59% — neutral
Event Detection
≥10pts kinkIV kink -0.2pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 3.75 — 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 -20% @ 60% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 104 (ITM 20% + inst 74%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.5
bullishIV fair, bearish flow
Long Puts6.0
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put3.9
bullishIV fair, bearish flow
Covered Call5.4
bearishIV fair, bearish flow
For educational purposes only. Not investment advice.