CXCemex S.A.B. de C.V.
Options Analysis Report
Market Cap $19.0B|NYSE
● 2026-05-15$13.16
BULLISH
Analysis: 2026-05-14 EOD data
1Y +92.1%YTD +13.7%7D +0.4%
Options Vol
270
30D
Implied Move
±8.6%
IV Rank
46%
CX Options Overview
bullish flow. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 53.2% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.99x — IV ≤ HV
Sector Relative≤50%
Sector percentile 28% — below sector median
Term Structure
<1.1xFront/Back 0.91x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 45.0% — normal range
Spread-Adjusted Value
<80%Effective IV 85.7% (ATM 45.0% + spread 20.4% + bias) — expensive
Execution Efficiency
<3.0%Total drag 25.90% (spread 20.37% + slippage 5.53%) — high friction
Vega Efficiency
≥5.0Vega efficiency 2.03 (vega 4.144 / spread 20.37%) — spread drag
Sentiment
Bullish or bearish?
4.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -55%, Raw: -48%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -55% (strong bearish) — Raw: -48%
OI Skew Magnitude
≥15%|OI skew| 67.7% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +96.3%, OI skew +67.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 21%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -89%, ATM: -23%, OTM: -35% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 1% — very bullish vs sector
Activity
Unusual activity?
2.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.2x avg — normal
Turnover Rate
≥15%Vol/OI 1.1% — 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 31% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 49% — patient
Flow Conviction
≥30Conviction -55 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
2.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 20.4% — wide
Adequate OI
≥10,000OI 24,468 — adequate
Active Volume
≥500Volume 270/day — thin
Reasonable Cost
≤$0.50$1.02 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 60% — wider than sector
Order Book Depth
≥100 contractsDepth 677.6 contracts (bid:497.8 ask:179.8) — deep
Execution Quality
<1.0%Avg slippage 5.53% — poor
Timing
Is now a good time?
7.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -8.6% — contango
IV Percentile Clarity
<30 or >70IV percentile 53% — neutral
Event Detection
≥10pts kinkIV kink -0.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 986.67 — favors income trades
Expiration Distribution
≥3 expirations3 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 -55% @ 77% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.1
bullishIV fair, mixed flow
Long Puts5.4
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.5
bullishIV fair, mixed flow
Covered Call4.8
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.