Options/D

DDominion Energy, Inc Common Stock

Options Analysis Report•ELECTRIC SERVICES

Market Cap $57.2B|NYSE

● 2026-09-11$65.05

NEUTRAL

Analysis: 2026-09-10 EOD data

1Y +8.4%YTD +9.8%7D -1.2%

Options Vol

1,553

30D

Implied Move

±8.6%

IV Rank

12%

D Options Overview

IV is low. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for option buyers

Learn

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D Gamma Walls

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Value

Is IV priced right?

7.5

ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed

IV Rank

≤35%

IV Rank 3.9% — cheap vs history

IV/HV Ratio

<1.05x

IV/HV 1.61x — IV premium over HV

Sector Relative≤50%

Sector percentile 37% — below sector median

Term Structure

<1.1x

Front/Back 1.04x — flat

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 21.4% — normal range

Spread-Adjusted Value

<80%

Effective IV 61.6% (ATM 21.4% + spread 20.1% + bias) — good value

Execution Efficiency

<3.0%

Total drag 28.11% (spread 20.12% + slippage 7.99%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 9.12 (vega 18.353 / spread 20.12%) — efficient

Sentiment

Bullish or bearish?

6.0

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +47%, Raw: +24%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +47% (strong bullish) — Raw: +24%

OI Skew Magnitude

≥15%

|OI skew| 41.0% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew -36.6%, OI skew +41.0% — divergent (opposite)

Conviction Quality

≥2/3 conditions

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

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +99%, ATM: +9%, OTM: -43% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 73% — very bearish vs sector

Activity

Unusual activity?

4.4

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 0.8x avg — normal

Turnover Rate

≥15%

Vol/OI 1.9% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change -4.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 53% — neutral vs sector

Trade Quality

≥30%

Large trade volume 30% — mixed

Execution Urgency

≥60%

Aggressive execution 56% — patient

Flow Conviction

≥30

Conviction +47 (bullish) — moderate

Liquidity

Can I trade efficiently?

3.6

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks2/8 checks passed

Tradeable Spread

≤5.0%

Spread 20.1% — wide

Adequate OI

≥10,000

OI 80,724 — deep

Active Volume

≥500

Volume 1,553/day — adequate

Reasonable Cost

≤$0.50

$1.01 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 41% — neutral vs sector

Order Book Depth

≥100 contracts

Depth 99.7 contracts (bid:48.6 ask:51.1) — thin

Execution Quality

<1.0%

Avg slippage 7.99% — poor

Timing

Is now a good time?

7.0

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +4.2% — flat/unclear

IV Percentile Clarity

<30 or >70

IV percentile 4% — buyer opportunity

Event Detection

≥10pts kink

IV kink 1.5pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 1668.47 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +47% @ 74% consistency — STRONG directional (bullish)

Smart Money Timing

≥40 composite score

Score 60 (ITM 20% + inst 30%) — moderate institutional

Directional Strategy Fit

Option Buyers

Long Calls6.3

bullishIV cheap, bullish flow

Long Puts5.6

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put4.7

bullishIV too cheap, bullish flow

Covered Call3.9

bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on D

D gamma walls D option chain D max pain D expected move D IV rank D put/call ratio D options flow