DDDuPont de Nemours, Inc. Common Stock
Options Analysis Report•PLASTIC MATERIALS, SYNTH RESINS & NONVULCAN ELASTOMERS
Market Cap $20.7B|NYSE
● 2026-05-15$50.60
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +77.4%YTD +23.8%7D +1.7%
Options Vol
2,238
30D
Implied Move
±8.6%
IV Rank
23%
DD Options Overview
bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.8
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks7/9 checks passed
IV Rank
≤35%IV Rank 52.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.89x — IV ≤ HV
Sector Relative≤50%
Sector percentile 37% — below sector median
Term Structure
<1.1xFront/Back 0.84x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 35.4% — normal range
Spread-Adjusted Value
<80%Effective IV 61.4% (ATM 35.4% + spread 13.0% + bias) — good value
Execution Efficiency
<3.0%Total drag 18.20% (spread 13.01% + slippage 5.19%) — high friction
Vega Efficiency
≥5.0Vega efficiency 11.59 (vega 15.079 / spread 13.01%) — efficient
Sentiment
Bullish or bearish?
3.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -76%, Raw: -74%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -76% (strong bearish) — Raw: -74%
OI Skew Magnitude
≥15%|OI skew| 26.6% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +96.1%, OI skew +26.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 83%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -95%, ATM: -63%, OTM: +55% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 0% — very bullish vs sector
Activity
Unusual activity?
6.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks5/9 checks passed
Volume Surge
≥1.5xVolume 1.8x avg — elevated
Turnover Rate
≥15%Vol/OI 6.4% — 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 +14.1% (5d) — building
Sector Relative≥60%
Sector activity percentile 80% — very active vs sector
Trade Quality
≥30%Large trade volume 70% — heavy institutional
Execution Urgency
≥60%Aggressive execution 23% — patient
Flow Conviction
≥30Conviction -76 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
3.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 13.0% — wide
Adequate OI
≥10,000OI 35,054 — adequate
Active Volume
≥500Volume 2,238/day — adequate
Reasonable Cost
≤$0.50$0.65 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 40% — tighter than sector
Order Book Depth
≥100 contractsDepth 277.6 contracts (bid:137.7 ask:139.9) — adequate
Execution Quality
<1.0%Avg slippage 5.19% — poor
Timing
Is now a good time?
7.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -15.8% — contango
IV Percentile Clarity
<30 or >70IV percentile 52% — neutral
Event Detection
≥10pts kinkIV kink -4.3pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 966.58 — favors income trades
Expiration Distribution
≥3 expirations3 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 -76% @ 88% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 100 (ITM 20% + inst 70%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.4
bullishIV cheap, bearish flow
Long Puts6.2
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put4.1
bullishIV too cheap, bearish flow
Covered Call4.9
bearishIV too cheap, bearish flow
For educational purposes only. Not investment advice.