DLTRDollar Tree Inc.
Options Analysis Report•RETAIL-VARIETY STORES
Market Cap $17.5B|NASDAQ
● 2026-05-15$89.97
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +3.9%YTD -29.5%7D -4.5%
Options Vol
2,880
30D
Implied Move
±19.2%
IV Rank
78%
DLTR Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.4
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 91.7% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.28x — IV premium over HV
Sector Relative≤50%
Sector percentile 97% — above sector median
Term Structure
<1.1xFront/Back 1.02x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 57.5% — normal range
Spread-Adjusted Value
<80%Effective IV 80.7% (ATM 57.5% + spread 11.6% + bias) — expensive
Execution Efficiency
<3.0%Total drag 19.33% (spread 11.62% + slippage 7.71%) — high friction
Vega Efficiency
≥5.0Vega efficiency 23.10 (vega 26.837 / spread 11.62%) — efficient
Sentiment
Bullish or bearish?
6.1
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Moderate signal (Conviction: +18%, Raw: +23%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +18% (bullish) — Raw: +23%
OI Skew Magnitude
≥15%|OI skew| 8.0% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +10.8%, OI skew +8.0% — 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: -24%, ATM: +27%, OTM: +33% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 60% — bearish vs sector
Activity
Unusual activity?
3.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.6x avg — normal
Turnover Rate
≥15%Vol/OI 3.5% — 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 +8.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 37% — below sector avg
Trade Quality
≥30%Large trade volume 11% — mostly retail
Execution Urgency
≥60%Aggressive execution 34% — patient
Flow Conviction
≥30Conviction +18 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.6% — wide
Adequate OI
≥10,000OI 82,708 — deep
Active Volume
≥500Volume 2,880/day — adequate
Reasonable Cost
≤$0.50$0.58 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 97% — much wider than sector
Order Book Depth
≥100 contractsDepth 148.2 contracts (bid:92.0 ask:56.2) — adequate
Execution Quality
<1.0%Avg slippage 7.71% — poor
Timing
Is now a good time?
7.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +1.8% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 92% — seller opportunity
Event Detection
≥10pts kinkIV kink -4.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 735.27 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: Earnings in 13d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +18% @ 59% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 41 (ITM 20% + inst 11%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls4.9
bullishIV expensive, bullish flow
Long Puts4.2
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put5.9
bullishIV rich premium, bullish flow
Covered Call5.1
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.