DUKDuke Energy Corporation
Options Analysis Report•ELECTRIC & OTHER SERVICES COMBINED
Market Cap $96.9B|NYSE
● 2026-05-15$124.31
BULLISH
Analysis: 2026-05-14 EOD data
1Y +7.2%YTD +5.8%7D +0.1%
Options Vol
4,383
30D
Implied Move
±8.6%
IV Rank
44%
DUK Options Overview
IV is low with bullish flow. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
7.2
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 2.1% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.28x — IV premium over HV
Sector Relative≤50%
Sector percentile 14% — below sector median
Term Structure
<1.1xFront/Back 0.94x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 21.3% — normal range
Spread-Adjusted Value
<80%Effective IV 41.3% (ATM 21.3% + spread 10.0% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 14.44% (spread 10.00% + slippage 4.44%) — high friction
Vega Efficiency
≥5.0Vega efficiency 15.35 (vega 15.353 / spread 10.00%) — efficient
Sentiment
Bullish or bearish?
7.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +15%, Raw: +9%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +15% (bullish) — Raw: +9%
OI Skew Magnitude
≥15%|OI skew| 25.9% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +58.7%, OI skew +25.9% — aligned
Conviction Quality
≥2/3 conditions0-DTE 13%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +28%, ATM: -7%, OTM: +4% — bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 22% — very bullish vs sector
Activity
Unusual activity?
4.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.6x avg — elevated
Turnover Rate
≥15%Vol/OI 5.2% — 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 +2.1% (5d) — building
Sector Relative≥60%
Sector activity percentile 88% — very active vs sector
Trade Quality
≥30%Large trade volume 18% — mixed
Execution Urgency
≥60%Aggressive execution 46% — patient
Flow Conviction
≥30Conviction +15 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 10.0% — wide
Adequate OI
≥10,000OI 83,639 — deep
Active Volume
≥500Volume 4,383/day — adequate
Reasonable Cost
≤$0.50$0.50 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 22% — tighter than sector
Order Book Depth
≥100 contractsDepth 161.3 contracts (bid:90.2 ask:71.1) — adequate
Execution Quality
<1.0%Avg slippage 4.44% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -6.1% — contango
IV Percentile Clarity
<30 or >70IV percentile 2% — buyer opportunity
Event Detection
≥10pts kinkIV kink -0.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 398.78 — 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 +15% @ 58% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 48 (ITM 20% + inst 18%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls7.1
bullishIV cheap, bullish flow
Long Puts5.3
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.3
bullishIV too cheap, bullish flow
Covered Call3.8
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.