ELThe Estee Lauder Companies Inc. Class A
Options Analysis Report•PERFUMES, COSMETICS & OTHER TOILET PREPARATIONS
Market Cap $29.2B|NYSE
● 2026-05-15$80.83
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +27.0%YTD -24.3%7D -6.2%
Options Vol
2,574
30D
Implied Move
±12.2%
IV Rank
28%
EL Options Overview
IV is elevated. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.1
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 74.7% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.22x — IV premium over HV
Sector Relative≤50%
Sector percentile 88% — above sector median
Term Structure
<1.1xFront/Back 0.93x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 44.7% — normal range
Spread-Adjusted Value
<80%Effective IV 71.6% (ATM 44.7% + spread 13.4% + bias) — fair
Execution Efficiency
<3.0%Total drag 17.33% (spread 13.45% + slippage 3.88%) — high friction
Vega Efficiency
≥5.0Vega efficiency 13.81 (vega 18.569 / spread 13.45%) — efficient
Sentiment
Bullish or bearish?
3.1
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Moderate signal (Conviction: -29%, Raw: -25%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -29% (bearish) — Raw: -25%
OI Skew Magnitude
≥15%|OI skew| 3.8% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -20.9%, OI skew +3.8% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 7%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +35%, ATM: +7%, OTM: -44% — bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 86% — very bearish vs sector
Activity
Unusual activity?
2.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.4x avg — normal
Turnover Rate
≥15%Vol/OI 1.2% — 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 +2.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 11% — quiet vs sector
Trade Quality
≥30%Large trade volume 8% — mostly retail
Execution Urgency
≥60%Aggressive execution 39% — patient
Flow Conviction
≥30Conviction -29 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 13.4% — wide
Adequate OI
≥10,000OI 214,490 — deep
Active Volume
≥500Volume 2,574/day — adequate
Reasonable Cost
≤$0.50$0.67 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 89% — much wider than sector
Order Book Depth
≥100 contractsDepth 139.0 contracts (bid:72.9 ask:66.1) — adequate
Execution Quality
<1.0%Avg slippage 3.88% — poor
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -6.6% — contango
IV Percentile Clarity
<30 or >70IV percentile 75% — seller opportunity
Event Detection
≥10pts kinkIV kink 0.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 501.86 — favors income trades
Expiration Distribution
≥3 expirations5 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 -29% @ 64% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 38 (ITM 20% + inst 8%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.5
bullishIV fair, bearish flow
Long Puts5.8
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.4
bullishIV fair, bearish flow
Covered Call5.7
bearishIV fair, bearish flow
For educational purposes only. Not investment advice.