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FFord Motor Company

Options Analysis Report•MOTOR VEHICLES & PASSENGER CAR BODIES
Market Cap $55.7B|NYSE
● 2026-09-14$13.97
NEUTRAL
Analysis: 2026-09-11 EOD data
1Y +19.6%YTD +4.7%7D -4.4%
77,813
30D
±9.0%
14%

F Options Overview

unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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F Gamma Walls

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Value

Is IV priced right?

7.1
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 55.2% — elevated vs history

<1.05x

IV/HV 0.80x — IV ≤ HV

Sector Relative≤50%

Sector percentile 43% — below sector median

<1.1x

Front/Back 0.89x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 32.3% — normal range

<80%

Effective IV 47.7% (ATM 32.3% + spread 7.7% + bias) — excellent value

<3.0%

Total drag 12.94% (spread 7.72% + slippage 5.22%) — high friction

≥5.0

Vega efficiency 0.33 (vega 0.253 / spread 7.72%) — spread drag

Sentiment

Bullish or bearish?

5.4
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Weak signal (Conviction: +1%, Raw: +0%)
|net sentiment| ≥25%

Conviction-weighted: +1% (neutral) — Raw: +0%

≥15%

|OI skew| 3.3% — balanced

Same sign, |vol skew| ≥10%

Vol skew +8.7%, OI skew +3.3% — weak (same direction)

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -9%, ATM: -15%, OTM: +18% — bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 52% — neutral vs sector

Activity

Unusual activity?

3.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.9x avg — normal

≥15%

Vol/OI 4.1% — normal turnover

≥2 days

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

≥5%

OI change +2.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 54% — neutral vs sector

≥30%

Large trade volume 39% — institutional presence

≥60%

Aggressive execution 48% — patient

≥30

Conviction +1 (bullish) — mixed

Liquidity

Can I trade efficiently?

6.3
IlliquidLiquid

Evaluates

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

Risk Checks5/8 checks passed
≤5.0%

Spread 7.7% — wide

≥10,000

OI 1,905,827 — deep

≥500

Volume 77,813/day — active

≤$0.50

$0.39 to cross — cheap

≥5 strikes

5 liquid strikes — good coverage

Sector Relative≤40%

Sector spread percentile 44% — neutral vs sector

≥100 contracts

Depth 1,509.0 contracts (bid:737.1 ask:771.9) — deep

<1.0%

Avg slippage 5.22% — poor

Timing

Is now a good time?

6.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -11.2% — contango

<30 or >70

IV percentile 55% — neutral

≥10pts kink

IV kink -2.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 26.35 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

HIGH RISK: FOMC in 2d (HIGH)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +1% @ 50% consistency — unclear

≥40 composite score

Score 69 (ITM 20% + inst 39%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls6.3
bullishIV cheap, mixed flow
Long Puts6.0
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put5.0
bullishIV too cheap, mixed flow
Covered Call4.7
bearishIV too cheap, mixed 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 14, 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 F

F gamma wallsF option chainF max painF expected moveF IV rankF put/call ratioF options flow