FFord Motor Company
Options Analysis Report•MOTOR VEHICLES & PASSENGER CAR BODIES
Market Cap $60.9B|NYSE
● 2026-07-30$15.28
NEUTRAL
Analysis: 2026-07-29 EOD data
1Y +40.6%YTD +14.5%7D +8.0%
Options Vol
278,714
30D
Implied Move
±21.1%
IV Rank
100%
F Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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F Gamma Walls
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Value
Is IV priced right?
1.3
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks2/9 checks passed
IV Rank
≤35%IV Rank 78.3% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.76x — IV premium over HV
Sector Relative≤50%
Sector percentile 75% — above sector median
Term Structure
<1.1xFront/Back 2.76x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 77.3% — normal range
Spread-Adjusted Value
<80%Effective IV 94.2% (ATM 77.3% + spread 8.4% + bias) — expensive
Execution Efficiency
<3.0%Total drag 13.34% (spread 8.43% + slippage 4.91%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.25 (vega 1.053 / spread 8.43%) — spread drag
Sentiment
Bullish or bearish?
6.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -4%, Raw: -2%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -4% (neutral) — Raw: -2%
OI Skew Magnitude
≥15%|OI skew| 7.7% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +45.9%, OI skew +7.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 48%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -4%, ATM: -12%, OTM: -0% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 6% — very bullish vs sector
Activity
Unusual activity?
7.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 3.1x avg — hot
Turnover Rate
≥15%Vol/OI 14.8% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days2 day(s) elevated — sustained
OI Build
≥5%OI change +2.1% (5d) — building
Sector Relative≥60%
Sector activity percentile 96% — very active vs sector
Trade Quality
≥30%Large trade volume 29% — mixed
Execution Urgency
≥60%Aggressive execution 63% — urgent
Flow Conviction
≥30Conviction -4 (bearish) — mixed
Liquidity
Can I trade efficiently?
5.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 8.4% — wide
Adequate OI
≥10,000OI 1,883,819 — deep
Active Volume
≥500Volume 278,714/day — active
Reasonable Cost
≤$0.50$0.42 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 76% — wider than sector
Order Book Depth
≥100 contractsDepth 1,091.9 contracts (bid:539.0 ask:552.9) — deep
Execution Quality
<1.0%Avg slippage 4.91% — poor
Timing
Is now a good time?
7.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks8/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +175.7% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 78% — seller opportunity
Event Detection
≥10pts kinkIV kink 100.0pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 30.53 — 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 -4% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 59 (ITM 20% + inst 29%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls4.6
bullishIV expensive, bullish flow
Long Puts3.7
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put7.0
bullishIV rich premium, bullish flow
Covered Call6.1
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.