GEVGE Vernova Inc.
Options Analysis Report•ELECTRONIC & OTHER ELECTRICAL EQUIPMENT (NO COMPUTER EQUIP)
Market Cap $293.0B|NYSE
● 2026-05-15$1090.53
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +155.4%YTD +60.5%7D +4.8%
Options Vol
11,516
30D
Implied Move
±14.5%
IV Rank
40%
GEV Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 86.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.86x — IV ≤ HV
Sector Relative≤50%
Sector percentile 93% — above sector median
Term Structure
<1.1xFront/Back 0.98x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 51.8% — normal range
Spread-Adjusted Value
<80%Effective IV 67.5% (ATM 51.8% + spread 7.8% + bias) — fair
Execution Efficiency
<3.0%Total drag 14.56% (spread 7.83% + slippage 6.73%) — high friction
Vega Efficiency
≥5.0Vega efficiency 133.84 (vega 104.796 / spread 7.83%) — efficient
Sentiment
Bullish or bearish?
4.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Moderate signal (Conviction: +14%, Raw: +16%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +14% (bullish) — Raw: +16%
OI Skew Magnitude
≥15%|OI skew| 11.1% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -9.4%, OI skew -11.1% — weak (same direction)
Conviction Quality
≥2/3 conditions0-DTE 43%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -6%, ATM: +20%, OTM: +18% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 66% — bearish vs sector
Activity
Unusual activity?
3.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
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 +7.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 84% — very active vs sector
Trade Quality
≥30%Large trade volume 3% — mostly retail
Execution Urgency
≥60%Aggressive execution 25% — patient
Flow Conviction
≥30Conviction +14 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 7.8% — wide
Adequate OI
≥10,000OI 221,092 — deep
Active Volume
≥500Volume 11,516/day — active
Reasonable Cost
≤$0.50$0.39 to cross — cheap
Strike Coverage
≥5 strikes4 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 94% — much wider than sector
Order Book Depth
≥100 contractsDepth 51.1 contracts (bid:24.5 ask:26.6) — thin
Execution Quality
<1.0%Avg slippage 6.73% — poor
Timing
Is now a good time?
7.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -2.4% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 86% — seller opportunity
Event Detection
≥10pts kinkIV kink 0.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 83.29 — 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 +14% @ 57% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 33 (ITM 20% + inst 3%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.2
bullishIV fair, mixed flow
Long Puts5.4
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.2
bullishIV fair, mixed flow
Covered Call5.4
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.