GFSGlobalFoundries Inc. Ordinary Shares
Options Analysis Report
Market Cap $41.1B|NASDAQ
● 2026-05-15$73.84
BULLISH
Analysis: 2026-05-14 EOD data
1Y +86.7%YTD +100.3%7D -0.4%
Options Vol
4,179
30D
Implied Move
±8.6%
IV Rank
85%
GFS Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 78.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.17x — IV premium over HV
Sector Relative≤50%
Sector percentile 52% — 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 68.3% — normal range
Spread-Adjusted Value
<80%Effective IV 87.3% (ATM 68.3% + spread 9.5% + bias) — expensive
Execution Efficiency
<3.0%Total drag 15.27% (spread 9.49% + slippage 5.78%) — high friction
Vega Efficiency
≥5.0Vega efficiency 9.61 (vega 9.117 / spread 9.49%) — efficient
Sentiment
Bullish or bearish?
7.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +23%, Raw: +11%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +23% (bullish) — Raw: +11%
OI Skew Magnitude
≥15%|OI skew| 29.7% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +27.3%, OI skew +29.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 29%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +2%, ATM: -36%, OTM: +16% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 65% — bearish vs sector
Activity
Unusual activity?
4.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 4.8% — 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 +6.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 52% — neutral vs sector
Trade Quality
≥30%Large trade volume 29% — mixed
Execution Urgency
≥60%Aggressive execution 48% — patient
Flow Conviction
≥30Conviction +23 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 9.5% — wide
Adequate OI
≥10,000OI 86,848 — deep
Active Volume
≥500Volume 4,179/day — adequate
Reasonable Cost
≤$0.50$0.47 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 74% — wider than sector
Order Book Depth
≥100 contractsDepth 201.0 contracts (bid:109.3 ask:91.7) — adequate
Execution Quality
<1.0%Avg slippage 5.78% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -1.7% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 79% — seller opportunity
Event Detection
≥10pts kinkIV kink -0.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 107.63 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +23% @ 62% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 59 (ITM 20% + inst 29%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.8
bullishIV fair, bullish flow
Long Puts4.3
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.8
bullishIV fair, bullish flow
Covered Call4.5
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.