GGALGrupo Financiero Galicia SA
Options Analysis Report
Market Cap $6.7B|NASDAQ
● 2026-05-15$41.85
BEARISH
Analysis: 2026-05-14 EOD data
1Y -32.3%YTD -21.6%7D -0.3%
Options Vol
853
30D
Implied Move
±8.6%
IV Rank
18%
GGAL Options Overview
IV is elevated with bearish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.4
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 72.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.37x — IV premium over HV
Sector Relative≤50%
Sector percentile 81% — above sector median
Term Structure
<1.1xFront/Back 1.03x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 60.0% — normal range
Spread-Adjusted Value
<80%Effective IV 174.5% (ATM 60.0% + spread 57.3% + bias) — expensive
Execution Efficiency
<3.0%Total drag 76.62% (spread 57.26% + slippage 19.36%) — high friction
Vega Efficiency
≥5.0Vega efficiency 2.31 (vega 13.248 / spread 57.26%) — spread drag
Sentiment
Bullish or bearish?
1.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Weak signal (Conviction: -72%, Raw: -61%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -72% (strong bearish) — Raw: -61%
OI Skew Magnitude
≥15%|OI skew| 7.0% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -30.8%, OI skew +7.0% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 6%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +0%, ATM: +1%, OTM: -68% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 91% — very 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 0.8x 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 +2.6% (5d) — building
Sector Relative≥60%
Sector activity percentile 27% — below sector avg
Trade Quality
≥30%Large trade volume 47% — institutional presence
Execution Urgency
≥60%Aggressive execution 22% — patient
Flow Conviction
≥30Conviction -72 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
3.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 57.3% — wide
Adequate OI
≥10,000OI 69,794 — deep
Active Volume
≥500Volume 853/day — adequate
Reasonable Cost
≤$0.50$2.86 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 84% — much wider than sector
Order Book Depth
≥100 contractsDepth 378.2 contracts (bid:196.2 ask:182.0) — adequate
Execution Quality
<1.0%Avg slippage 19.36% — poor
Timing
Is now a good time?
7.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +3.1% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 72% — seller opportunity
Event Detection
≥10pts kinkIV kink 1.7pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 849.23 — 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 -72% @ 86% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 77 (ITM 20% + inst 47%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls3.4
bullishIV expensive, bearish flow
Long Puts5.7
bearishIV expensive, bearish flow
Premium Sellers
Cash-Secured Put4.3
bullishIV rich premium, bearish flow
Covered Call6.6
bearishIV rich premium, bearish flow
For educational purposes only. Not investment advice.