GILDGilead Sciences Inc
Options Analysis Report•BIOLOGICAL PRODUCTS, (NO DIAGNOSTIC SUBSTANCES)
Market Cap $164.0B|NASDAQ
● 2026-05-15$132.06
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +31.6%YTD +8.6%7D +0.6%
Options Vol
3,284
30D
Implied Move
±8.1%
IV Rank
19%
GILD Options Overview
Mixed signals. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
7.0
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks7/9 checks passed
IV Rank
≤35%IV Rank 32.1% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.36x — IV premium over HV
Sector Relative≤50%
Sector percentile 26% — below sector median
Term Structure
<1.1xFront/Back 0.97x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 30.6% — normal range
Spread-Adjusted Value
<80%Effective IV 55.4% (ATM 30.6% + spread 12.4% + bias) — good value
Execution Efficiency
<3.0%Total drag 21.13% (spread 12.41% + slippage 8.72%) — high friction
Vega Efficiency
≥5.0Vega efficiency 33.41 (vega 41.462 / spread 12.41%) — efficient
Sentiment
Bullish or bearish?
5.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Strong signal (Conviction: -5%, Raw: +3%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -5% (neutral) — Raw: +3%
OI Skew Magnitude
≥15%|OI skew| 32.8% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +12.0%, OI skew +32.8% — aligned
Conviction Quality
≥2/3 conditions0-DTE 34%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -10%, ATM: -35%, OTM: +19% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 54% — neutral vs sector
Activity
Unusual activity?
2.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.4x avg — normal
Turnover Rate
≥15%Vol/OI 1.8% — 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 +1.5% (5d) — stable
Sector Relative≥60%
Sector activity percentile 32% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 36% — patient
Flow Conviction
≥30Conviction -5 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 12.4% — wide
Adequate OI
≥10,000OI 185,488 — deep
Active Volume
≥500Volume 3,284/day — adequate
Reasonable Cost
≤$0.50$0.62 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 29% — tighter than sector
Order Book Depth
≥100 contractsDepth 120.1 contracts (bid:47.8 ask:72.3) — adequate
Execution Quality
<1.0%Avg slippage 8.72% — poor
Timing
Is now a good time?
6.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -2.7% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 32% — neutral
Event Detection
≥10pts kinkIV kink 0.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1415.07 — 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 -5% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls6.0
bullishIV cheap, mixed flow
Long Puts5.6
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV too cheap, mixed flow
Covered Call4.2
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.