GRABGrab Holdings Limited Class A Ordinary Shares
Options Analysis Report
Market Cap $14.8B|NASDAQ
● 2026-05-15$3.57
BULLISH
Analysis: 2026-05-14 EOD data
1Y -29.4%YTD -29.7%7D -4.0%
Options Vol
27,948
30D
Implied Move
±13.7%
IV Rank
39%
GRAB Options Overview
bullish flow. 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 Checks5/9 checks passed
IV Rank
≤35%IV Rank 66.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.75x — IV premium over HV
Sector Relative≤50%
Sector percentile 29% — below sector median
Term Structure
<1.1xFront/Back 1.08x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 53.8% — normal range
Spread-Adjusted Value
<80%Effective IV 77.4% (ATM 53.8% + spread 11.8% + bias) — fair
Execution Efficiency
<3.0%Total drag 17.33% (spread 11.80% + slippage 5.53%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.40 (vega 0.477 / spread 11.80%) — spread drag
Sentiment
Bullish or bearish?
6.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Strong signal (Conviction: -1%, Raw: -10%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -1% (neutral) — Raw: -10%
OI Skew Magnitude
≥15%|OI skew| 75.6% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +84.2%, OI skew +75.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 3%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -44%, ATM: +21%, OTM: -9% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 19% — very bullish vs sector
Activity
Unusual activity?
3.5
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 1.8% — 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 +1.7% (5d) — stable
Sector Relative≥60%
Sector activity percentile 28% — below sector avg
Trade Quality
≥30%Large trade volume 33% — institutional presence
Execution Urgency
≥60%Aggressive execution 70% — urgent
Flow Conviction
≥30Conviction -1 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.4
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.8% — wide
Adequate OI
≥10,000OI 1,577,083 — deep
Active Volume
≥500Volume 27,948/day — active
Reasonable Cost
≤$0.50$0.59 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 61% — wider than sector
Order Book Depth
≥100 contractsDepth 1,129.4 contracts (bid:498.4 ask:631.0) — deep
Execution Quality
<1.0%Avg slippage 5.53% — poor
Timing
Is now a good time?
7.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +7.5% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 66% — neutral
Event Detection
≥10pts kinkIV kink 6.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 158.87 — favors income trades
Expiration Distribution
≥3 expirations4 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 -1% @ 50% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 63 (ITM 20% + inst 33%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.7
bullishIV fair, bullish flow
Long Puts4.7
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.6
bullishIV fair, bullish flow
Covered Call4.7
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.