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IFFInternational Flavors & Fragrances Inc.

Options Analysis Report•INDUSTRIAL ORGANIC CHEMICALS
Market Cap $22.4B|NYSE
● 2026-08-31$87.95
BULLISH
Analysis: 2026-08-28 EOD data
1Y +32.2%YTD +29.3%7D +2.5%
151
30D
±8.2%
8%

IFF Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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IFF Gamma Walls

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Value

Is IV priced right?

7.4
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 55.5% — elevated vs history

<1.05x

IV/HV 0.80x — IV ≤ HV

Sector Relative≤50%

Sector percentile 40% — below sector median

<1.1x

Front/Back 0.90x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 31.4% — normal range

<80%

Effective IV 104.9% (ATM 31.4% + spread 36.7% + bias) — expensive

<3.0%

Total drag 53.61% (spread 36.74% + slippage 16.87%) — high friction

≥5.0

Vega efficiency 6.94 (vega 25.502 / spread 36.74%) — acceptable

Sentiment

Bullish or bearish?

6.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -14%, Raw: -5%)
|net sentiment| ≥25%

Conviction-weighted: -14% (bearish) — Raw: -5%

≥15%

|OI skew| 10.8% — balanced

Same sign, |vol skew| ≥10%

Vol skew +69.5%, OI skew +10.8% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -100%, ATM: -83%, OTM: +45% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 15% — very bullish vs sector

Activity

Unusual activity?

2.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 1.4% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +10.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 35% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 27% — patient

≥30

Conviction -14 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.3
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed
≤5.0%

Spread 36.7% — wide

≥10,000

OI 10,745 — adequate

≥500

Volume 151/day — thin

≤$0.50

$1.84 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 40% — tighter than sector

≥100 contracts

Depth 66.7 contracts (bid:29.7 ask:37.0) — thin

<1.0%

Avg slippage 16.87% — poor

Timing

Is now a good time?

6.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -10.3% — contango

<30 or >70

IV percentile 56% — neutral

≥10pts kink

IV kink -1.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 1153.94 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -14% @ 57% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls7.0
bullishIV cheap, bullish flow
Long Puts5.4
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.5
bullishIV too cheap, bullish flow
Covered Call3.8
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on IFF

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