IVZInvesco LTD
Options Analysis Report•INVESTMENT ADVICE
Market Cap $12.3B|NYSE
● 2026-05-15$27.73
BULLISH
Analysis: 2026-05-14 EOD data
1Y +81.0%YTD +2.9%7D +0.5%
Options Vol
127,723
30D
Implied Move
±8.6%
IV Rank
34%
IVZ Options Overview
bullish flow with unusual activity. 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 Checks4/9 checks passed
IV Rank
≤35%IV Rank 69.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.68x — IV premium over HV
Sector Relative≤50%
Sector percentile 89% — above sector median
Term Structure
<1.1xFront/Back 0.96x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 42.1% — normal range
Spread-Adjusted Value
<80%Effective IV 72.5% (ATM 42.1% + spread 15.2% + bias) — fair
Execution Efficiency
<3.0%Total drag 27.12% (spread 15.20% + slippage 11.92%) — high friction
Vega Efficiency
≥5.0Vega efficiency 2.25 (vega 3.425 / spread 15.20%) — spread drag
Sentiment
Bullish or bearish?
3.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -86%, Raw: -86%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -86% (strong bearish) — Raw: -86%
OI Skew Magnitude
≥15%|OI skew| 81.2% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +99.8%, OI skew +81.2% — aligned
Conviction Quality
≥2/3 conditions0-DTE 100%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -86%, ATM: -76%, OTM: +43% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 0% — very bullish vs sector
Activity
Unusual activity?
7.2
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks5/9 checks passed
Volume Surge
≥1.5xVolume 12.2x avg — hot
Turnover Rate
≥15%Vol/OI 168.5% — high 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 -11.6% (5d) — unwinding
Sector Relative≥60%
Sector activity percentile 99% — very active vs sector
Trade Quality
≥30%Large trade volume 98% — heavy institutional
Execution Urgency
≥60%Aggressive execution 41% — patient
Flow Conviction
≥30Conviction -86 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
3.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 15.2% — wide
Adequate OI
≥10,000OI 75,793 — deep
Active Volume
≥500Volume 127,723/day — active
Reasonable Cost
≤$0.50$0.76 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 90% — much wider than sector
Order Book Depth
≥100 contractsDepth 489.4 contracts (bid:245.7 ask:243.7) — adequate
Execution Quality
<1.0%Avg slippage 11.92% — poor
Timing
Is now a good time?
7.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -4.4% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 70% — neutral
Event Detection
≥10pts kinkIV kink -0.5pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 194.63 — favors income trades
Expiration Distribution
≥3 expirations3 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 -86% @ 93% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 128 (ITM 20% + inst 98%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.1
bullishIV expensive, bearish flow
Long Puts5.2
bearishIV expensive, bearish flow
Premium Sellers
Cash-Secured Put5.5
bullishIV rich premium, bearish flow
Covered Call6.2
bearishIV rich premium, bearish flow
For educational purposes only. Not investment advice.