LAESSEALSQ Corp Ordinary Shares
Options Analysis Report
Market Cap $688M|NASDAQ
● 2026-05-15$3.09
BULLISH
Analysis: 2026-05-14 EOD data
1Y +30.4%YTD -27.1%7D +5.8%
Options Vol
29,026
30D
Implied Move
±29.9%
IV Rank
24%
LAES Options Overview
bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
6.3
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 50.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.00x — IV ≤ HV
Sector Relative≤50%
Sector percentile 50% — below sector median
Term Structure
<1.1xFront/Back 1.23x — backwardation
Skew Normal
<1.25xPut/Call IV 1.00x — normal
Absolute IV
<80%ATM IV 0.0% — normal range
Spread-Adjusted Value
<80%Effective IV 60.3% (ATM 0.0% + spread 30.1% + bias) — good value
Execution Efficiency
<3.0%Total drag 38.66% (spread 30.15% + slippage 8.51%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 30.15%) — spread drag
Sentiment
Bullish or bearish?
5.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -35%, Raw: -35%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -35% (strong bearish) — Raw: -35%
OI Skew Magnitude
≥15%|OI skew| 90.0% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +92.4%, OI skew +90.0% — aligned
Conviction Quality
≥2/3 conditions0-DTE 16%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -36%, ATM: +10%, OTM: -43% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 10% — very bullish vs sector
Activity
Unusual activity?
4.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 2.7% — 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 +4.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 37% — below sector avg
Trade Quality
≥30%Large trade volume 52% — heavy institutional
Execution Urgency
≥60%Aggressive execution 58% — patient
Flow Conviction
≥30Conviction -35 (bearish) — moderate
Liquidity
Can I trade efficiently?
4.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 30.1% — wide
Adequate OI
≥10,000OI 1,085,440 — deep
Active Volume
≥500Volume 29,026/day — active
Reasonable Cost
≤$0.50$1.51 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 0% — much tighter than sector
Order Book Depth
≥100 contractsDepth 817.7 contracts (bid:363.0 ask:454.7) — deep
Execution Quality
<1.0%Avg slippage 8.51% — poor
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +22.7% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 50% — neutral
Event Detection
≥10pts kinkIV kink 13.0pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations5 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 -35% @ 67% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 82 (ITM 20% + inst 52%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.9
bullishIV cheap, mixed flow
Long Puts5.7
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put5.0
bullishIV too cheap, mixed flow
Covered Call4.8
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.