NBISNebius Group N.V. Class A Ordinary Shares
Options Analysis Report
Market Cap $52.6B|NASDAQ
● 2026-05-15$221.15
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +517.9%YTD +145.9%7D +24.9%
Options Vol
314,087
30D
Implied Move
±32.4%
IV Rank
79%
NBIS Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
2.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks2/9 checks passed
IV Rank
≤35%IV Rank 94.2% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.07x — IV premium over HV
Sector Relative≤50%
Sector percentile 89% — above sector median
Term Structure
<1.1xFront/Back 1.12x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 113.7% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 123.1% (ATM 113.7% + spread 4.7% + bias) — expensive
Execution Efficiency
<3.0%Total drag 9.98% (spread 4.69% + slippage 5.29%) — high friction
Vega Efficiency
≥5.0Vega efficiency 37.96 (vega 17.804 / spread 4.69%) — efficient
Sentiment
Bullish or bearish?
5.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: -3%, Raw: +3%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -3% (neutral) — Raw: +3%
OI Skew Magnitude
≥15%|OI skew| 0.6% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +10.5%, OI skew +0.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 46%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +9%, ATM: -3%, OTM: +4% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 63% — bearish vs sector
Activity
Unusual activity?
6.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks5/9 checks passed
Volume Surge
≥1.5xVolume 2.0x avg — elevated
Turnover Rate
≥15%Vol/OI 32.1% — high turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days2 day(s) elevated — sustained
OI Build
≥5%OI change +26.2% (5d) — building
Sector Relative≥60%
Sector activity percentile 97% — very active vs sector
Trade Quality
≥30%Large trade volume 24% — mixed
Execution Urgency
≥60%Aggressive execution 37% — patient
Flow Conviction
≥30Conviction -3 (bearish) — mixed
Liquidity
Can I trade efficiently?
6.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 4.7% — acceptable
Adequate OI
≥10,000OI 977,584 — deep
Active Volume
≥500Volume 314,087/day — active
Reasonable Cost
≤$0.50$0.23 to cross — cheap
Strike Coverage
≥5 strikes3 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 95% — much wider than sector
Order Book Depth
≥100 contractsDepth 186.2 contracts (bid:89.1 ask:97.1) — adequate
Execution Quality
<1.0%Avg slippage 5.29% — poor
Timing
Is now a good time?
7.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks8/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +12.4% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 94% — seller opportunity
Event Detection
≥10pts kinkIV kink 10.8pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 26.03 — favors income trades
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 -3% @ 51% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 54 (ITM 20% + inst 24%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.0
bullishIV expensive, mixed flow
Long Puts4.8
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put6.5
bullishIV rich premium, mixed flow
Covered Call6.3
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.