NTLAIntellia Therapeutics, Inc
Options Analysis Report•IN VITRO & IN VIVO DIAGNOSTIC SUBSTANCES
Market Cap $1.8B|NASDAQ
● 2026-05-15$13.09
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +62.1%YTD +42.1%7D -7.1%
Options Vol
6,090
30D
Implied Move
±8.6%
IV Rank
12%
NTLA Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
4.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 87.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.96x — IV ≤ HV
Sector Relative≤50%
Sector percentile 69% — above sector median
Term Structure
<1.1xFront/Back 0.89x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 86.7% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 130.8% (ATM 86.7% + spread 22.0% + bias) — expensive
Execution Efficiency
<3.0%Total drag 30.32% (spread 22.03% + slippage 8.29%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.45 (vega 3.198 / spread 22.03%) — spread drag
Sentiment
Bullish or bearish?
4.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -64%, Raw: -45%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -64% (strong bearish) — Raw: -45%
OI Skew Magnitude
≥15%|OI skew| 54.0% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +49.9%, OI skew +54.0% — aligned
Conviction Quality
≥2/3 conditions0-DTE 26%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +19%, ATM: +27%, OTM: -74% — bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 40% — bullish vs sector
Activity
Unusual activity?
4.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 1.1x avg — normal
Turnover Rate
≥15%Vol/OI 5.4% — 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 +2.0% (5d) — stable
Sector Relative≥60%
Sector activity percentile 77% — active vs sector
Trade Quality
≥30%Large trade volume 43% — institutional presence
Execution Urgency
≥60%Aggressive execution 46% — patient
Flow Conviction
≥30Conviction -64 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
3.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 22.0% — wide
Adequate OI
≥10,000OI 113,172 — deep
Active Volume
≥500Volume 6,090/day — active
Reasonable Cost
≤$0.50$1.10 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 87% — much wider than sector
Order Book Depth
≥100 contractsDepth 397.4 contracts (bid:179.2 ask:218.2) — adequate
Execution Quality
<1.0%Avg slippage 8.29% — 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 -11.1% — contango
IV Percentile Clarity
<30 or >70IV percentile 88% — seller opportunity
Event Detection
≥10pts kinkIV kink -6.2pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 304.60 — favors income trades
Expiration Distribution
≥3 expirations3 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 -64% @ 82% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 73 (ITM 20% + inst 43%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.9
bullishIV fair, mixed flow
Long Puts5.4
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.9
bullishIV fair, mixed flow
Covered Call5.4
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.