NUNu Holdings Ltd.
Options Analysis Report
Market Cap $62.8B|NYSE
● 2026-05-15$12.93
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y -1.5%YTD -24.0%7D -6.3%
Options Vol
499,489
30D
Implied Move
±18.0%
IV Rank
86%
NU Options Overview
IV is elevated with bearish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
1.6
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 80.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.55x — IV premium over HV
Sector Relative≤50%
Sector percentile 87% — above sector median
Term Structure
<1.1xFront/Back 2.14x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 70.8% — normal range
Spread-Adjusted Value
<80%Effective IV 90.7% (ATM 70.8% + spread 9.9% + bias) — expensive
Execution Efficiency
<3.0%Total drag 15.96% (spread 9.95% + slippage 6.01%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.32 (vega 3.300 / spread 9.95%) — spread drag
Sentiment
Bullish or bearish?
4.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: -5%, Raw: -12%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -5% (neutral) — Raw: -12%
OI Skew Magnitude
≥15%|OI skew| 10.6% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -8.0%, OI skew +10.6% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 72%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +16%, ATM: +18%, OTM: -17% — bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 88% — very bearish vs sector
Activity
Unusual activity?
7.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks6/9 checks passed
Volume Surge
≥1.5xVolume 6.2x avg — hot
Turnover Rate
≥15%Vol/OI 25.9% — high turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days3 day(s) elevated — sustained
OI Build
≥5%OI change +48.9% (5d) — building
Sector Relative≥60%
Sector activity percentile 95% — very active vs sector
Trade Quality
≥30%Large trade volume 79% — heavy institutional
Execution Urgency
≥60%Aggressive execution 57% — patient
Flow Conviction
≥30Conviction -5 (bearish) — mixed
Liquidity
Can I trade efficiently?
5.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 9.9% — wide
Adequate OI
≥10,000OI 1,928,140 — deep
Active Volume
≥500Volume 499,489/day — active
Reasonable Cost
≤$0.50$0.50 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 89% — much wider than sector
Order Book Depth
≥100 contractsDepth 768.4000000000001 contracts (bid:313.6 ask:454.8) — deep
Execution Quality
<1.0%Avg slippage 6.01% — poor
Timing
Is now a good time?
7.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks8/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +114.3% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 80% — seller opportunity
Event Detection
≥10pts kinkIV kink 51.6pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 568.93 — 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 -5% @ 53% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 109 (ITM 20% + inst 79%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.2
bullishIV expensive, mixed flow
Long Puts4.3
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put6.5
bullishIV rich premium, mixed flow
Covered Call6.5
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.