NVTSNavitas Semiconductor Corporation Common Stock
Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES
Market Cap $4.9B|NASDAQ
● 2026-06-10$20.50
NEUTRAL
Analysis: 2026-06-09 EOD data
1Y +157.5%YTD +144.6%7D -33.2%
Options Vol
80,240
30D
Implied Move
±36.1%
IV Rank
60%
NVTS Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
2.9
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 97.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.80x — IV ≤ HV
Sector Relative≤50%
Sector percentile 97% — above sector median
Term Structure
<1.1xFront/Back 1.16x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 131.2% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 154.3% (ATM 131.2% + spread 11.6% + bias) — expensive
Execution Efficiency
<3.0%Total drag 16.28% (spread 11.56% + slippage 4.72%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.67 (vega 1.929 / spread 11.56%) — spread drag
Sentiment
Bullish or bearish?
6.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +2%, Raw: +1%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +2% (neutral) — Raw: +1%
OI Skew Magnitude
≥15%|OI skew| 26.2% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +33.6%, OI skew +26.2% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -21%, ATM: +11%, OTM: +4% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 56% — bearish vs sector
Activity
Unusual activity?
4.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.0x avg — normal
Turnover Rate
≥15%Vol/OI 14.5% — 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 -0.8% (5d) — stable
Sector Relative≥60%
Sector activity percentile 92% — very active vs sector
Trade Quality
≥30%Large trade volume 34% — institutional presence
Execution Urgency
≥60%Aggressive execution 40% — patient
Flow Conviction
≥30Conviction +2 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.4
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.6% — wide
Adequate OI
≥10,000OI 552,299 — deep
Active Volume
≥500Volume 80,240/day — active
Reasonable Cost
≤$0.50$0.58 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 98% — much wider than sector
Order Book Depth
≥100 contractsDepth 357.20000000000005 contracts (bid:171.9 ask:185.3) — adequate
Execution Quality
<1.0%Avg slippage 4.72% — 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 +15.9% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 97% — seller opportunity
Event Detection
≥10pts kinkIV kink 20.4pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 27.17 — favors income trades
Expiration Distribution
≥3 expirations4 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: No earnings detected; FOMC in 7d; CPI in 0d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +2% @ 51% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 64 (ITM 20% + inst 34%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.1
bullishIV expensive, bullish flow
Long Puts4.0
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.4
bullishIV rich premium, bullish flow
Covered Call5.4
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.