Options/NXPI

NXPINXP Semiconductors N.V.

Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES

Market Cap $56.3B|NASDAQ

● 2026-09-10$223.32

VERY BULLISH

Analysis: 2026-09-09 EOD data

1Y +1.8%YTD +0.9%7D -0.7%

Options Vol

17,512

30D

Implied Move

±8.6%

IV Rank

33%

NXPI Options Overview

IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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NXPI Gamma Walls

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NXPI Hedge Radar

Neutral

Full Hedge Radar

Neither score is at an extreme today. Neither axis is a forecast — this is where NXPI sits on protection cost vs. fragility today.

Protection is priced in the fair band (4.02) — the move being priced is 1.54x this name's own median 21-trading-day move, and downside puts carry 2.7 IV points more than at-the-money, measured against this name's own rolling 21-trading-day realized moves (483 overlapping windows). Fragility reads fragile (6.55): it is trading 6% below its hedge wall on a wall graded HIGH for reliability, and its realized-vol regime is stable.

Protection cost

4.02/ 10fair

Basis: cross_sectional

Fragility

6.55/ 10fragile

Basis: per_ticker

Value

Is IV priced right?

5.2

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed

IV Rank

≤35%

IV Rank 83.6% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 2.21x — IV premium over HV

Sector Relative≤50%

Sector percentile 45% — below sector median

Term Structure

<1.1x

Front/Back 0.94x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 45.4% — normal range

Spread-Adjusted Value

<80%

Effective IV 60.0% (ATM 45.4% + spread 7.3% + bias) — good value

Execution Efficiency

<3.0%

Total drag 12.67% (spread 7.31% + slippage 5.36%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 38.07 (vega 27.827 / spread 7.31%) — efficient

Sentiment

Bullish or bearish?

9.3

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +79%, Raw: +83%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +79% (strong bullish) — Raw: +83%

OI Skew Magnitude

≥15%

|OI skew| 67.3% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +84.3%, OI skew +67.3% — aligned

Conviction Quality

≥2/3 conditions

0-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: -14%, ATM: -30%, OTM: +91% — bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 0% — very bullish vs sector

Activity

Unusual activity?

6.4

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed

Volume Surge

≥1.5x

Volume 3.0x avg — hot

Turnover Rate

≥15%

Vol/OI 9.3% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +1.3% (5d) — stable

Sector Relative≥60%

Sector activity percentile 78% — active vs sector

Trade Quality

≥30%

Large trade volume 80% — heavy institutional

Execution Urgency

≥60%

Aggressive execution 48% — patient

Flow Conviction

≥30

Conviction +79 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

4.9

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 7.3% — wide

Adequate OI

≥10,000

OI 188,170 — deep

Active Volume

≥500

Volume 17,512/day — active

Reasonable Cost

≤$0.50

$0.37 to cross — cheap

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 48% — neutral vs sector

Order Book Depth

≥100 contracts

Depth 60.2 contracts (bid:30.8 ask:29.4) — thin

Execution Quality

<1.0%

Avg slippage 5.36% — 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 -6.1% — contango

IV Percentile Clarity

<30 or >70

IV percentile 84% — seller opportunity

Event Detection

≥10pts kink

IV kink -1.0pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 174.03 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: FOMC in 6d; CPI in 1d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +79% @ 90% consistency — STRONG directional (bullish)

Smart Money Timing

≥40 composite score

Score 110 (ITM 20% + inst 80%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls6.9

bullishIV fair, bullish flow

Long Puts4.0

bearishIV fair, bullish flow

Premium Sellers

Cash-Secured Put6.8

bullishIV fair, bullish flow

Covered Call3.8

bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on NXPI

NXPI gamma walls NXPI option chain NXPI max pain NXPI expected move NXPI IV rank NXPI put/call ratio NXPI options flow