NXPINXP Semiconductors N.V.
Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES
Market Cap $74.3B|NASDAQ
● 2026-05-15$294.17
BULLISH
Analysis: 2026-05-14 EOD data
1Y +39.6%YTD +32.9%7D -0.2%
Options Vol
5,071
30D
Implied Move
±8.6%
IV Rank
59%
NXPI Options Overview
IV is elevated with bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks7/9 checks passed
IV Rank
≤35%IV Rank 79.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.53x — IV ≤ HV
Sector Relative≤50%
Sector percentile 38% — below sector median
Term Structure
<1.1xFront/Back 0.95x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 48.0% — normal range
Spread-Adjusted Value
<80%Effective IV 58.2% (ATM 48.0% + spread 5.1% + bias) — good value
Execution Efficiency
<3.0%Total drag 9.64% (spread 5.12% + slippage 4.52%) — high friction
Vega Efficiency
≥5.0Vega efficiency 273.33 (vega 139.944 / spread 5.12%) — efficient
Sentiment
Bullish or bearish?
6.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +12%, Raw: +6%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +12% (bullish) — Raw: +6%
OI Skew Magnitude
≥15%|OI skew| 16.6% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +81.7%, OI skew +16.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 22%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -59%, ATM: -15%, OTM: +19% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 7% — very bullish vs sector
Activity
Unusual activity?
4.3
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 6.6% — 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 +8.9% (5d) — building
Sector Relative≥60%
Sector activity percentile 47% — neutral vs sector
Trade Quality
≥30%Large trade volume 28% — mixed
Execution Urgency
≥60%Aggressive execution 54% — patient
Flow Conviction
≥30Conviction +12 (bullish) — mixed
Liquidity
Can I trade efficiently?
5.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 5.1% — wide
Adequate OI
≥10,000OI 77,423 — deep
Active Volume
≥500Volume 5,071/day — active
Reasonable Cost
≤$0.50$0.26 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 40% — neutral vs sector
Order Book Depth
≥100 contractsDepth 75.80000000000001 contracts (bid:41.6 ask:34.2) — thin
Execution Quality
<1.0%Avg slippage 4.52% — poor
Timing
Is now a good time?
7.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -4.5% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 79% — seller opportunity
Event Detection
≥10pts kinkIV kink -0.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 2282.94 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +12% @ 56% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 58 (ITM 20% + inst 28%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls6.5
bullishIV cheap, bullish flow
Long Puts5.2
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.2
bullishIV too cheap, bullish flow
Covered Call4.4
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.