PGProcter & Gamble Company
Options Analysis Report•SOAP, DETERGENTS, CLEANG PREPARATIONS, PERFUMES, COSMETICS
Market Cap $332.3B|NYSE
● 2026-05-15$142.71
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y -12.1%YTD +0.6%7D -2.5%
Options Vol
17,806
30D
Implied Move
±6.2%
IV Rank
42%
PG Options Overview
IV is low. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
8.0
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks8/9 checks passed
IV Rank
≤35%IV Rank 6.4% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 0.98x — IV ≤ HV
Sector Relative≤50%
Sector percentile 3% — below sector median
Term Structure
<1.1xFront/Back 1.01x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 23.3% — normal range
Spread-Adjusted Value
<80%Effective IV 44.7% (ATM 23.3% + spread 10.7% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 14.83% (spread 10.69% + slippage 4.14%) — high friction
Vega Efficiency
≥5.0Vega efficiency 38.25 (vega 40.887 / spread 10.69%) — efficient
Sentiment
Bullish or bearish?
5.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Moderate signal (Conviction: +24%, Raw: +22%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +24% (bullish) — Raw: +22%
OI Skew Magnitude
≥15%|OI skew| 8.4% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -4.7%, OI skew +8.4% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 14%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -66%, ATM: +27%, OTM: +35% — strong bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 80% — very bearish vs sector
Activity
Unusual activity?
4.3
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.7x avg — normal
Turnover Rate
≥15%Vol/OI 5.0% — 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 +5.8% (5d) — building
Sector Relative≥60%
Sector activity percentile 60% — active vs sector
Trade Quality
≥30%Large trade volume 24% — mixed
Execution Urgency
≥60%Aggressive execution 34% — patient
Flow Conviction
≥30Conviction +24 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 10.7% — wide
Adequate OI
≥10,000OI 359,950 — deep
Active Volume
≥500Volume 17,806/day — active
Reasonable Cost
≤$0.50$0.53 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 6% — much tighter than sector
Order Book Depth
≥100 contractsDepth 162.4 contracts (bid:77.5 ask:84.9) — adequate
Execution Quality
<1.0%Avg slippage 4.14% — poor
Timing
Is now a good time?
7.3
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +1.3% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 6% — buyer opportunity
Event Detection
≥10pts kinkIV kink 1.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1362.90 — favors income trades
Expiration Distribution
≥3 expirations5 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 +24% @ 62% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 54 (ITM 20% + inst 24%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls6.6
bullishIV cheap, mixed flow
Long Puts6.2
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV too cheap, mixed flow
Covered Call4.2
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.