PODDInsulet Corporation
Options Analysis Report•SURGICAL & MEDICAL INSTRUMENTS & APPARATUS
Market Cap $10.3B|NASDAQ
● 2026-05-15$148.68
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y -53.8%YTD -47.4%7D -3.6%
Options Vol
119
30D
Implied Move
±8.6%
IV Rank
74%
PODD Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 90.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.73x — IV ≤ HV
Sector Relative≤50%
Sector percentile 93% — above sector median
Term Structure
<1.1xFront/Back 0.92x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 55.4% — normal range
Spread-Adjusted Value
<80%Effective IV 90.2% (ATM 55.4% + spread 17.4% + bias) — expensive
Execution Efficiency
<3.0%Total drag 26.79% (spread 17.40% + slippage 9.39%) — high friction
Vega Efficiency
≥5.0Vega efficiency 14.22 (vega 24.738 / spread 17.40%) — efficient
Sentiment
Bullish or bearish?
5.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +6%, Raw: +19%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +6% (neutral) — Raw: +19%
OI Skew Magnitude
≥15%|OI skew| 23.2% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -7.6%, OI skew +23.2% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 26%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +33%, ATM: +36%, OTM: +5% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 64% — bearish vs sector
Activity
Unusual activity?
2.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.3x avg — normal
Turnover Rate
≥15%Vol/OI 1.3% — 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 +5.7% (5d) — building
Sector Relative≥60%
Sector activity percentile 20% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 35% — patient
Flow Conviction
≥30Conviction +6 (bullish) — mixed
Liquidity
Can I trade efficiently?
2.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks0/8 checks passed
Tradeable Spread
≤5.0%Spread 17.4% — wide
Adequate OI
≥10,000OI 9,299 — thin
Active Volume
≥500Volume 119/day — thin
Reasonable Cost
≤$0.50$0.87 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 93% — much wider than sector
Order Book Depth
≥100 contractsDepth 29.1 contracts (bid:15.6 ask:13.5) — thin
Execution Quality
<1.0%Avg slippage 9.39% — poor
Timing
Is now a good time?
7.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -7.9% — contango
IV Percentile Clarity
<30 or >70IV percentile 90% — seller opportunity
Event Detection
≥10pts kinkIV kink -3.7pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 245.66 — 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 +6% @ 53% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.8
bullishIV fair, mixed flow
Long Puts4.6
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.2
bullishIV fair, mixed flow
Covered Call5.0
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.