QUREuniQure N.V.
Options Analysis Report•PHARMACEUTICAL PREPARATIONS
Market Cap $1.8B|NASDAQ
● 2026-05-15$27.75
BULLISH
Analysis: 2026-05-14 EOD data
1Y +109.4%YTD +18.6%7D +0.3%
Options Vol
5,349
30D
Implied Move
±8.6%
IV Rank
28%
QURE Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.4
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 95.7% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.30x — IV premium over HV
Sector Relative≤50%
Sector percentile 90% — above sector median
Term Structure
<1.1xFront/Back 0.94x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 125.4% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 159.3% (ATM 125.4% + spread 16.9% + bias) — expensive
Execution Efficiency
<3.0%Total drag 24.78% (spread 16.94% + slippage 7.84%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.89 (vega 6.590 / spread 16.94%) — spread drag
Sentiment
Bullish or bearish?
5.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -18%, Raw: -19%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -18% (bearish) — Raw: -19%
OI Skew Magnitude
≥15%|OI skew| 68.0% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +69.6%, OI skew +68.0% — aligned
Conviction Quality
≥2/3 conditions0-DTE 54%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -24%, ATM: -37%, OTM: -13% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 28% — very bullish vs sector
Activity
Unusual activity?
4.3
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 3.6% — 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 +8.1% (5d) — building
Sector Relative≥60%
Sector activity percentile 69% — active vs sector
Trade Quality
≥30%Large trade volume 53% — heavy institutional
Execution Urgency
≥60%Aggressive execution 20% — patient
Flow Conviction
≥30Conviction -18 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 16.9% — wide
Adequate OI
≥10,000OI 148,918 — deep
Active Volume
≥500Volume 5,349/day — active
Reasonable Cost
≤$0.50$0.85 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 96% — much wider than sector
Order Book Depth
≥100 contractsDepth 122.5 contracts (bid:75.2 ask:47.3) — adequate
Execution Quality
<1.0%Avg slippage 7.84% — 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 >70IV percentile 96% — seller opportunity
Event Detection
≥10pts kinkIV kink -9.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 234.52 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -18% @ 59% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 83 (ITM 20% + inst 53%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.9
bullishIV expensive, mixed flow
Long Puts4.3
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put6.0
bullishIV rich premium, mixed flow
Covered Call5.2
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.