SEISolaris Energy Infrastructure, Inc.
Options Analysis Report•OIL & GAS FIELD MACHINERY & EQUIPMENT
Market Cap $4.6B|NYSE
● 2026-05-15$78.27
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +246.5%YTD +55.7%7D +7.3%
Options Vol
2,104
30D
Implied Move
±8.6%
IV Rank
43%
SEI Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.0
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 86.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.76x — IV premium over HV
Sector Relative≤50%
Sector percentile 90% — above sector median
Term Structure
<1.1xFront/Back 0.93x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 84.2% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 107.9% (ATM 84.2% + spread 11.8% + bias) — expensive
Execution Efficiency
<3.0%Total drag 17.24% (spread 11.84% + slippage 5.40%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.35 (vega 1.600 / spread 11.84%) — spread drag
Sentiment
Bullish or bearish?
6.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Strong signal (Conviction: +65%, Raw: +62%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +65% (strong bullish) — Raw: +62%
OI Skew Magnitude
≥15%|OI skew| 3.8% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -53.1%, OI skew -3.8% — aligned
Conviction Quality
≥2/3 conditions0-DTE 11%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +62%, ATM: +21%, OTM: +64% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 95% — very bearish vs sector
Activity
Unusual activity?
4.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 3.4% — 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 +6.6% (5d) — building
Sector Relative≥60%
Sector activity percentile 65% — active vs sector
Trade Quality
≥30%Large trade volume 53% — heavy institutional
Execution Urgency
≥60%Aggressive execution 47% — patient
Flow Conviction
≥30Conviction +65 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
3.4
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.8% — wide
Adequate OI
≥10,000OI 61,998 — deep
Active Volume
≥500Volume 2,104/day — adequate
Reasonable Cost
≤$0.50$0.59 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 94% — much wider than sector
Order Book Depth
≥100 contractsDepth 133.6 contracts (bid:87.6 ask:46.0) — adequate
Execution Quality
<1.0%Avg slippage 5.40% — poor
Timing
Is now a good time?
7.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -6.6% — contango
IV Percentile Clarity
<30 or >70IV percentile 87% — seller opportunity
Event Detection
≥10pts kinkIV kink -2.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.87 — favors mixed
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 +65% @ 82% consistency — STRONG directional (bullish)
Smart Money Timing
≥40 composite scoreScore 83 (ITM 20% + inst 53%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.8
bullishIV expensive, bullish flow
Long Puts4.1
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.0
bullishIV rich premium, bullish flow
Covered Call5.3
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.