SEICSEI Investments Co
Options Analysis Report•SECURITY BROKERS, DEALERS & FLOTATION COMPANIES
Market Cap $11.0B|NASDAQ
● 2026-05-15$91.70
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +8.2%YTD +10.5%7D +0.6%
Options Vol
20
30D
Implied Move
±8.6%
IV Rank
17%
SEIC Options Overview
bullish flow. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.8
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 33.8% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.10x — IV premium over HV
Sector Relative≤50%
Sector percentile 46% — below sector median
Term Structure
<1.1xFront/Back 0.89x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 34.4% — normal range
Spread-Adjusted Value
<80%Effective IV 71.3% (ATM 34.4% + spread 18.5% + bias) — fair
Execution Efficiency
<3.0%Total drag 26.17% (spread 18.46% + slippage 7.71%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.92 (vega 1.695 / spread 18.46%) — spread drag
Sentiment
Bullish or bearish?
3.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Moderate signal (Conviction: -100%, Raw: -100%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -100% (strong bearish) — Raw: -100%
OI Skew Magnitude
≥15%|OI skew| 11.0% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +100.0%, OI skew +11.0% — aligned
Conviction Quality
≥2/3 conditions0-DTE 65%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -100%, ATM: +0%, OTM: -100% — strong bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 50% — neutral vs sector
Activity
Unusual activity?
2.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.1x avg — normal
Turnover Rate
≥15%Vol/OI 0.5% — 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 -2.1% (5d) — unwinding
Sector Relative≥60%
Sector activity percentile 14% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 25% — patient
Flow Conviction
≥30Conviction -100 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
2.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks0/8 checks passed
Tradeable Spread
≤5.0%Spread 18.5% — wide
Adequate OI
≥10,000OI 3,644 — thin
Active Volume
≥500Volume 20/day — thin
Reasonable Cost
≤$0.50$0.92 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 55% — neutral vs sector
Order Book Depth
≥100 contractsDepth 45.0 contracts (bid:23.8 ask:21.2) — thin
Execution Quality
<1.0%Avg slippage 7.71% — poor
Timing
Is now a good time?
7.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -10.9% — contango
IV Percentile Clarity
<30 or >70IV percentile 34% — neutral
Event Detection
≥10pts kinkIV kink -2.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 2.62 — 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 -100% @ 100% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.9
bullishIV cheap, bearish flow
Long Puts6.3
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put3.5
bullishIV too cheap, bearish flow
Covered Call4.9
bearishIV too cheap, bearish flow
For educational purposes only. Not investment advice.