STNGScorpio Tankers Inc.
Options Analysis Report
Market Cap $4.1B|NYSE
● 2026-05-15$82.72
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +98.4%YTD +66.5%7D -2.0%
Options Vol
286
30D
Implied Move
±8.6%
IV Rank
29%
STNG Options Overview
Mixed signals. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
4.8
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 56.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.42x — IV premium over HV
Sector Relative≤50%
Sector percentile 53% — above sector median
Term Structure
<1.1xFront/Back 0.97x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 46.8% — normal range
Spread-Adjusted Value
<80%Effective IV 93.1% (ATM 46.8% + spread 23.1% + bias) — expensive
Execution Efficiency
<3.0%Total drag 28.74% (spread 23.14% + slippage 5.60%) — high friction
Vega Efficiency
≥5.0Vega efficiency 17.22 (vega 39.836 / spread 23.14%) — efficient
Sentiment
Bullish or bearish?
5.1
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -35%, Raw: -30%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -35% (strong bearish) — Raw: -30%
OI Skew Magnitude
≥15%|OI skew| 20.9% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +24.5%, OI skew +20.9% — aligned
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: +67%, ATM: +6%, OTM: -52% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 73% — very bearish vs sector
Activity
Unusual activity?
2.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.2x avg — normal
Turnover Rate
≥15%Vol/OI 0.9% — 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 +1.6% (5d) — stable
Sector Relative≥60%
Sector activity percentile 20% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 20% — patient
Flow Conviction
≥30Conviction -35 (bearish) — moderate
Liquidity
Can I trade efficiently?
2.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 23.1% — wide
Adequate OI
≥10,000OI 30,578 — adequate
Active Volume
≥500Volume 286/day — thin
Reasonable Cost
≤$0.50$1.16 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 73% — wider than sector
Order Book Depth
≥100 contractsDepth 214.4 contracts (bid:125.2 ask:89.2) — adequate
Execution Quality
<1.0%Avg slippage 5.60% — poor
Timing
Is now a good time?
6.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -2.7% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 56% — neutral
Event Detection
≥10pts kinkIV kink -0.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 2399.77 — 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 -35% @ 68% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.9
bullishIV fair, mixed flow
Long Puts4.8
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.9
bullishIV fair, mixed flow
Covered Call4.9
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.