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SUSuncor Energy, Inc.

Options Analysis Report
Market Cap $80.6B|NYSE
● 2026-09-11$68.93
NEUTRAL
Analysis: 2026-09-10 EOD data
1Y +64.0%YTD +51.2%7D +2.4%
2,301
30D
±8.7%
13%

SU Options Overview

bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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SU Gamma Walls

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Value

Is IV priced right?

5.9
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 48.8% — elevated vs history

<1.05x

IV/HV 1.41x — IV premium over HV

Sector Relative≤50%

Sector percentile 34% — below sector median

<1.1x

Front/Back 1.04x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 34.2% — normal range

<80%

Effective IV 58.7% (ATM 34.2% + spread 12.3% + bias) — good value

<3.0%

Total drag 17.38% (spread 12.27% + slippage 5.11%) — high friction

≥5.0

Vega efficiency 1.13 (vega 1.383 / spread 12.27%) — spread drag

Sentiment

Bullish or bearish?

6.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: -8%, Raw: -12%)
|net sentiment| ≥25%

Conviction-weighted: -8% (neutral) — Raw: -12%

≥15%

|OI skew| 28.8% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +29.7%, OI skew +28.8% — aligned

≥2/3 conditions

0-DTE 2%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +44%, ATM: -5%, OTM: -29% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 58% — bearish vs sector

Activity

Unusual activity?

2.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 1.4% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -3.1% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 39% — below sector avg

≥30%

Large trade volume 26% — mixed

≥60%

Aggressive execution 31% — patient

≥30

Conviction -8 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.4
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 12.3% — wide

≥10,000

OI 159,960 — deep

≥500

Volume 2,301/day — adequate

≤$0.50

$0.61 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 57% — neutral vs sector

≥100 contracts

Depth 126.69999999999999 contracts (bid:51.1 ask:75.6) — adequate

<1.0%

Avg slippage 5.11% — poor

Timing

Is now a good time?

5.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks3/9 checks passed
|slope| ≥5%

Slope +4.3% — flat/unclear

<30 or >70

IV percentile 49% — neutral

≥10pts kink

IV kink 1.7pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.95 — favors mixed

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -8% @ 54% consistency — unclear

≥40 composite score

Score 56 (ITM 20% + inst 26%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls5.6
bullishIV fair, bullish flow
Long Puts4.8
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.0
bullishIV fair, bullish flow
Covered Call4.1
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on SU

SU gamma wallsSU option chainSU max painSU expected moveSU IV rankSU put/call ratioSU options flow