SYMSymbotic Inc. Class A Common Stock
Options Analysis Report•GENERAL INDUSTRIAL MACHINERY & EQUIPMENT, NEC
Market Cap $6.4B|NASDAQ
● 2026-05-15$50.15
BULLISH
Analysis: 2026-05-14 EOD data
1Y +86.2%YTD -22.7%7D -4.1%
Options Vol
2,989
30D
Implied Move
±18.1%
IV Rank
0%
SYM Options Overview
IV is elevated with bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.6
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 79.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.19x — IV premium over HV
Sector Relative≤50%
Sector percentile 79% — above sector median
Term Structure
<1.1xFront/Back 0.81x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 69.0% — normal range
Spread-Adjusted Value
<80%Effective IV 99.2% (ATM 69.0% + spread 15.1% + bias) — expensive
Execution Efficiency
<3.0%Total drag 21.94% (spread 15.09% + slippage 6.85%) — high friction
Vega Efficiency
≥5.0Vega efficiency 14.69 (vega 22.173 / spread 15.09%) — efficient
Sentiment
Bullish or bearish?
6.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +14%, Raw: +12%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +14% (bullish) — Raw: +12%
OI Skew Magnitude
≥15%|OI skew| 37.4% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +23.6%, OI skew +37.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 40%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +17%, ATM: +11%, OTM: +12% — bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 51% — neutral vs sector
Activity
Unusual activity?
3.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 3.8% — 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 +11.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 63% — active vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 45% — patient
Flow Conviction
≥30Conviction +14 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 15.1% — wide
Adequate OI
≥10,000OI 79,032 — deep
Active Volume
≥500Volume 2,989/day — adequate
Reasonable Cost
≤$0.50$0.75 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 87% — much wider than sector
Order Book Depth
≥100 contractsDepth 255.10000000000002 contracts (bid:135.4 ask:119.7) — adequate
Execution Quality
<1.0%Avg slippage 6.85% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -18.9% — contango
IV Percentile Clarity
<30 or >70IV percentile 79% — seller opportunity
Event Detection
≥10pts kinkIV kink -6.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1449.20 — favors income trades
Expiration Distribution
≥3 expirations5 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 +14% @ 57% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.8
bullishIV fair, bullish flow
Long Puts4.6
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.1
bullishIV fair, bullish flow
Covered Call4.2
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.