TFXTeleflex Incorporated
TFX Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
TFX Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 55.2% — elevated vs history
IV/HV 1.49x — IV premium over HV
Sector percentile 27% — below sector median
Front/Back 1.20x — backwardation
Put/Call IV 1.16x — elevated
ATM IV 37.8% — normal range
Effective IV 272.7% (ATM 37.8% + spread 117.5% + bias) — expensive
Total drag 138.09% (spread 117.46% + slippage 20.63%) — high friction
Vega efficiency 2.57 (vega 30.199 / spread 117.46%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: -100% (strong bearish) — Raw: -100%
|OI skew| 52.4% — call-heavy
Vol skew +100.0%, OI skew +52.4% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +0%, ATM: +0%, OTM: -100% — neutral (ITM/ATM divergent)
Sector P/C percentile 50% — neutral vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.2x avg — normal
Vol/OI 0.4% — normal turnover
1 day(s) elevated — may be one-day event
OI change -0.4% (5d) — stable
Sector activity percentile 23% — below sector avg
Large trade volume 0% — mostly retail
Aggressive execution 0% — patient
Conviction -100 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
Evaluates
Spread 117.5% — wide
OI 269 — thin
Volume 1/day — thin
$5.87 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 71% — wider than sector
Depth 8.0 contracts (bid:1.0 ask:7.0) — thin
Avg slippage 20.63% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope +19.9% — backwardation
IV percentile 55% — neutral
IV kink 7.4pts — no clear event
θ/ν ratio 605.18 — favors income trades
3 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow -100% @ 100% consistency — STRONG directional (bearish)
Score 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
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.