UPSUnited Parcel Service, Inc. Class B
Options Analysis Report•TRUCKING & COURIER SERVICES (NO AIR)
Market Cap $83.7B|NYSE
● 2026-05-15$98.42
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y -1.9%YTD -2.6%7D -2.3%
Options Vol
21,623
30D
Implied Move
±8.1%
IV Rank
19%
UPS Options Overview
IV is low with bullish flow. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
8.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks8/9 checks passed
IV Rank
≤35%IV Rank 26.4% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 0.62x — IV ≤ HV
Sector Relative≤50%
Sector percentile 21% — below sector median
Term Structure
<1.1xFront/Back 0.97x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 29.6% — normal range
Spread-Adjusted Value
<80%Effective IV 53.8% (ATM 29.6% + spread 12.1% + bias) — good value
Execution Efficiency
<3.0%Total drag 17.81% (spread 12.11% + slippage 5.70%) — high friction
Vega Efficiency
≥5.0Vega efficiency 24.86 (vega 30.111 / spread 12.11%) — efficient
Sentiment
Bullish or bearish?
6.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Moderate signal (Conviction: +15%, Raw: +12%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +15% (bullish) — Raw: +12%
OI Skew Magnitude
≥15%|OI skew| 11.3% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +18.1%, OI skew +11.3% — aligned
Conviction Quality
≥2/3 conditions0-DTE 29%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -41%, ATM: +30%, OTM: +21% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 44% — bullish vs sector
Activity
Unusual activity?
3.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.7x avg — normal
Turnover Rate
≥15%Vol/OI 4.6% — 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 +2.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 67% — active vs sector
Trade Quality
≥30%Large trade volume 40% — institutional presence
Execution Urgency
≥60%Aggressive execution 39% — patient
Flow Conviction
≥30Conviction +15 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 12.1% — wide
Adequate OI
≥10,000OI 470,164 — deep
Active Volume
≥500Volume 21,623/day — active
Reasonable Cost
≤$0.50$0.61 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 25% — tighter than sector
Order Book Depth
≥100 contractsDepth 318.9 contracts (bid:161.2 ask:157.7) — adequate
Execution Quality
<1.0%Avg slippage 5.70% — 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 -2.6% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 26% — buyer opportunity
Event Detection
≥10pts kinkIV kink 1.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1400.51 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +15% @ 58% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 70 (ITM 20% + inst 40%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls7.1
bullishIV cheap, bullish flow
Long Puts6.0
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.7
bullishIV too cheap, bullish flow
Covered Call3.6
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.