Options/VMC

VMCVulcan Materials Company(Holding Company)

Options Analysis Report•MINING & QUARRYING OF NONMETALLIC MINERALS (NO FUELS)

Market Cap $35.6B|NYSE

● 2026-08-31$274.51

NEUTRAL

Analysis: 2026-08-28 EOD data

1Y -6.1%YTD -6.2%7D -0.5%

Options Vol

30D

Implied Move

±7.0%

IV Rank

12%

VMC Options Overview

Mixed signals. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for option buyers

Learn

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VMC Gamma Walls

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Value

Is IV priced right?

8.0

ExpensiveCheap

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

levels.

Risk Checks7/9 checks passed

IV Rank

≤35%

IV Rank 31.4% — cheap vs history

IV/HV Ratio

<1.05x

IV/HV 0.89x — IV ≤ HV

Sector Relative≤50%

Sector percentile 15% — below sector median

Term Structure

<1.1x

Front/Back 0.87x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 26.1% — normal range

Spread-Adjusted Value

<80%

Effective IV 114.0% (ATM 26.1% + spread 43.9% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 62.02% (spread 43.94% + slippage 18.08%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 8.77 (vega 38.532 / spread 43.94%) — 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 - Moderate signal (Conviction: -37%, Raw: -28%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -37% (strong bearish) — Raw: -28%

OI Skew Magnitude

≥15%

|OI skew| 8.3% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +44.4%, OI skew +8.3% — aligned

Conviction Quality

≥2/3 conditions

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

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -100%, ATM: +60%, OTM: -33% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 45% — bullish vs sector

Activity

Unusual activity?

2.4

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 0.2x avg — normal

Turnover Rate

≥15%

Vol/OI 0.6% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +2.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 10% — quiet vs sector

Trade Quality

≥30%

Large trade volume 0% — mostly retail

Execution Urgency

≥60%

Aggressive execution 36% — patient

Flow Conviction

≥30

Conviction -37 (bearish) — moderate

Liquidity

Can I trade efficiently?

2.9

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks1/8 checks passed

Tradeable Spread

≤5.0%

Spread 43.9% — wide

Adequate OI

≥10,000

OI 6,085 — thin

Active Volume

≥500

Volume 36/day — thin

Reasonable Cost

≤$0.50

$2.20 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 15% — much tighter than sector

Order Book Depth

≥100 contracts

Depth 36.599999999999994 contracts (bid:19.7 ask:16.9) — thin

Execution Quality

<1.0%

Avg slippage 18.08% — poor

Timing

Is now a good time?

7.4

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -12.9% — contango

IV Percentile Clarity

<30 or >70

IV percentile 31% — neutral

Event Detection

≥10pts kink

IV kink -2.4pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 327.10 — favors income trades

Expiration Distribution

≥3 expirations

4 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -37% @ 69% consistency — moderate (bearish)

Smart Money Timing

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers

Long Calls6.1

bullishIV cheap, mixed flow

Long Puts6.1

bearishIV cheap, mixed flow

Premium Sellers

Cash-Secured Put4.1

bullishIV too cheap, mixed flow

Covered Call4.0

bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, 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.

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