VRTVertiv Holdings Co Class A Common Stock
Options Analysis Report•ELECTRONIC COMPONENTS, NEC
Market Cap $117.2B|NYSE
● 2026-04-29$306.18
NEUTRAL
Analysis: 2026-04-28 EOD data
1Y +258.6%YTD +74.4%7D -4.8%
Options Vol
38,325
30D
Implied Move
±19.1%
IV Rank
54%
VRT Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.0
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 81.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.28x — IV premium over HV
Sector Relative≤50%
Sector percentile 79% — above sector median
Term Structure
<1.1xFront/Back 1.24x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 66.7% — normal range
Spread-Adjusted Value
<80%Effective IV 82.0% (ATM 66.7% + spread 7.7% + bias) — expensive
Execution Efficiency
<3.0%Total drag 11.45% (spread 7.67% + slippage 3.78%) — high friction
Vega Efficiency
≥5.0Vega efficiency 115.55 (vega 88.629 / spread 7.67%) — efficient
Sentiment
Bullish or bearish?
4.1
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Moderate signal (Conviction: -20%, Raw: -22%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -20% (bearish) — Raw: -22%
OI Skew Magnitude
≥15%|OI skew| 5.1% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -6.8%, OI skew -5.1% — weak (same direction)
Conviction Quality
≥2/3 conditions0-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: +7%, ATM: +8%, OTM: -33% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 79% — very bearish vs sector
Activity
Unusual activity?
4.3
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 1.0x avg — normal
Turnover Rate
≥15%Vol/OI 8.2% — 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 +3.8% (5d) — building
Sector Relative≥60%
Sector activity percentile 85% — very active vs sector
Trade Quality
≥30%Large trade volume 21% — mixed
Execution Urgency
≥60%Aggressive execution 30% — patient
Flow Conviction
≥30Conviction -20 (bearish) — mixed
Liquidity
Can I trade efficiently?
5.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 7.7% — wide
Adequate OI
≥10,000OI 468,875 — deep
Active Volume
≥500Volume 38,325/day — active
Reasonable Cost
≤$0.50$0.38 to cross — cheap
Strike Coverage
≥5 strikes4 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 87% — much wider than sector
Order Book Depth
≥100 contractsDepth 143.8 contracts (bid:62.3 ask:81.5) — adequate
Execution Quality
<1.0%Avg slippage 3.78% — poor
Timing
Is now a good time?
7.3
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +24.4% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 81% — seller opportunity
Event Detection
≥10pts kinkIV kink 14.7pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 592.44 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)HIGH RISK: No earnings detected; FOMC in 0d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -20% @ 60% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 51 (ITM 20% + inst 21%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls4.7
bullishIV expensive, mixed flow
Long Puts5.3
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put5.4
bullishIV rich premium, mixed flow
Covered Call6.0
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.