VRTVertiv Holdings Co Class A Common Stock
Options Analysis Report•ELECTRONIC COMPONENTS, NEC
Market Cap $116.3B|NYSE
● 2026-06-12$302.87
NEUTRAL
Analysis: 2026-06-11 EOD data
1Y +160.1%YTD +72.5%7D +0.8%
Options Vol
25,386
30D
Implied Move
±19.4%
IV Rank
62%
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 Checks4/9 checks passed
IV Rank
≤35%IV Rank 82.4% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.26x — IV premium over HV
Sector Relative≤50%
Sector percentile 83% — above sector median
Term Structure
<1.1xFront/Back 1.04x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 71.2% — normal range
Spread-Adjusted Value
<80%Effective IV 87.7% (ATM 71.2% + spread 8.2% + bias) — expensive
Execution Efficiency
<3.0%Total drag 13.12% (spread 8.23% + slippage 4.89%) — high friction
Vega Efficiency
≥5.0Vega efficiency 29.26 (vega 24.078 / spread 8.23%) — efficient
Sentiment
Bullish or bearish?
4.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +2%, Raw: -2%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +2% (neutral) — Raw: -2%
OI Skew Magnitude
≥15%|OI skew| 4.5% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -13.3%, OI skew -4.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 22%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +39%, ATM: +24%, OTM: -13% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 79% — very bearish vs sector
Activity
Unusual activity?
3.8
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 5.1% — 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 +8.7% (5d) — building
Sector Relative≥60%
Sector activity percentile 73% — active vs sector
Trade Quality
≥30%Large trade volume 17% — mixed
Execution Urgency
≥60%Aggressive execution 34% — patient
Flow Conviction
≥30Conviction +2 (bullish) — mixed
Liquidity
Can I trade efficiently?
5.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 8.2% — wide
Adequate OI
≥10,000OI 494,141 — deep
Active Volume
≥500Volume 25,386/day — active
Reasonable Cost
≤$0.50$0.41 to cross — cheap
Strike Coverage
≥5 strikes8 liquid strikes — good coverage
Sector Relative≤40%
Sector spread percentile 89% — much wider than sector
Order Book Depth
≥100 contractsDepth 145.10000000000002 contracts (bid:68.4 ask:76.7) — adequate
Execution Quality
<1.0%Avg slippage 4.89% — 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 +4.3% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 82% — seller opportunity
Event Detection
≥10pts kinkIV kink 2.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 43.26 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: No earnings detected; FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +2% @ 51% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 47 (ITM 20% + inst 17%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls4.7
bullishIV expensive, mixed flow
Long Puts5.2
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put5.4
bullishIV rich premium, mixed flow
Covered Call5.9
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.