XPEVXPeng Inc. American depositary shares, each representing two Class A ordinary shares
Options Analysis Report
Market Cap $15.4B|NYSE
● 2026-05-15$16.12
BULLISH
Analysis: 2026-05-14 EOD data
1Y -21.8%YTD -21.1%7D +3.2%
Options Vol
37,786
30D
Implied Move
±21.4%
IV Rank
64%
XPEV Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
2.4
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 79.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.63x — IV premium over HV
Sector Relative≤50%
Sector percentile 84% — above sector median
Term Structure
<1.1xFront/Back 1.06x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 70.5% — normal range
Spread-Adjusted Value
<80%Effective IV 99.8% (ATM 70.5% + spread 14.7% + bias) — expensive
Execution Efficiency
<3.0%Total drag 19.65% (spread 14.66% + slippage 4.99%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.42 (vega 5.016 / spread 14.66%) — spread drag
Sentiment
Bullish or bearish?
5.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -17%, Raw: -14%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -17% (bearish) — Raw: -14%
OI Skew Magnitude
≥15%|OI skew| 31.4% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +46.6%, OI skew +31.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 17%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -0%, ATM: +11%, OTM: -18% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 39% — bullish vs sector
Activity
Unusual activity?
5.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 1.8x avg — elevated
Turnover Rate
≥15%Vol/OI 7.4% — 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 +10.0% (5d) — building
Sector Relative≥60%
Sector activity percentile 79% — active vs sector
Trade Quality
≥30%Large trade volume 59% — heavy institutional
Execution Urgency
≥60%Aggressive execution 42% — patient
Flow Conviction
≥30Conviction -17 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 14.7% — wide
Adequate OI
≥10,000OI 509,748 — deep
Active Volume
≥500Volume 37,786/day — active
Reasonable Cost
≤$0.50$0.73 to cross — expensive
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 91% — much wider than sector
Order Book Depth
≥100 contractsDepth 791.9 contracts (bid:351.5 ask:440.4) — deep
Execution Quality
<1.0%Avg slippage 4.99% — poor
Timing
Is now a good time?
7.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +6.1% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 80% — seller opportunity
Event Detection
≥10pts kinkIV kink 0.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 716.54 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -17% @ 58% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 89 (ITM 20% + inst 59%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.6
bullishIV expensive, mixed flow
Long Puts3.9
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put6.6
bullishIV rich premium, mixed flow
Covered Call5.6
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.