CCThe Chemours Company
Options Analysis Report•CHEMICALS & ALLIED PRODUCTS
Market Cap $3.3B|NYSE
● 2026-06-12$22.00
VERY BULLISH
Analysis: 2026-06-11 EOD data
1Y +101.1%YTD +79.6%7D +5.5%
Options Vol
1,778
30D
Implied Move
±19.8%
IV Rank
31%
CC Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.8
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 82.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.27x — IV premium over HV
Sector Relative≤50%
Sector percentile 77% — 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 70.6% — normal range
Spread-Adjusted Value
<80%Effective IV 135.1% (ATM 70.6% + spread 32.2% + bias) — expensive
Execution Efficiency
<3.0%Total drag 39.83% (spread 32.25% + slippage 7.58%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.37 (vega 1.187 / spread 32.25%) — spread drag
Sentiment
Bullish or bearish?
9.4
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Strong signal (Conviction: +82%, Raw: +74%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +82% (strong bullish) — Raw: +74%
OI Skew Magnitude
≥15%|OI skew| 63.9% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +82.0%, OI skew +63.9% — aligned
Conviction Quality
≥2/3 conditions0-DTE 7%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +20%, ATM: +35%, OTM: +80% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 19% — very bullish vs sector
Activity
Unusual activity?
3.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.6x avg — normal
Turnover Rate
≥15%Vol/OI 1.7% — 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 +1.8% (5d) — stable
Sector Relative≥60%
Sector activity percentile 50% — neutral vs sector
Trade Quality
≥30%Large trade volume 14% — mostly retail
Execution Urgency
≥60%Aggressive execution 33% — patient
Flow Conviction
≥30Conviction +82 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
3.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 32.2% — wide
Adequate OI
≥10,000OI 106,751 — deep
Active Volume
≥500Volume 1,778/day — adequate
Reasonable Cost
≤$0.50$1.61 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 88% — much wider than sector
Order Book Depth
≥100 contractsDepth 303.4 contracts (bid:162.5 ask:140.9) — adequate
Execution Quality
<1.0%Avg slippage 7.58% — poor
Timing
Is now a good time?
7.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks8/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +5.7% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 82% — seller opportunity
Event Detection
≥10pts kinkIV kink 3.5pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 23.18 — 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 +82% @ 91% consistency — STRONG directional (bullish)
Smart Money Timing
≥40 composite scoreScore 44 (ITM 20% + inst 14%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls6.2
bullishIV expensive, bullish flow
Long Puts3.1
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.7
bullishIV rich premium, bullish flow
Covered Call3.8
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.