CHDChurch & Dwight Co., Inc.
Options Analysis Report•SOAP, DETERGENTS, CLEANG PREPARATIONS, PERFUMES, COSMETICS
Market Cap $22.9B|NYSE
● 2026-04-17$96.88
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y -6.1%YTD +17.2%7D +1.5%
Options Vol
97
30D
Implied Move
±8.4%
IV Rank
22%
CHD Options Overview
IV is low. No clear edge detected.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
6.3
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 20.2% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.87x — IV premium over HV
Sector Relative≤50%
Sector percentile 24% — below sector median
Term Structure
<1.1xFront/Back 1.19x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 28.5% — normal range
Spread-Adjusted Value
<80%Effective IV 59.8% (ATM 28.5% + spread 15.6% + bias) — good value
Execution Efficiency
<3.0%Total drag 24.73% (spread 15.64% + slippage 9.09%) — high friction
Vega Efficiency
≥5.0Vega efficiency 12.05 (vega 18.849 / spread 15.64%) — efficient
Sentiment
Bullish or bearish?
5.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -22%, Raw: -8%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -22% (bearish) — Raw: -8%
OI Skew Magnitude
≥15%|OI skew| 57.0% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +9.3%, OI skew +57.0% — weak (same direction)
Conviction Quality
≥2/3 conditions0-DTE 23%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +17%, ATM: -41%, OTM: -2% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 63% — bearish vs sector
Activity
Unusual activity?
2.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 2.1% — 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 -2.1% (5d) — unwinding
Sector Relative≥60%
Sector activity percentile 17% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 28% — patient
Flow Conviction
≥30Conviction -22 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks1/8 checks passed
Tradeable Spread
≤5.0%Spread 15.6% — wide
Adequate OI
≥10,000OI 4,633 — thin
Active Volume
≥500Volume 97/day — thin
Reasonable Cost
≤$0.50$0.78 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 29% — tighter than sector
Order Book Depth
≥100 contractsDepth 56.1 contracts (bid:25.5 ask:30.6) — thin
Execution Quality
<1.0%Avg slippage 9.09% — poor
Timing
Is now a good time?
6.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +18.5% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 20% — buyer opportunity
Event Detection
≥10pts kinkIV kink 5.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 730.59 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: Earnings in 14d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -22% @ 61% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.5
bullishIV cheap, mixed flow
Long Puts5.4
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.5
bullishIV too cheap, mixed flow
Covered Call4.5
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.