CXCemex S.A.B. de C.V.
Options Analysis Report
Market Cap $17.4B|NYSE
● 2026-06-09$12.04
NEUTRAL
Analysis: 2026-06-08 EOD data
1Y +77.8%YTD +4.1%7D -7.8%
Options Vol
70
30D
Implied Move
±13.4%
IV Rank
45%
CX Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.8
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 60.8% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.28x — IV premium over HV
Sector Relative≤50%
Sector percentile 35% — below sector median
Term Structure
<1.1xFront/Back 1.02x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 44.8% — normal range
Spread-Adjusted Value
<80%Effective IV 116.0% (ATM 44.8% + spread 35.6% + bias) — expensive
Execution Efficiency
<3.0%Total drag 39.36% (spread 35.59% + slippage 3.77%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.02 (vega 3.631 / spread 35.59%) — spread drag
Sentiment
Bullish or bearish?
3.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -72%, Raw: -72%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -72% (strong bearish) — Raw: -72%
OI Skew Magnitude
≥15%|OI skew| 66.5% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +14.3%, OI skew +66.5% — aligned
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: -50%, ATM: -74%, OTM: -79% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 66% — bearish vs sector
Activity
Unusual activity?
2.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.3x avg — normal
Turnover Rate
≥15%Vol/OI 0.3% — 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 +0.6% (5d) — stable
Sector Relative≥60%
Sector activity percentile 13% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 33% — patient
Flow Conviction
≥30Conviction -72 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
2.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 35.6% — wide
Adequate OI
≥10,000OI 21,880 — adequate
Active Volume
≥500Volume 70/day — thin
Reasonable Cost
≤$0.50$1.78 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 66% — wider than sector
Order Book Depth
≥100 contractsDepth 465.0 contracts (bid:216.2 ask:248.8) — adequate
Execution Quality
<1.0%Avg slippage 3.77% — poor
Timing
Is now a good time?
6.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +1.5% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 61% — neutral
Event Detection
≥10pts kinkIV kink 1.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 930.92 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: No earnings detected; CPI in 1d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -72% @ 86% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.3
bullishIV fair, bearish flow
Long Puts5.2
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.3
bullishIV fair, bearish flow
Covered Call5.2
bearishIV fair, bearish flow
For educational purposes only. Not investment advice.