DDDuPont de Nemours, Inc. Common Stock
Options Analysis Report•PLASTIC MATERIALS, SYNTH RESINS & NONVULCAN ELASTOMERS
Market Cap $19.4B|NYSE
● 2026-04-17$47.35
BULLISH
Analysis: 2026-04-16 EOD data
1Y +88.3%YTD +15.9%7D +0.2%
Options Vol
4,859
30D
Implied Move
±11.4%
IV Rank
37%
DD Options Overview
bullish flow with unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks2/9 checks passed
IV Rank
≤35%IV Rank 64.8% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.17x — IV premium over HV
Sector Relative≤50%
Sector percentile 60% — above sector median
Term Structure
<1.1xFront/Back 1.11x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 40.0% — normal range
Spread-Adjusted Value
<80%Effective IV 81.7% (ATM 40.0% + spread 20.9% + bias) — expensive
Execution Efficiency
<3.0%Total drag 29.45% (spread 20.85% + slippage 8.60%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.72 (vega 7.748 / spread 20.85%) — spread drag
Sentiment
Bullish or bearish?
5.4
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -32%, Raw: -0%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -32% (strong bearish) — Raw: -0%
OI Skew Magnitude
≥15%|OI skew| 48.5% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +83.4%, OI skew +48.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 46%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -11%, ATM: +98%, OTM: -84% — strong bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 0% — very bullish vs sector
Activity
Unusual activity?
7.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 5.2x avg — hot
Turnover Rate
≥15%Vol/OI 13.3% — 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 +5.0% (5d) — building
Sector Relative≥60%
Sector activity percentile 95% — very active vs sector
Trade Quality
≥30%Large trade volume 47% — institutional presence
Execution Urgency
≥60%Aggressive execution 56% — patient
Flow Conviction
≥30Conviction -32 (bearish) — moderate
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 20.9% — wide
Adequate OI
≥10,000OI 36,552 — adequate
Active Volume
≥500Volume 4,859/day — adequate
Reasonable Cost
≤$0.50$1.04 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 60% — wider than sector
Order Book Depth
≥100 contractsDepth 364.3 contracts (bid:214.5 ask:149.8) — adequate
Execution Quality
<1.0%Avg slippage 8.60% — poor
Timing
Is now a good time?
7.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +10.9% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 65% — neutral
Event Detection
≥10pts kinkIV kink 3.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 338.36 — 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 -32% @ 66% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 77 (ITM 20% + inst 47%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.2
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.1
bullishIV fair, mixed flow
Covered Call4.9
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.