DLTRDollar Tree Inc.
Options Analysis Report•RETAIL-VARIETY STORES
Market Cap $20.9B|NASDAQ
● 2026-04-17$105.93
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +33.0%YTD -17.0%7D +6.4%
Options Vol
2,914
30D
Implied Move
±11.2%
IV Rank
38%
DLTR Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.0
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 72.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.35x — IV premium over HV
Sector Relative≤50%
Sector percentile 94% — above sector median
Term Structure
<1.1xFront/Back 0.98x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 43.3% — normal range
Spread-Adjusted Value
<80%Effective IV 74.3% (ATM 43.3% + spread 15.5% + bias) — fair
Execution Efficiency
<3.0%Total drag 19.14% (spread 15.50% + slippage 3.64%) — high friction
Vega Efficiency
≥5.0Vega efficiency 20.49 (vega 31.753 / spread 15.50%) — efficient
Sentiment
Bullish or bearish?
5.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: +4%, Raw: +6%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +4% (neutral) — Raw: +6%
OI Skew Magnitude
≥15%|OI skew| 5.0% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -8.4%, OI skew +5.0% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 14%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +24%, ATM: +0%, OTM: -8% — bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 80% — very bearish vs sector
Activity
Unusual activity?
2.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.7x avg — normal
Turnover Rate
≥15%Vol/OI 3.8% — 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 +3.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 43% — neutral vs sector
Trade Quality
≥30%Large trade volume 3% — mostly retail
Execution Urgency
≥60%Aggressive execution 17% — patient
Flow Conviction
≥30Conviction +4 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 15.5% — wide
Adequate OI
≥10,000OI 76,125 — deep
Active Volume
≥500Volume 2,914/day — adequate
Reasonable Cost
≤$0.50$0.78 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 94% — much wider than sector
Order Book Depth
≥100 contractsDepth 85.30000000000001 contracts (bid:52.2 ask:33.1) — thin
Execution Quality
<1.0%Avg slippage 3.64% — poor
Timing
Is now a good time?
6.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -2.1% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 73% — seller opportunity
Event Detection
≥10pts kinkIV kink -1.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 983.08 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +4% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 33 (ITM 20% + inst 3%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.6
bullishIV expensive, mixed flow
Long Puts4.6
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put5.2
bullishIV rich premium, mixed flow
Covered Call5.2
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.