EMREmerson Electric Co.
Options Analysis Report•ELECTRONIC & OTHER ELECTRICAL EQUIPMENT (NO COMPUTER EQUIP)
Market Cap $82.2B|NYSE
● 2026-04-17$146.35
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +51.8%YTD +7.8%7D +1.8%
Options Vol
1,521
30D
Implied Move
±10.6%
IV Rank
55%
EMR Options Overview
bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.4
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 58.2% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.05x — IV ≤ HV
Sector Relative≤50%
Sector percentile 62% — above sector median
Term Structure
<1.1xFront/Back 1.03x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 38.6% — normal range
Spread-Adjusted Value
<80%Effective IV 60.7% (ATM 38.6% + spread 11.0% + bias) — good value
Execution Efficiency
<3.0%Total drag 15.55% (spread 11.03% + slippage 4.52%) — high friction
Vega Efficiency
≥5.0Vega efficiency 7.51 (vega 8.280 / spread 11.03%) — efficient
Sentiment
Bullish or bearish?
6.4
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -2%, Raw: +1%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -2% (neutral) — Raw: +1%
OI Skew Magnitude
≥15%|OI skew| 17.3% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +30.7%, OI skew +17.3% — aligned
Conviction Quality
≥2/3 conditions0-DTE 41%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +8%, ATM: +19%, OTM: -12% — bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 40% — bullish vs sector
Activity
Unusual activity?
2.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.6x avg — normal
Turnover Rate
≥15%Vol/OI 2.7% — 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 +4.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 39% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 38% — patient
Flow Conviction
≥30Conviction -2 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 11.0% — wide
Adequate OI
≥10,000OI 57,115 — deep
Active Volume
≥500Volume 1,521/day — adequate
Reasonable Cost
≤$0.50$0.55 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 64% — wider than sector
Order Book Depth
≥100 contractsDepth 96.5 contracts (bid:49.9 ask:46.6) — thin
Execution Quality
<1.0%Avg slippage 4.52% — poor
Timing
Is now a good time?
6.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +2.7% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 58% — neutral
Event Detection
≥10pts kinkIV kink -1.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 46.54 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: Earnings in 19d (low risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -2% @ 51% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.6
bullishIV fair, bullish flow
Long Puts4.7
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.3
bullishIV fair, bullish flow
Covered Call4.3
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.