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FFord Motor Company

Options Analysis Report•MOTOR VEHICLES & PASSENGER CAR BODIES
Market Cap $55.3B|NYSE
● 2026-09-15$13.86
NEUTRAL
Analysis: 2026-09-14 EOD data
1Y +18.7%YTD +3.9%7D -1.0%
54,447
30D
±9.4%
15%

F Options Overview

Mixed signals. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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F Gamma Walls

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Value

Is IV priced right?

6.6
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 58.2% — elevated vs history

<1.05x

IV/HV 0.91x — IV ≤ HV

Sector Relative≤50%

Sector percentile 41% — below sector median

<1.1x

Front/Back 1.02x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 35.0% — normal range

<80%

Effective IV 51.3% (ATM 35.0% + spread 8.1% + bias) — good value

<3.0%

Total drag 14.33% (spread 8.13% + slippage 6.20%) — high friction

≥5.0

Vega efficiency 3.46 (vega 2.811 / spread 8.13%) — spread drag

Sentiment

Bullish or bearish?

6.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +4%, Raw: +3%)
|net sentiment| ≥25%

Conviction-weighted: +4% (neutral) — Raw: +3%

≥15%

|OI skew| 2.7% — balanced

Same sign, |vol skew| ≥10%

Vol skew +33.5%, OI skew +2.7% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -25%, ATM: -8%, OTM: +14% — bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 26% — very bullish vs sector

Activity

Unusual activity?

3.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 2.9% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +2.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 40% — below sector avg

≥30%

Large trade volume 32% — institutional presence

≥60%

Aggressive execution 69% — urgent

≥30

Conviction +4 (bullish) — mixed

Liquidity

Can I trade efficiently?

6.0
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed
≤5.0%

Spread 8.1% — wide

≥10,000

OI 1,865,246 — deep

≥500

Volume 54,447/day — active

≤$0.50

$0.41 to cross — cheap

≥5 strikes

3 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 42% — neutral vs sector

≥100 contracts

Depth 840.4 contracts (bid:466.4 ask:374.0) — deep

<1.0%

Avg slippage 6.20% — poor

Timing

Is now a good time?

6.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope +2.5% — flat/unclear

<30 or >70

IV percentile 58% — neutral

≥10pts kink

IV kink 1.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 493.14 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

HIGH RISK: FOMC in 1d (HIGH)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +4% @ 52% consistency — unclear

≥40 composite score

Score 62 (ITM 20% + inst 32%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls6.3
bullishIV cheap, bullish flow
Long Puts5.4
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.3
bullishIV too cheap, bullish flow
Covered Call4.4
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 14, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on F

F gamma wallsF option chainF max painF expected moveF IV rankF put/call ratioF options flow