FFord Motor Company
Options Analysis Report•MOTOR VEHICLES & PASSENGER CAR BODIES
Market Cap $59.1B|NYSE
● 2026-06-12$14.84
BULLISH
Analysis: 2026-06-11 EOD data
1Y +39.7%YTD +11.2%7D -0.4%
Options Vol
163,912
30D
Implied Move
±12.0%
IV Rank
67%
F Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.6
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 73.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.66x — IV ≤ HV
Sector Relative≤50%
Sector percentile 72% — above sector median
Term Structure
<1.1xFront/Back 1.04x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 44.5% — normal range
Spread-Adjusted Value
<80%Effective IV 77.9% (ATM 44.5% + spread 16.7% + bias) — fair
Execution Efficiency
<3.0%Total drag 22.91% (spread 16.70% + slippage 6.21%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.70 (vega 1.174 / spread 16.70%) — spread drag
Sentiment
Bullish or bearish?
7.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Strong signal (Conviction: +30%, Raw: +27%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +30% (strong bullish) — Raw: +27%
OI Skew Magnitude
≥15%|OI skew| 14.1% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +38.6%, OI skew +14.1% — aligned
Conviction Quality
≥2/3 conditions0-DTE 32%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +44%, ATM: +10%, OTM: +31% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 20% — very bullish vs sector
Activity
Unusual activity?
4.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 6.2% — 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 +3.9% (5d) — building
Sector Relative≥60%
Sector activity percentile 72% — active vs sector
Trade Quality
≥30%Large trade volume 41% — institutional presence
Execution Urgency
≥60%Aggressive execution 58% — patient
Flow Conviction
≥30Conviction +30 (bullish) — moderate
Liquidity
Can I trade efficiently?
4.4
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 16.7% — wide
Adequate OI
≥10,000OI 2,623,583 — deep
Active Volume
≥500Volume 163,912/day — active
Reasonable Cost
≤$0.50$0.83 to cross — expensive
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 74% — wider than sector
Order Book Depth
≥100 contractsDepth 1,053.4 contracts (bid:578.9 ask:474.5) — deep
Execution Quality
<1.0%Avg slippage 6.21% — poor
Timing
Is now a good time?
7.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +3.9% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 73% — seller opportunity
Event Detection
≥10pts kinkIV kink 0.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 67.84 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +30% @ 65% consistency — moderate (bullish)
Smart Money Timing
≥40 composite scoreScore 71 (ITM 20% + inst 41%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls6.0
bullishIV fair, bullish flow
Long Puts4.2
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put6.0
bullishIV fair, bullish flow
Covered Call4.5
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.