GEVGE Vernova Inc.
Options Analysis Report•ELECTRONIC & OTHER ELECTRICAL EQUIPMENT (NO COMPUTER EQUIP)
Market Cap $269.6B|NYSE
● 2026-04-17$1002.75
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +220.3%YTD +47.6%7D +1.2%
Options Vol
15,151
30D
Implied Move
±16.0%
IV Rank
51%
GEV Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
4.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 87.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.18x — IV premium over HV
Sector Relative≤50%
Sector percentile 93% — above sector median
Term Structure
<1.1xFront/Back 1.17x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 54.8% — normal range
Spread-Adjusted Value
<80%Effective IV 68.9% (ATM 54.8% + spread 7.0% + bias) — fair
Execution Efficiency
<3.0%Total drag 11.81% (spread 7.04% + slippage 4.77%) — high friction
Vega Efficiency
≥5.0Vega efficiency 348.01 (vega 245.000 / spread 7.04%) — efficient
Sentiment
Bullish or bearish?
4.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Weak signal (Conviction: -20%, Raw: -8%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -20% (bearish) — Raw: -8%
OI Skew Magnitude
≥15%|OI skew| 9.1% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -2.8%, OI skew -9.1% — weak (same direction)
Conviction Quality
≥2/3 conditions0-DTE 42%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +1%, ATM: -3%, OTM: -10% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 81% — very bearish vs sector
Activity
Unusual activity?
3.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.7x avg — normal
Turnover Rate
≥15%Vol/OI 7.3% — 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 +11.6% (5d) — building
Sector Relative≥60%
Sector activity percentile 88% — very active vs sector
Trade Quality
≥30%Large trade volume 14% — mostly retail
Execution Urgency
≥60%Aggressive execution 27% — patient
Flow Conviction
≥30Conviction -20 (bearish) — mixed
Liquidity
Can I trade efficiently?
5.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 7.0% — wide
Adequate OI
≥10,000OI 207,483 — deep
Active Volume
≥500Volume 15,151/day — active
Reasonable Cost
≤$0.50$0.35 to cross — cheap
Strike Coverage
≥5 strikes4 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 94% — much wider than sector
Order Book Depth
≥100 contractsDepth 78.2 contracts (bid:38.2 ask:40.0) — thin
Execution Quality
<1.0%Avg slippage 4.77% — poor
Timing
Is now a good time?
7.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +17.0% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 88% — seller opportunity
Event Detection
≥10pts kinkIV kink 8.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 525.64 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: Earnings in 5d (elevated risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -20% @ 60% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 44 (ITM 20% + inst 14%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls4.8
bullishIV fair, mixed flow
Long Puts5.3
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.4
bullishIV fair, mixed flow
Covered Call5.9
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.