GISGeneral Mills, Inc.
Options Analysis Report•GRAIN MILL PRODUCTS
Market Cap $18.9B|NYSE
● 2026-04-17$35.50
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y -38.4%YTD -22.4%7D -0.3%
Options Vol
13,513
30D
Implied Move
±8.1%
IV Rank
41%
GIS Options Overview
IV is low. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.9
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 29.7% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.30x — IV premium over HV
Sector Relative≤50%
Sector percentile 52% — above sector median
Term Structure
<1.1xFront/Back 0.90x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 31.0% — normal range
Spread-Adjusted Value
<80%Effective IV 52.3% (ATM 31.0% + spread 10.6% + bias) — good value
Execution Efficiency
<3.0%Total drag 15.14% (spread 10.63% + slippage 4.51%) — high friction
Vega Efficiency
≥5.0Vega efficiency 9.12 (vega 9.697 / spread 10.63%) — efficient
Sentiment
Bullish or bearish?
4.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Weak signal (Conviction: +15%, Raw: +7%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +15% (bullish) — Raw: +7%
OI Skew Magnitude
≥15%|OI skew| 10.7% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -47.4%, OI skew +10.7% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 53%, 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: +14%, OTM: +16% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 94% — very bearish vs sector
Activity
Unusual activity?
4.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.5x avg — normal
Turnover Rate
≥15%Vol/OI 7.7% — 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 -0.3% (5d) — stable
Sector Relative≥60%
Sector activity percentile 83% — very active vs sector
Trade Quality
≥30%Large trade volume 58% — heavy institutional
Execution Urgency
≥60%Aggressive execution 40% — patient
Flow Conviction
≥30Conviction +15 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 10.6% — wide
Adequate OI
≥10,000OI 175,109 — deep
Active Volume
≥500Volume 13,513/day — active
Reasonable Cost
≤$0.50$0.53 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 54% — neutral vs sector
Order Book Depth
≥100 contractsDepth 529.6 contracts (bid:274.5 ask:255.1) — deep
Execution Quality
<1.0%Avg slippage 4.51% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -10.5% — contango
IV Percentile Clarity
<30 or >70IV percentile 30% — buyer opportunity
Event Detection
≥10pts kinkIV kink -2.7pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1042.72 — favors income trades
Expiration Distribution
≥3 expirations3 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 +15% @ 58% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 88 (ITM 20% + inst 58%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.5
bullishIV fair, mixed flow
Long Puts5.5
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.9
bullishIV fair, mixed flow
Covered Call4.9
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.