LNGCheniere Energy Inc
Options Analysis Report•NATURAL GAS DISTRIBUTION
Market Cap $49.6B|NYSE
● 2026-06-09$236.61
NEUTRAL
Analysis: 2026-06-08 EOD data
1Y +3.4%YTD +19.6%7D +0.3%
Options Vol
4,822
30D
Implied Move
±9.4%
IV Rank
25%
LNG Options Overview
unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
7.3
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 39.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.28x — IV premium over HV
Sector Relative≤50%
Sector percentile 22% — below sector median
Term Structure
<1.1xFront/Back 1.01x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 33.7% — normal range
Spread-Adjusted Value
<80%Effective IV 47.5% (ATM 33.7% + spread 6.9% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 12.34% (spread 6.88% + slippage 5.46%) — high friction
Vega Efficiency
≥5.0Vega efficiency 91.51 (vega 62.960 / spread 6.88%) — efficient
Sentiment
Bullish or bearish?
4.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -46%, Raw: -39%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -46% (strong bearish) — Raw: -39%
OI Skew Magnitude
≥15%|OI skew| 30.4% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +65.8%, OI skew +30.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -10%, ATM: -59%, OTM: -38% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 35% — 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 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 4.5% — 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 +1.4% (5d) — stable
Sector Relative≥60%
Sector activity percentile 87% — very active vs sector
Trade Quality
≥30%Large trade volume 37% — institutional presence
Execution Urgency
≥60%Aggressive execution 58% — patient
Flow Conviction
≥30Conviction -46 (bearish) — moderate
Liquidity
Can I trade efficiently?
4.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 6.9% — wide
Adequate OI
≥10,000OI 106,017 — deep
Active Volume
≥500Volume 4,822/day — adequate
Reasonable Cost
≤$0.50$0.34 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 52% — neutral vs sector
Order Book Depth
≥100 contractsDepth 59.0 contracts (bid:32.4 ask:26.6) — thin
Execution Quality
<1.0%Avg slippage 5.46% — poor
Timing
Is now a good time?
6.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +1.4% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 40% — neutral
Event Detection
≥10pts kinkIV kink 1.7pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 815.55 — favors income trades
Expiration Distribution
≥3 expirations4 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: No earnings detected; CPI in 1d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -46% @ 73% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 67 (ITM 20% + inst 37%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.9
bullishIV cheap, mixed flow
Long Puts6.0
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.4
bullishIV too cheap, mixed flow
Covered Call4.5
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.