LWLamb Weston Holdings, Inc.
Options Analysis Report•CANNED, FROZEN & PRESERVD FRUIT, VEG & FOOD SPECIALTIES
Market Cap $6.2B|NYSE
● 2026-04-17$44.82
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y -13.0%YTD +6.0%7D +6.2%
Options Vol
680
30D
Implied Move
±10.2%
IV Rank
20%
LW Options Overview
Mixed signals. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.0
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 66.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.89x — IV ≤ HV
Sector Relative≤50%
Sector percentile 91% — above sector median
Term Structure
<1.1xFront/Back 0.85x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 40.5% — normal range
Spread-Adjusted Value
<80%Effective IV 76.8% (ATM 40.5% + spread 18.1% + bias) — fair
Execution Efficiency
<3.0%Total drag 24.89% (spread 18.13% + slippage 6.76%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.50 (vega 0.897 / spread 18.13%) — spread drag
Sentiment
Bullish or bearish?
6.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Weak signal (Conviction: +17%, Raw: +14%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +17% (bullish) — Raw: +14%
OI Skew Magnitude
≥15%|OI skew| 23.2% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +25.3%, OI skew -23.2% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 24%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -21%, ATM: +35%, OTM: +11% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 51% — neutral vs sector
Activity
Unusual activity?
2.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.3x avg — normal
Turnover Rate
≥15%Vol/OI 0.9% — 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 +2.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 3% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 30% — patient
Flow Conviction
≥30Conviction +17 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 18.1% — wide
Adequate OI
≥10,000OI 78,968 — deep
Active Volume
≥500Volume 680/day — adequate
Reasonable Cost
≤$0.50$0.91 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 91% — much wider than sector
Order Book Depth
≥100 contractsDepth 178.5 contracts (bid:87.0 ask:91.5) — adequate
Execution Quality
<1.0%Avg slippage 6.76% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -15.1% — contango
IV Percentile Clarity
<30 or >70IV percentile 67% — neutral
Event Detection
≥10pts kinkIV kink -1.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 3.41 — favors income trades
Expiration Distribution
≥3 expirations5 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 +17% @ 58% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.3
bullishIV fair, bullish flow
Long Puts4.6
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.3
bullishIV fair, bullish flow
Covered Call4.6
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.