MBLYMobileye Global Inc. Class A Common Stock
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $8.2B|NASDAQ
● 2026-06-09$9.69
BULLISH
Analysis: 2026-06-08 EOD data
1Y -40.0%YTD -13.7%7D -10.2%
Options Vol
11,239
30D
Implied Move
±20.8%
IV Rank
46%
MBLY Options Overview
IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
3.3
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 85.8% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.01x — IV ≤ HV
Sector Relative≤50%
Sector percentile 92% — above sector median
Term Structure
<1.1xFront/Back 1.15x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 74.6% — normal range
Spread-Adjusted Value
<80%Effective IV 125.7% (ATM 74.6% + spread 25.5% + bias) — expensive
Execution Efficiency
<3.0%Total drag 32.26% (spread 25.54% + slippage 6.72%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.38 (vega 0.969 / spread 25.54%) — spread drag
Sentiment
Bullish or bearish?
5.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -38%, Raw: -31%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -38% (strong bearish) — Raw: -31%
OI Skew Magnitude
≥15%|OI skew| 45.9% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +77.2%, OI skew +45.9% — 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: -74%, ATM: +10%, OTM: -22% — strong bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 16% — very bullish vs sector
Activity
Unusual activity?
3.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.6x avg — normal
Turnover Rate
≥15%Vol/OI 3.4% — 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 -3.7% (5d) — unwinding
Sector Relative≥60%
Sector activity percentile 69% — active vs sector
Trade Quality
≥30%Large trade volume 22% — mixed
Execution Urgency
≥60%Aggressive execution 18% — patient
Flow Conviction
≥30Conviction -38 (bearish) — moderate
Liquidity
Can I trade efficiently?
3.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 25.5% — wide
Adequate OI
≥10,000OI 328,091 — deep
Active Volume
≥500Volume 11,239/day — active
Reasonable Cost
≤$0.50$1.28 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 96% — much wider than sector
Order Book Depth
≥100 contractsDepth 634.3 contracts (bid:460.1 ask:174.2) — deep
Execution Quality
<1.0%Avg slippage 6.72% — poor
Timing
Is now a good time?
7.3
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks8/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +14.6% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 86% — seller opportunity
Event Detection
≥10pts kinkIV kink 11.1pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 61.75 — favors income trades
Expiration Distribution
≥3 expirations3 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 -38% @ 69% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 52 (ITM 20% + inst 22%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls4.6
bullishIV expensive, mixed flow
Long Puts4.5
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put5.9
bullishIV rich premium, mixed flow
Covered Call5.5
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.