MODModine Manufacturing Co
Options Analysis Report•MOTOR VEHICLE PARTS & ACCESSORIES
Market Cap $15.4B|NYSE
● 2026-05-15$292.16
BULLISH
Analysis: 2026-05-14 EOD data
1Y +185.2%YTD +107.5%7D +7.0%
Options Vol
3,812
30D
Implied Move
±8.6%
IV Rank
66%
MOD Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
2.7
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 84.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.50x — IV premium over HV
Sector Relative≤50%
Sector percentile 93% — above sector median
Term Structure
<1.1xFront/Back 1.04x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 78.8% — normal range
Spread-Adjusted Value
<80%Effective IV 98.0% (ATM 78.8% + spread 9.6% + bias) — expensive
Execution Efficiency
<3.0%Total drag 16.02% (spread 9.59% + slippage 6.43%) — high friction
Vega Efficiency
≥5.0Vega efficiency 83.06 (vega 79.654 / spread 9.59%) — efficient
Sentiment
Bullish or bearish?
6.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -10%, Raw: -4%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -10% (neutral) — Raw: -4%
OI Skew Magnitude
≥15%|OI skew| 36.5% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +87.5%, OI skew +36.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 55%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -13%, ATM: -6%, OTM: -4% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 10% — very bullish vs sector
Activity
Unusual activity?
5.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 2.3x avg — hot
Turnover Rate
≥15%Vol/OI 12.1% — 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 +4.6% (5d) — building
Sector Relative≥60%
Sector activity percentile 89% — very active vs sector
Trade Quality
≥30%Large trade volume 3% — mostly retail
Execution Urgency
≥60%Aggressive execution 25% — patient
Flow Conviction
≥30Conviction -10 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 9.6% — wide
Adequate OI
≥10,000OI 31,501 — adequate
Active Volume
≥500Volume 3,812/day — adequate
Reasonable Cost
≤$0.50$0.48 to cross — cheap
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 96% — much wider than sector
Order Book Depth
≥100 contractsDepth 27.0 contracts (bid:18.4 ask:8.6) — thin
Execution Quality
<1.0%Avg slippage 6.43% — poor
Timing
Is now a good time?
7.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +4.1% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 85% — seller opportunity
Event Detection
≥10pts kinkIV kink 4.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 452.84 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -10% @ 55% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 33 (ITM 20% + inst 3%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.7
bullishIV expensive, bullish flow
Long Puts3.9
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.5
bullishIV rich premium, bullish flow
Covered Call5.4
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.