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NEUNewMarket Corporation

Options Analysis Report•INDUSTRIAL ORGANIC CHEMICALS
Market Cap $8.4B|NYSE
● 2026-08-31$914.69
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +10.4%YTD +33.0%7D -2.3%
30
30D
±7.3%
6%

NEU Options Overview

Mixed signals. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

4.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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NEU Gamma Walls

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Value

Is IV priced right?

8.0
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 42.0% — elevated vs history

<1.05x

IV/HV 1.29x — IV premium over HV

Sector Relative≤50%

Sector percentile 10% — below sector median

<1.1x

Front/Back 0.82x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 28.4% — normal range

<80%

Effective IV 55.4% (ATM 28.4% + spread 13.5% + bias) — good value

<3.0%

Total drag 22.54% (spread 13.49% + slippage 9.05%) — high friction

≥5.0

Vega efficiency 98.82 (vega 133.310 / spread 13.49%) — efficient

Sentiment

Bullish or bearish?

5.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +18%, Raw: +25%)
|net sentiment| ≥25%

Conviction-weighted: +18% (bullish) — Raw: +25%

≥15%

|OI skew| 87.9% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -53.3%, OI skew +87.9% — divergent (opposite)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +0%, OTM: +100% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 93% — very bearish vs sector

Activity

Unusual activity?

2.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 1.2% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +1.6% (5d) — stable

Sector Relative≥60%

Sector activity percentile 35% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +18 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.4
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks0/8 checks passed
≤5.0%

Spread 13.5% — wide

≥10,000

OI 2,519 — thin

≥500

Volume 30/day — thin

≤$0.50

$0.67 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 50% — neutral vs sector

≥100 contracts

Depth 7.9 contracts (bid:3.9 ask:4.0) — thin

<1.0%

Avg slippage 9.05% — poor

Timing

Is now a good time?

6.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -18.2% — contango

<30 or >70

IV percentile 42% — neutral

≥10pts kink

IV kink -4.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 329.08 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +18% @ 62% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls5.9
bullishIV cheap, mixed flow
Long Puts5.9
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put3.8
bullishIV too cheap, mixed flow
Covered Call3.8
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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