NNOXNANO-X IMAGING LTD Ordinary Shares
Options Analysis Report
Market Cap $198M|NASDAQ
● 2026-04-17$2.85
BULLISH
Analysis: 2026-04-16 EOD data
1Y -40.0%YTD +0.7%7D +25.6%
Options Vol
1,107
30D
Implied Move
±8.6%
IV Rank
100%
NNOX Options Overview
bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
4.7
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 50.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.00x — IV ≤ HV
Sector Relative≤50%
Sector percentile 50% — below sector median
Term Structure
<1.1xFront/Back 1.00x — flat
Skew Normal
<1.25xPut/Call IV 1.00x — normal
Absolute IV
<80%ATM IV 0.0% — normal range
Spread-Adjusted Value
<80%Effective IV 51.6% (ATM 0.0% + spread 25.8% + bias) — good value
Execution Efficiency
<3.0%Total drag 35.76% (spread 25.78% + slippage 9.98%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 25.78%) — spread drag
Sentiment
Bullish or bearish?
5.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -26%, Raw: -26%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -26% (bearish) — Raw: -26%
OI Skew Magnitude
≥15%|OI skew| 56.3% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +86.6%, OI skew +56.3% — aligned
Conviction Quality
≥2/3 conditions0-DTE 10%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -35%, ATM: +0%, OTM: +37% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 18% — very bullish vs sector
Activity
Unusual activity?
5.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 2.4x avg — hot
Turnover Rate
≥15%Vol/OI 2.3% — 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 +2.6% (5d) — building
Sector Relative≥60%
Sector activity percentile 56% — neutral vs sector
Trade Quality
≥30%Large trade volume 62% — heavy institutional
Execution Urgency
≥60%Aggressive execution 65% — urgent
Flow Conviction
≥30Conviction -26 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 25.8% — wide
Adequate OI
≥10,000OI 48,864 — adequate
Active Volume
≥500Volume 1,107/day — adequate
Reasonable Cost
≤$0.50$1.29 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 0% — much tighter than sector
Order Book Depth
≥100 contractsDepth 361.2 contracts (bid:214.1 ask:147.1) — adequate
Execution Quality
<1.0%Avg slippage 9.98% — poor
Timing
Is now a good time?
6.3
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +0.0% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 50% — neutral
Event Detection
≥10pts kinkIV kink 0.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
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 -26% @ 63% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 92 (ITM 20% + inst 62%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.1
bullishIV fair, mixed flow
Long Puts4.7
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.2
bullishIV fair, mixed flow
Covered Call4.8
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.