NTLAIntellia Therapeutics, Inc
Options Analysis Report•IN VITRO & IN VIVO DIAGNOSTIC SUBSTANCES
Market Cap $1.7B|NASDAQ
● 2026-06-12$12.11
BULLISH
Analysis: 2026-06-11 EOD data
1Y +45.7%YTD +31.5%7D -10.6%
Options Vol
3,295
30D
Implied Move
±8.6%
IV Rank
18%
NTLA Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.8
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks1/9 checks passed
IV Rank
≤35%IV Rank 91.4% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.10x — IV premium over HV
Sector Relative≤50%
Sector percentile 82% — above sector median
Term Structure
<1.1xFront/Back 1.17x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 94.0% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 148.0% (ATM 94.0% + spread 27.0% + bias) — expensive
Execution Efficiency
<3.0%Total drag 35.50% (spread 26.98% + slippage 8.52%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.82 (vega 4.897 / spread 26.98%) — spread drag
Sentiment
Bullish or bearish?
6.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Strong signal (Conviction: -1%, Raw: -2%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -1% (neutral) — Raw: -2%
OI Skew Magnitude
≥15%|OI skew| 54.9% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +81.6%, OI skew +54.9% — 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: -87%, ATM: -15%, OTM: +2% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 24% — very bullish vs sector
Activity
Unusual activity?
3.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 3.2% — 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 +0.7% (5d) — stable
Sector Relative≥60%
Sector activity percentile 74% — active vs sector
Trade Quality
≥30%Large trade volume 9% — mostly retail
Execution Urgency
≥60%Aggressive execution 59% — patient
Flow Conviction
≥30Conviction -1 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 27.0% — wide
Adequate OI
≥10,000OI 104,330 — deep
Active Volume
≥500Volume 3,295/day — adequate
Reasonable Cost
≤$0.50$1.35 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 93% — much wider than sector
Order Book Depth
≥100 contractsDepth 279.4 contracts (bid:159.5 ask:119.9) — adequate
Execution Quality
<1.0%Avg slippage 8.52% — poor
Timing
Is now a good time?
7.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +17.4% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 91% — seller opportunity
Event Detection
≥10pts kinkIV kink 16.3pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1064.67 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: No earnings detected; FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -1% @ 50% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 39 (ITM 20% + inst 9%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.1
bullishIV expensive, bullish flow
Long Puts4.1
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put5.9
bullishIV rich premium, bullish flow
Covered Call4.8
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.