NVMINova Ltd. Ordinary Shares
Options Analysis Report
Market Cap $16.2B|NASDAQ
● 2026-06-09$507.96
NEUTRAL
Analysis: 2026-06-08 EOD data
1Y +130.0%YTD +46.2%7D -2.9%
Options Vol
137
30D
Implied Move
±19.9%
IV Rank
45%
NVMI Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.9
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 80.8% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.79x — IV ≤ HV
Sector Relative≤50%
Sector percentile 48% — below sector median
Term Structure
<1.1xFront/Back 1.08x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 65.6% — normal range
Spread-Adjusted Value
<80%Effective IV 93.3% (ATM 65.6% + spread 13.9% + bias) — expensive
Execution Efficiency
<3.0%Total drag 21.16% (spread 13.86% + slippage 7.30%) — high friction
Vega Efficiency
≥5.0Vega efficiency 47.54 (vega 65.894 / spread 13.86%) — efficient
Sentiment
Bullish or bearish?
5.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -17%, Raw: -12%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -17% (bearish) — Raw: -12%
OI Skew Magnitude
≥15%|OI skew| 39.5% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +31.4%, OI skew +39.5% — 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: +100%, ATM: -9%, OTM: -13% — strong bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 62% — bearish vs sector
Activity
Unusual activity?
2.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.6x avg — normal
Turnover Rate
≥15%Vol/OI 2.5% — 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 +2.8% (5d) — building
Sector Relative≥60%
Sector activity percentile 46% — neutral vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 37% — patient
Flow Conviction
≥30Conviction -17 (bearish) — mixed
Liquidity
Can I trade efficiently?
2.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks0/8 checks passed
Tradeable Spread
≤5.0%Spread 13.9% — wide
Adequate OI
≥10,000OI 5,469 — thin
Active Volume
≥500Volume 137/day — thin
Reasonable Cost
≤$0.50$0.69 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 70% — wider than sector
Order Book Depth
≥100 contractsDepth 13.100000000000001 contracts (bid:7.2 ask:5.9) — thin
Execution Quality
<1.0%Avg slippage 7.30% — poor
Timing
Is now a good time?
6.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +8.5% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 81% — seller opportunity
Event Detection
≥10pts kinkIV kink 4.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 118.60 — favors income trades
Expiration Distribution
≥3 expirations4 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 -17% @ 59% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.5
bullishIV fair, mixed flow
Long Puts4.8
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.7
bullishIV fair, mixed flow
Covered Call4.1
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.