NVMINova Ltd. Ordinary Shares
Options Analysis Report
Market Cap $18.5B|NASDAQ
● 2026-06-12$583.05
BULLISH
Analysis: 2026-06-11 EOD data
1Y +153.0%YTD +67.9%7D +14.8%
Options Vol
174
30D
Implied Move
±8.6%
IV Rank
48%
NVMI Options Overview
IV is elevated with bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks7/9 checks passed
IV Rank
≤35%IV Rank 80.4% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.78x — IV ≤ HV
Sector Relative≤50%
Sector percentile 49% — below sector median
Term Structure
<1.1xFront/Back 1.05x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 67.2% — normal range
Spread-Adjusted Value
<80%Effective IV 76.6% (ATM 67.2% + spread 4.7% + bias) — fair
Execution Efficiency
<3.0%Total drag 11.10% (spread 4.68% + slippage 6.42%) — high friction
Vega Efficiency
≥5.0Vega efficiency 146.72 (vega 68.665 / spread 4.68%) — efficient
Sentiment
Bullish or bearish?
6.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Strong signal (Conviction: +50%, Raw: +36%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +50% (strong bullish) — Raw: +36%
OI Skew Magnitude
≥15%|OI skew| 38.2% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +6.9%, OI skew +38.2% — weak (same direction)
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: +35%, ATM: +76%, OTM: +10% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 72% — very bearish vs sector
Activity
Unusual activity?
4.3
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 3.1% — 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 +4.2% (5d) — building
Sector Relative≥60%
Sector activity percentile 52% — neutral vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 52% — patient
Flow Conviction
≥30Conviction +50 (bullish) — moderate
Liquidity
Can I trade efficiently?
4.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 4.7% — acceptable
Adequate OI
≥10,000OI 5,649 — thin
Active Volume
≥500Volume 174/day — thin
Reasonable Cost
≤$0.50$0.23 to cross — cheap
Strike Coverage
≥5 strikes9 liquid strikes — good coverage
Sector Relative≤40%
Sector spread percentile 69% — wider than sector
Order Book Depth
≥100 contractsDepth 10.3 contracts (bid:4.9 ask:5.4) — thin
Execution Quality
<1.0%Avg slippage 6.42% — poor
Timing
Is now a good time?
7.3
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +4.5% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 80% — seller opportunity
Event Detection
≥10pts kinkIV kink 2.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 105.14 — favors income trades
Expiration Distribution
≥3 expirations4 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 +50% @ 75% consistency — STRONG directional (bullish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls6.4
bullishIV cheap, bullish flow
Long Puts5.2
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.1
bullishIV too cheap, bullish flow
Covered Call4.3
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.