Options/NXPI

NXPINXP Semiconductors N.V.

Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES

Market Cap $56.4B|NASDAQ

● 2026-08-31$223.58

NEUTRAL

Analysis: 2026-08-28 EOD data

1Y -3.9%YTD +1.0%7D +0.5%

Options Vol

2,015

30D

Implied Move

±11.2%

IV Rank

29%

NXPI Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

Loading score history...

NXPI Gamma Walls

Loading gamma walls...

NXPI Hedge Radar

Neutral

Full Hedge Radar

Neither score is at an extreme today. Neither axis is a forecast — this is where NXPI sits on protection cost vs. fragility today.

Protection is priced in the fair band (4.02) — the move being priced is 1.54x this name's own median 21-trading-day move, and downside puts carry 2.7 IV points more than at-the-money, measured against this name's own rolling 21-trading-day realized moves (483 overlapping windows). Fragility reads fragile (6.55): it is trading 6% below its hedge wall on a wall graded HIGH for reliability, and its realized-vol regime is stable.

Protection cost

4.02/ 10fair

Basis: cross_sectional

Fragility

6.55/ 10fragile

Basis: per_ticker

Value

Is IV priced right?

5.0

ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 88.8% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.34x — IV premium over HV

Sector Relative≤50%

Sector percentile 59% — above sector median

Term Structure

<1.1x

Front/Back 0.86x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 44.7% — normal range

Spread-Adjusted Value

<80%

Effective IV 57.6% (ATM 44.7% + spread 6.4% + bias) — good value

Execution Efficiency

<3.0%

Total drag 9.06% (spread 6.43% + slippage 2.63%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 49.74 (vega 31.981 / spread 6.43%) — efficient

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: -27%, Raw: -35%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -27% (bearish) — Raw: -35%

OI Skew Magnitude

≥15%

|OI skew| 66.3% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +42.3%, OI skew +66.3% — aligned

Conviction Quality

≥2/3 conditions

0-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: -33%, ATM: +60%, OTM: -44% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 21% — very bullish vs sector

Activity

Unusual activity?

2.8

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed

Volume Surge

≥1.5x

Volume 0.3x avg — normal

Turnover Rate

≥15%

Vol/OI 1.2% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +1.3% (5d) — stable

Sector Relative≥60%

Sector activity percentile 12% — quiet vs sector

Trade Quality

≥30%

Large trade volume 20% — mixed

Execution Urgency

≥60%

Aggressive execution 52% — patient

Flow Conviction

≥30

Conviction -27 (bearish) — mixed

Liquidity

Can I trade efficiently?

4.5

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 6.4% — wide

Adequate OI

≥10,000

OI 172,631 — deep

Active Volume

≥500

Volume 2,015/day — adequate

Reasonable Cost

≤$0.50

$0.32 to cross — cheap

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 59% — neutral vs sector

Order Book Depth

≥100 contracts

Depth 61.900000000000006 contracts (bid:32.1 ask:29.8) — thin

Execution Quality

<1.0%

Avg slippage 2.63% — poor

Timing

Is now a good time?

8.1

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -14.1% — contango

IV Percentile Clarity

<30 or >70

IV percentile 89% — seller opportunity

Event Detection

≥10pts kink

IV kink -4.2pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 232.25 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -27% @ 63% consistency — moderate (bearish)

Smart Money Timing

≥40 composite score

Score 50 (ITM 20% + inst 20%) — moderate institutional

Directional Strategy Fit

Option Buyers

Long Calls5.6

bullishIV fair, mixed flow

Long Puts5.2

bearishIV fair, mixed flow

Premium Sellers

Cash-Secured Put5.6

bullishIV fair, mixed flow

Covered Call5.2

bearishIV fair, 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.

More on NXPI

NXPI gamma walls NXPI max pain NXPI IV rank NXPI options flow