PGProcter & Gamble Company
Options Analysis Report•SOAP, DETERGENTS, CLEANG PREPARATIONS, PERFUMES, COSMETICS
Market Cap $341.5B|NYSE
● 2026-04-17$146.93
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y -11.4%YTD +3.6%7D +1.2%
Options Vol
18,432
30D
Implied Move
±7.8%
IV Rank
66%
PG Options Overview
IV is low. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.7
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 9.3% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.68x — IV premium over HV
Sector Relative≤50%
Sector percentile 9% — below sector median
Term Structure
<1.1xFront/Back 1.42x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 25.8% — normal range
Spread-Adjusted Value
<80%Effective IV 43.7% (ATM 25.8% + spread 8.9% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 15.86% (spread 8.94% + slippage 6.92%) — high friction
Vega Efficiency
≥5.0Vega efficiency 51.81 (vega 46.314 / spread 8.94%) — efficient
Sentiment
Bullish or bearish?
7.1
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +22%, Raw: +9%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +22% (bullish) — Raw: +9%
OI Skew Magnitude
≥15%|OI skew| 12.8% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +26.4%, OI skew +12.8% — aligned
Conviction Quality
≥2/3 conditions0-DTE 23%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -23%, ATM: -19%, OTM: +20% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 49% — neutral vs sector
Activity
Unusual activity?
4.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 5.1% — 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 +10.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 60% — active vs sector
Trade Quality
≥30%Large trade volume 23% — mixed
Execution Urgency
≥60%Aggressive execution 42% — patient
Flow Conviction
≥30Conviction +22 (bullish) — mixed
Liquidity
Can I trade efficiently?
5.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 8.9% — wide
Adequate OI
≥10,000OI 362,490 — deep
Active Volume
≥500Volume 18,432/day — active
Reasonable Cost
≤$0.50$0.45 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 14% — much tighter than sector
Order Book Depth
≥100 contractsDepth 196.60000000000002 contracts (bid:87.9 ask:108.7) — adequate
Execution Quality
<1.0%Avg slippage 6.92% — poor
Timing
Is now a good time?
7.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +42.5% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 9% — buyer opportunity
Event Detection
≥10pts kinkIV kink 8.3pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1859.99 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: Earnings in 7d (elevated risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +22% @ 61% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 53 (ITM 20% + inst 23%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls6.4
bullishIV fair, bullish flow
Long Puts4.9
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.9
bullishIV fair, bullish flow
Covered Call4.4
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.