PNRPentair plc
Options Analysis Report•SPECIAL INDUSTRY MACHINERY (NO METALWORKING MACHINERY)
Market Cap $14.7B|NYSE
● 2026-04-17$91.08
VERY BEARISH
Analysis: 2026-04-16 EOD data
1Y +15.3%YTD -13.6%7D +1.0%
Options Vol
50
30D
Implied Move
±10.4%
IV Rank
19%
PNR Options Overview
bearish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
4.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 66.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.45x — IV premium over HV
Sector Relative≤50%
Sector percentile 71% — above sector median
Term Structure
<1.1xFront/Back 1.07x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 40.2% — normal range
Spread-Adjusted Value
<80%Effective IV 92.5% (ATM 40.2% + spread 26.2% + bias) — expensive
Execution Efficiency
<3.0%Total drag 32.34% (spread 26.16% + slippage 6.18%) — high friction
Vega Efficiency
≥5.0Vega efficiency 6.79 (vega 17.750 / spread 26.16%) — acceptable
Sentiment
Bullish or bearish?
0.4
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -88%, Raw: -90%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -88% (strong bearish) — Raw: -90%
OI Skew Magnitude
≥15%|OI skew| 23.2% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -48.0%, OI skew -23.2% — aligned
Conviction Quality
≥2/3 conditions0-DTE 6%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +0%, ATM: -50%, OTM: -94% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 88% — very bearish vs sector
Activity
Unusual activity?
2.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.1x avg — normal
Turnover Rate
≥15%Vol/OI 0.3% — 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 +0.4% (5d) — stable
Sector Relative≥60%
Sector activity percentile 1% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 11% — patient
Flow Conviction
≥30Conviction -88 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
2.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks1/8 checks passed
Tradeable Spread
≤5.0%Spread 26.2% — wide
Adequate OI
≥10,000OI 17,768 — adequate
Active Volume
≥500Volume 50/day — thin
Reasonable Cost
≤$0.50$1.31 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 72% — wider than sector
Order Book Depth
≥100 contractsDepth 92.3 contracts (bid:51.4 ask:40.9) — thin
Execution Quality
<1.0%Avg slippage 6.18% — poor
Timing
Is now a good time?
7.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +7.4% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 66% — neutral
Event Detection
≥10pts kinkIV kink 2.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 507.15 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: Earnings in 11d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -88% @ 93% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls3.0
bullishIV fair, bearish flow
Long Puts6.2
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put3.5
bullishIV fair, bearish flow
Covered Call6.5
bearishIV fair, bearish flow
For educational purposes only. Not investment advice.