PSKYParamount Skydance Corporation Class B Common Stock
Options Analysis Report•TELEVISION BROADCASTING STATIONS
Market Cap $13.1B|NASDAQ
● 2026-04-17$11.74
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +0.0%YTD -10.9%7D +10.5%
Options Vol
26,338
30D
Implied Move
±17.3%
IV Rank
14%
PSKY Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 95.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.42x — IV premium over HV
Sector Relative≤50%
Sector percentile 87% — above sector median
Term Structure
<1.1xFront/Back 0.99x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 65.7% — normal range
Spread-Adjusted Value
<80%Effective IV 107.3% (ATM 65.7% + spread 20.8% + bias) — expensive
Execution Efficiency
<3.0%Total drag 29.70% (spread 20.80% + slippage 8.90%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.11 (vega 0.230 / spread 20.80%) — spread drag
Sentiment
Bullish or bearish?
5.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Moderate signal (Conviction: +22%, Raw: -14%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +22% (bullish) — Raw: -14%
OI Skew Magnitude
≥15%|OI skew| 2.9% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +3.0%, OI skew +2.9% — weak (same direction)
Conviction Quality
≥2/3 conditions0-DTE 11%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +39%, ATM: +80%, OTM: -56% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 81% — very bearish vs sector
Activity
Unusual activity?
3.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 2.6% — 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 +4.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 25% — below sector avg
Trade Quality
≥30%Large trade volume 65% — heavy institutional
Execution Urgency
≥60%Aggressive execution 37% — patient
Flow Conviction
≥30Conviction +22 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 20.8% — wide
Adequate OI
≥10,000OI 1,029,903 — deep
Active Volume
≥500Volume 26,338/day — active
Reasonable Cost
≤$0.50$1.04 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 88% — much wider than sector
Order Book Depth
≥100 contractsDepth 1,015.4000000000001 contracts (bid:512.6 ask:502.8) — deep
Execution Quality
<1.0%Avg slippage 8.90% — poor
Timing
Is now a good time?
6.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -0.9% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 96% — seller opportunity
Event Detection
≥10pts kinkIV kink -2.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.67 — favors mixed
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: Earnings in 20d (low 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 95 (ITM 20% + inst 65%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.7
bullishIV expensive, mixed flow
Long Puts4.2
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put5.8
bullishIV rich premium, mixed flow
Covered Call5.4
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.