SNSharkNinja, Inc.
Options Analysis Report•HOUSEHOLD APPLIANCES
Market Cap $15.1B|NYSE
● 2026-05-15$106.70
BULLISH
Analysis: 2026-05-14 EOD data
1Y +6.0%YTD -6.3%7D -4.5%
Options Vol
2,610
30D
Implied Move
±8.6%
IV Rank
42%
SN Options Overview
bullish flow with unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 64.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.36x — IV premium over HV
Sector Relative≤50%
Sector percentile 58% — above sector median
Term Structure
<1.1xFront/Back 0.93x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 52.1% — normal range
Spread-Adjusted Value
<80%Effective IV 77.9% (ATM 52.1% + spread 12.9% + bias) — fair
Execution Efficiency
<3.0%Total drag 17.76% (spread 12.89% + slippage 4.87%) — high friction
Vega Efficiency
≥5.0Vega efficiency 24.47 (vega 31.547 / spread 12.89%) — efficient
Sentiment
Bullish or bearish?
7.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +21%, Raw: +23%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +21% (bullish) — Raw: +23%
OI Skew Magnitude
≥15%|OI skew| 34.6% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +84.6%, OI skew +34.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 10%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -80%, ATM: +93%, OTM: +18% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 11% — very bullish vs sector
Activity
Unusual activity?
7.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 3.1x avg — hot
Turnover Rate
≥15%Vol/OI 17.0% — high 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 +20.6% (5d) — building
Sector Relative≥60%
Sector activity percentile 93% — very active vs sector
Trade Quality
≥30%Large trade volume 28% — mixed
Execution Urgency
≥60%Aggressive execution 46% — patient
Flow Conviction
≥30Conviction +21 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 12.9% — wide
Adequate OI
≥10,000OI 15,358 — adequate
Active Volume
≥500Volume 2,610/day — adequate
Reasonable Cost
≤$0.50$0.64 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 77% — wider than sector
Order Book Depth
≥100 contractsDepth 72.69999999999999 contracts (bid:36.3 ask:36.4) — thin
Execution Quality
<1.0%Avg slippage 4.87% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -6.7% — contango
IV Percentile Clarity
<30 or >70IV percentile 64% — neutral
Event Detection
≥10pts kinkIV kink -1.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 778.95 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +21% @ 61% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 58 (ITM 20% + inst 28%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.7
bullishIV fair, bullish flow
Long Puts4.1
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.7
bullishIV fair, bullish flow
Covered Call4.3
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.