STMSTMicroelectronics N.V.
Options Analysis Report
Market Cap $44.0B|NYSE
● 2026-08-25$49.35
NEUTRAL
Analysis: 2026-08-24 EOD data
1Y +80.7%YTD +80.3%7D -5.6%
Options Vol
7,155
30D
Implied Move
±15.2%
IV Rank
8%
STM Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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STM Gamma Walls
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Value
Is IV priced right?
6.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks7/9 checks passed
IV Rank
≤35%IV Rank 77.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.92x — IV ≤ HV
Sector Relative≤50%
Sector percentile 46% — below sector median
Term Structure
<1.1xFront/Back 1.06x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 55.5% — normal range
Spread-Adjusted Value
<80%Effective IV 68.6% (ATM 55.5% + spread 6.5% + bias) — fair
Execution Efficiency
<3.0%Total drag 9.97% (spread 6.53% + slippage 3.44%) — high friction
Vega Efficiency
≥5.0Vega efficiency 8.84 (vega 5.770 / spread 6.53%) — efficient
Sentiment
Bullish or bearish?
5.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Moderate signal (Conviction: -29%, Raw: -27%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -29% (bearish) — Raw: -27%
OI Skew Magnitude
≥15%|OI skew| 12.6% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +36.9%, OI skew +12.6% — aligned
Conviction Quality
≥2/3 conditions0-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: +11%, ATM: -7%, OTM: -36% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 51% — neutral vs sector
Activity
Unusual activity?
2.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/8 checks passed
Volume Surge
≥1.5xVolume 0.4x avg — normal
Turnover Rate
≥15%Vol/OI 2.1% — normal turnover
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change -17.2% (5d) — unwinding
Sector Relative≥60%
Sector activity percentile 33% — below sector avg
Trade Quality
≥30%Large trade volume 10% — mostly retail
Execution Urgency
≥60%Aggressive execution 46% — patient
Flow Conviction
≥30Conviction -29 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 6.5% — wide
Adequate OI
≥10,000OI 339,424 — deep
Active Volume
≥500Volume 7,155/day — active
Reasonable Cost
≤$0.50$0.33 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 69% — wider than sector
Order Book Depth
≥100 contractsDepth 308.70000000000005 contracts (bid:145.4 ask:163.3) — adequate
Execution Quality
<1.0%Avg slippage 3.44% — poor
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks8/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +5.5% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 78% — seller opportunity
Event Detection
≥10pts kinkIV kink 4.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 111.82 — favors income trades
Expiration Distribution
≥3 expirations5 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 -29% @ 65% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 40 (ITM 20% + inst 10%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls6.2
bullishIV cheap, mixed flow
Long Puts5.9
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put5.0
bullishIV too cheap, mixed flow
Covered Call4.6
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.