STNGScorpio Tankers Inc.
Options Analysis Report
Market Cap $3.8B|NYSE
● 2026-06-09$76.21
NEUTRAL
Analysis: 2026-06-08 EOD data
1Y +92.0%YTD +53.4%7D +1.6%
Options Vol
277
30D
Implied Move
±12.6%
IV Rank
20%
STNG Options Overview
bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.6
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 59.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.72x — IV premium over HV
Sector Relative≤50%
Sector percentile 48% — below sector median
Term Structure
<1.1xFront/Back 0.98x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 44.3% — normal range
Spread-Adjusted Value
<80%Effective IV 81.1% (ATM 44.3% + spread 18.4% + bias) — expensive
Execution Efficiency
<3.0%Total drag 21.68% (spread 18.40% + slippage 3.28%) — high friction
Vega Efficiency
≥5.0Vega efficiency 9.58 (vega 17.625 / spread 18.40%) — efficient
Sentiment
Bullish or bearish?
5.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Moderate signal (Conviction: -24%, Raw: -18%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -24% (bearish) — Raw: -18%
OI Skew Magnitude
≥15%|OI skew| 8.0% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +58.1%, OI skew +8.0% — 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: -50%, ATM: +60%, OTM: -22% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 39% — bullish vs sector
Activity
Unusual activity?
2.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.4x avg — normal
Turnover Rate
≥15%Vol/OI 1.1% — 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 +4.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 40% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 28% — patient
Flow Conviction
≥30Conviction -24 (bearish) — mixed
Liquidity
Can I trade efficiently?
2.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 18.4% — wide
Adequate OI
≥10,000OI 25,652 — adequate
Active Volume
≥500Volume 277/day — thin
Reasonable Cost
≤$0.50$0.92 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 68% — wider than sector
Order Book Depth
≥100 contractsDepth 123.2 contracts (bid:72.5 ask:50.7) — adequate
Execution Quality
<1.0%Avg slippage 3.28% — poor
Timing
Is now a good time?
5.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks3/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -2.0% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 60% — neutral
Event Detection
≥10pts kinkIV kink 0.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 550.79 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: No earnings detected; CPI in 1d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -24% @ 62% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.2
bullishIV fair, mixed flow
Long Puts4.8
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.7
bullishIV fair, mixed flow
Covered Call4.3
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.