TSCOTractor Supply Co
Options Analysis Report•RETAIL-BUILDING MATERIALS, HARDWARE, GARDEN SUPPLY
Market Cap $23.7B|NASDAQ
● 2026-04-17$45.01
BEARISH
Analysis: 2026-04-16 EOD data
1Y -9.2%YTD -11.4%7D -0.0%
Options Vol
9,395
30D
Implied Move
±12.2%
IV Rank
40%
TSCO Options Overview
bearish flow with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.9
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 67.7% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.45x — IV premium over HV
Sector Relative≤50%
Sector percentile 57% — above sector median
Term Structure
<1.1xFront/Back 1.55x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 40.8% — normal range
Spread-Adjusted Value
<80%Effective IV 53.9% (ATM 40.8% + spread 6.6% + bias) — good value
Execution Efficiency
<3.0%Total drag 8.86% (spread 6.56% + slippage 2.30%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.92 (vega 2.570 / spread 6.56%) — spread drag
Sentiment
Bullish or bearish?
4.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Weak signal (Conviction: +10%, Raw: +11%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +10% (bullish) — Raw: +11%
OI Skew Magnitude
≥15%|OI skew| 7.0% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -84.0%, OI skew +7.0% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 5%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -19%, ATM: +7%, OTM: +39% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 98% — very bearish vs sector
Activity
Unusual activity?
6.2
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 19.2% — 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 +14.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 94% — very active vs sector
Trade Quality
≥30%Large trade volume 8% — mostly retail
Execution Urgency
≥60%Aggressive execution 30% — patient
Flow Conviction
≥30Conviction +10 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 6.6% — wide
Adequate OI
≥10,000OI 49,002 — adequate
Active Volume
≥500Volume 9,395/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 58% — neutral vs sector
Order Book Depth
≥100 contractsDepth 300.8 contracts (bid:129.8 ask:171.0) — adequate
Execution Quality
<1.0%Avg slippage 2.30% — poor
Timing
Is now a good time?
6.3
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +55.1% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 68% — neutral
Event Detection
≥10pts kinkIV kink 14.9pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 28.24 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: Earnings in 4d (elevated risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +10% @ 55% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 38 (ITM 20% + inst 8%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.6
bullishIV expensive, mixed flow
Long Puts4.9
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put5.4
bullishIV rich premium, mixed flow
Covered Call5.8
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.