UPSUnited Parcel Service, Inc. Class B
Options Analysis Report•TRUCKING & COURIER SERVICES (NO AIR)
Market Cap $90.4B|NYSE
● 2026-04-17$106.44
BULLISH
Analysis: 2026-04-16 EOD data
1Y +10.6%YTD +5.4%7D +4.7%
Options Vol
52,591
30D
Implied Move
±13.0%
IV Rank
47%
UPS Options Overview
bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.8
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 51.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.64x — IV premium over HV
Sector Relative≤50%
Sector percentile 56% — above sector median
Term Structure
<1.1xFront/Back 0.92x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 36.6% — normal range
Spread-Adjusted Value
<80%Effective IV 56.4% (ATM 36.6% + spread 9.9% + bias) — good value
Execution Efficiency
<3.0%Total drag 13.91% (spread 9.92% + slippage 3.99%) — high friction
Vega Efficiency
≥5.0Vega efficiency 5.78 (vega 5.732 / spread 9.92%) — acceptable
Sentiment
Bullish or bearish?
6.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Strong signal (Conviction: -9%, Raw: -8%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -9% (neutral) — Raw: -8%
OI Skew Magnitude
≥15%|OI skew| 16.0% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +81.4%, OI skew +16.0% — aligned
Conviction Quality
≥2/3 conditions0-DTE 51%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +38%, ATM: -10%, OTM: -7% — bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 5% — very bullish vs sector
Activity
Unusual activity?
6.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 2.4x avg — hot
Turnover Rate
≥15%Vol/OI 11.9% — 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 +5.0% (5d) — building
Sector Relative≥60%
Sector activity percentile 91% — very active vs sector
Trade Quality
≥30%Large trade volume 19% — mixed
Execution Urgency
≥60%Aggressive execution 51% — patient
Flow Conviction
≥30Conviction -9 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 9.9% — wide
Adequate OI
≥10,000OI 443,244 — deep
Active Volume
≥500Volume 52,591/day — active
Reasonable Cost
≤$0.50$0.50 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 57% — neutral vs sector
Order Book Depth
≥100 contractsDepth 200.2 contracts (bid:91.7 ask:108.5) — adequate
Execution Quality
<1.0%Avg slippage 3.99% — poor
Timing
Is now a good time?
6.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -8.2% — contango
IV Percentile Clarity
<30 or >70IV percentile 52% — neutral
Event Detection
≥10pts kinkIV kink -7.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 54.85 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: Earnings in 11d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -9% @ 54% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 49 (ITM 20% + inst 19%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.6
bullishIV fair, bullish flow
Long Puts4.7
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.7
bullishIV fair, bullish flow
Covered Call4.8
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.