Options/VFC

VFCV.F. Corporation

Options Analysis Report•MEN'S & BOYS' FURNISHGS, WORK CLOTHG, & ALLIED GARMENTS

Market Cap $5.4B|NYSE

● 2026-08-28$13.64

NEUTRAL

Analysis: 2026-08-27 EOD data

1Y -8.5%YTD -24.9%7D -5.1%

Options Vol

7,556

30D

Implied Move

±11.0%

IV Rank

VFC Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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VFC Gamma Walls

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VFC Hedge Radar

Neutral

Full Hedge Radar

Neither score is at an extreme today. Neither axis is a forecast — this is where VFC sits on protection cost vs. fragility today.

Protection is priced in the cheap band (2.83) — downside puts carry 4.3 IV points LESS than at-the-money, and implied vol sits in the 7th percentile of its own past year, measured against this name's own rolling 20-trading-day realized moves (484 overlapping windows). Fragility reads neutral (5.12): it is trading 10% below its hedge wall on a wall graded MEDIUM for reliability, and its realized-vol regime is contracting.

Protection cost

2.83/ 10cheap

Basis: cross_sectional

Fragility

5.12/ 10neutral

Basis: per_ticker

Value

Is IV priced right?

4.9

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed

IV Rank

≤35%

IV Rank 70.1% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.33x — IV premium over HV

Sector Relative≤50%

Sector percentile 70% — above sector median

Term Structure

<1.1x

Front/Back 0.98x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 46.9% — normal range

Spread-Adjusted Value

<80%

Effective IV 75.3% (ATM 46.9% + spread 14.2% + bias) — fair

Execution Efficiency

<3.0%

Total drag 22.25% (spread 14.22% + slippage 8.03%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 1.06 (vega 1.513 / spread 14.22%) — spread drag

Sentiment

Bullish or bearish?

3.9

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +9%, Raw: +2%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +9% (neutral) — Raw: +2%

OI Skew Magnitude

≥15%

|OI skew| 8.6% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew -36.4%, OI skew -8.6% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 13%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +44%, ATM: -4%, OTM: -0% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 85% — very bearish vs sector

Activity

Unusual activity?

2.9

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 0.9x avg — normal

Turnover Rate

≥15%

Vol/OI 1.2% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change -1.5% (5d) — stable

Sector Relative≥60%

Sector activity percentile 31% — below sector avg

Trade Quality

≥30%

Large trade volume 57% — heavy institutional

Execution Urgency

≥60%

Aggressive execution 36% — patient

Flow Conviction

≥30

Conviction +9 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.7

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 14.2% — wide

Adequate OI

≥10,000

OI 604,031 — deep

Active Volume

≥500

Volume 7,556/day — active

Reasonable Cost

≤$0.50

$0.71 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 84% — much wider than sector

Order Book Depth

≥100 contracts

Depth 396.0 contracts (bid:160.6 ask:235.4) — adequate

Execution Quality

<1.0%

Avg slippage 8.03% — poor

Timing

Is now a good time?

6.8

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -1.9% — flat/unclear

IV Percentile Clarity

<30 or >70

IV percentile 70% — seller opportunity

Event Detection

≥10pts kink

IV kink 0.8pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 135.11 — favors income trades

Expiration Distribution

≥3 expirations

5 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No earnings detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +9% @ 54% consistency — unclear

Smart Money Timing

≥40 composite score

Score 87 (ITM 20% + inst 57%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls4.6

bullishIV fair, bearish flow

Long Puts5.4

bearishIV fair, bearish flow

Premium Sellers

Cash-Secured Put4.7

bullishIV fair, bearish flow

Covered Call5.4

bearishIV fair, bearish flow

For educational purposes only. Not investment advice.