VMCVulcan Materials Company(Holding Company)
Options Analysis Report•MINING & QUARRYING OF NONMETALLIC MINERALS (NO FUELS)
Market Cap $38.1B|NYSE
● 2026-04-17$291.71
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +24.6%YTD -0.3%7D -1.3%
Options Vol
93
30D
Implied Move
±9.6%
IV Rank
37%
VMC Options Overview
Mixed signals. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
7.0
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 35.2% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.14x — IV premium over HV
Sector Relative≤50%
Sector percentile 30% — below sector median
Term Structure
<1.1xFront/Back 1.11x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 32.2% — normal range
Spread-Adjusted Value
<80%Effective IV 71.2% (ATM 32.2% + spread 19.5% + bias) — fair
Execution Efficiency
<3.0%Total drag 22.98% (spread 19.49% + slippage 3.49%) — high friction
Vega Efficiency
≥5.0Vega efficiency 34.41 (vega 67.056 / spread 19.49%) — efficient
Sentiment
Bullish or bearish?
4.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: +4%, Raw: +7%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +4% (neutral) — Raw: +7%
OI Skew Magnitude
≥15%|OI skew| 6.1% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -24.7%, OI skew +6.1% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 46%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -60%, ATM: +30%, OTM: -25% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 80% — very bearish vs sector
Activity
Unusual activity?
1.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.1x 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 +0.4% (5d) — stable
Sector Relative≥60%
Sector activity percentile 10% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 20% — patient
Flow Conviction
≥30Conviction +4 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks1/8 checks passed
Tradeable Spread
≤5.0%Spread 19.5% — wide
Adequate OI
≥10,000OI 8,262 — thin
Active Volume
≥500Volume 93/day — thin
Reasonable Cost
≤$0.50$0.97 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 30% — tighter than sector
Order Book Depth
≥100 contractsDepth 28.9 contracts (bid:14.3 ask:14.6) — thin
Execution Quality
<1.0%Avg slippage 3.49% — poor
Timing
Is now a good time?
6.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +11.3% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 35% — neutral
Event Detection
≥10pts kinkIV kink 3.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 740.13 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: Earnings in 12d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +4% @ 51% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.4
bullishIV cheap, mixed flow
Long Puts5.9
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.0
bullishIV too cheap, mixed flow
Covered Call4.5
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.