YPFYPF Sociedad Anonima
Options Analysis Report
Market Cap $15.9B|NYSE
● 2026-04-17$40.59
BULLISH
Analysis: 2026-04-16 EOD data
1Y +27.6%YTD +11.8%7D -5.5%
Options Vol
1,659
30D
Implied Move
±14.2%
IV Rank
19%
YPF Options Overview
bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
3.8
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 65.2% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.40x — IV premium over HV
Sector Relative≤50%
Sector percentile 62% — above sector median
Term Structure
<1.1xFront/Back 1.00x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 53.5% — normal range
Spread-Adjusted Value
<80%Effective IV 111.7% (ATM 53.5% + spread 29.1% + bias) — expensive
Execution Efficiency
<3.0%Total drag 40.86% (spread 29.08% + slippage 11.78%) — high friction
Vega Efficiency
≥5.0Vega efficiency 2.37 (vega 6.893 / spread 29.08%) — spread drag
Sentiment
Bullish or bearish?
6.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -1%, Raw: -8%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -1% (neutral) — Raw: -8%
OI Skew Magnitude
≥15%|OI skew| 42.1% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +47.2%, OI skew +42.1% — aligned
Conviction Quality
≥2/3 conditions0-DTE 33%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +25%, ATM: -45%, OTM: -8% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 48% — neutral vs sector
Activity
Unusual activity?
2.2
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.2x avg — normal
Turnover Rate
≥15%Vol/OI 0.8% — 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 +2.0% (5d) — stable
Sector Relative≥60%
Sector activity percentile 25% — below sector avg
Trade Quality
≥30%Large trade volume 24% — mixed
Execution Urgency
≥60%Aggressive execution 36% — patient
Flow Conviction
≥30Conviction -1 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 29.1% — wide
Adequate OI
≥10,000OI 197,592 — deep
Active Volume
≥500Volume 1,659/day — adequate
Reasonable Cost
≤$0.50$1.45 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 79% — wider than sector
Order Book Depth
≥100 contractsDepth 640.2 contracts (bid:362.6 ask:277.6) — deep
Execution Quality
<1.0%Avg slippage 11.78% — poor
Timing
Is now a good time?
6.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -0.2% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 65% — neutral
Event Detection
≥10pts kinkIV kink 1.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 246.19 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -1% @ 51% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 54 (ITM 20% + inst 24%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.0
bullishIV expensive, bullish flow
Long Puts4.0
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put5.9
bullishIV rich premium, bullish flow
Covered Call4.7
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.