YPFYPF Sociedad Anonima
Options Analysis Report
Market Cap $21.9B|NYSE
● 2026-06-12$55.89
NEUTRAL
Analysis: 2026-06-11 EOD data
1Y +57.5%YTD +54.0%7D +4.5%
Options Vol
10,348
30D
Implied Move
±8.6%
IV Rank
13%
YPF Options Overview
unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.5
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 50.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.00x — IV ≤ HV
Sector Relative≤50%
Sector percentile 50% — below sector median
Term Structure
<1.1xFront/Back 1.09x — backwardation
Skew Normal
<1.25xPut/Call IV 1.00x — normal
Absolute IV
<80%ATM IV 0.0% — normal range
Spread-Adjusted Value
<80%Effective IV 28.2% (ATM 0.0% + spread 14.1% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 21.27% (spread 14.09% + slippage 7.18%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 14.09%) — spread drag
Sentiment
Bullish or bearish?
5.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -18%, Raw: -22%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -18% (bearish) — Raw: -22%
OI Skew Magnitude
≥15%|OI skew| 26.6% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +28.0%, OI skew +26.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -42%, ATM: +51%, OTM: -35% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 61% — bearish vs sector
Activity
Unusual activity?
5.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.3x avg — normal
Turnover Rate
≥15%Vol/OI 6.1% — 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 +4.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 91% — very active vs sector
Trade Quality
≥30%Large trade volume 63% — heavy institutional
Execution Urgency
≥60%Aggressive execution 41% — patient
Flow Conviction
≥30Conviction -18 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 14.1% — wide
Adequate OI
≥10,000OI 170,589 — deep
Active Volume
≥500Volume 10,348/day — active
Reasonable Cost
≤$0.50$0.70 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 0% — much tighter than sector
Order Book Depth
≥100 contractsDepth 473.8 contracts (bid:278.8 ask:195.0) — adequate
Execution Quality
<1.0%Avg slippage 7.18% — poor
Timing
Is now a good time?
6.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +8.6% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 50% — neutral
Event Detection
≥10pts kinkIV kink 4.7pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: No earnings detected; FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -18% @ 59% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 93 (ITM 20% + inst 63%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.8
bullishIV cheap, mixed flow
Long Puts5.3
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.8
bullishIV too cheap, mixed flow
Covered Call4.3
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.