YUMYum! Brands, Inc.
Options Analysis Report•RETAIL-EATING PLACES
Market Cap $45.0B|NYSE
● 2026-04-17$162.79
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +15.9%YTD +8.2%7D +0.6%
Options Vol
981
30D
Implied Move
±7.7%
IV Rank
43%
YUM Options Overview
IV is low. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.7
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 6.2% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.36x — IV premium over HV
Sector Relative≤50%
Sector percentile 4% — below sector median
Term Structure
<1.1xFront/Back 1.14x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 24.1% — normal range
Spread-Adjusted Value
<80%Effective IV 43.5% (ATM 24.1% + spread 9.7% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 14.92% (spread 9.70% + slippage 5.22%) — high friction
Vega Efficiency
≥5.0Vega efficiency 32.73 (vega 31.745 / spread 9.70%) — efficient
Sentiment
Bullish or bearish?
4.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +9%, Raw: +19%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +9% (neutral) — Raw: +19%
OI Skew Magnitude
≥15%|OI skew| 23.6% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -64.7%, OI skew +23.6% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 55%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -79%, ATM: +87%, OTM: -71% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 94% — very bearish vs sector
Activity
Unusual activity?
5.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 2.3x avg — hot
Turnover Rate
≥15%Vol/OI 5.0% — 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 46% — neutral vs sector
Trade Quality
≥30%Large trade volume 24% — mixed
Execution Urgency
≥60%Aggressive execution 35% — patient
Flow Conviction
≥30Conviction +9 (bullish) — 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 9.7% — wide
Adequate OI
≥10,000OI 19,506 — adequate
Active Volume
≥500Volume 981/day — adequate
Reasonable Cost
≤$0.50$0.48 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 6% — much tighter than sector
Order Book Depth
≥100 contractsDepth 45.1 contracts (bid:26.5 ask:18.6) — thin
Execution Quality
<1.0%Avg slippage 5.22% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +14.0% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 6% — buyer opportunity
Event Detection
≥10pts kinkIV kink 3.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 729.78 — 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 +9% @ 54% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 54 (ITM 20% + inst 24%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.7
bullishIV cheap, mixed flow
Long Puts5.9
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.5
bullishIV too cheap, mixed flow
Covered Call4.7
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.