Options/MRCC

MRCC

Options Analysis Report

Market Cap: --

● 2026-04-15$5.08

BULLISH

Analysis: 2026-04-14 EOD data

1Y -32.3%YTD -22.0%7D +0.0%

Options Vol

171

30D

Implied Move

±27.6%

IV Rank

92%

MRCC Options Overview

IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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MRCC Gamma Walls

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Value

Is IV priced right?

0.6

ExpensiveCheap

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

levels.

Risk Checks1/9 checks passed

IV Rank

≤35%

IV Rank 95.7% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 2.05x — IV premium over HV

Sector Relative≤50%

Sector percentile 97% — above sector median

Term Structure

<1.1x

Front/Back 1.73x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 115.8% — crisis-level IV

Spread-Adjusted Value

<80%

Effective IV 212.6% (ATM 115.8% + spread 48.4% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 72.39% (spread 48.40% + slippage 23.99%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.17 (vega 0.827 / spread 48.40%) — spread drag

Sentiment

Bullish or bearish?

8.1

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +54%, Raw: +42%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +54% (strong bullish) — Raw: +42%

OI Skew Magnitude

≥15%

|OI skew| 3.5% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +3.5% — aligned

Conviction Quality

≥2/3 conditions

0-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: +0%, ATM: +42%, OTM: +0% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

7.8

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks6/9 checks passed

Volume Surge

≥1.5x

Volume 3.7x avg — hot

Turnover Rate

≥15%

Vol/OI 55.0% — high turnover

Strike Concentration

≥60%

Top 3 strikes = 50% — dispersed

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change -48.4% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 98% — very active vs sector

Trade Quality

≥30%

Large trade volume 71% — heavy institutional

Execution Urgency

≥60%

Aggressive execution 100% — highly urgent

Flow Conviction

≥30

Conviction +54 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.4

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks0/8 checks passed

Tradeable Spread

≤5.0%

Spread 48.4% — wide

Adequate OI

≥10,000

OI 311 — thin

Active Volume

≥500

Volume 171/day — thin

Reasonable Cost

≤$0.50

$2.42 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 98% — much wider than sector

Order Book Depth

≥100 contracts

Depth 74.7 contracts (bid:1.0 ask:73.7) — thin

Execution Quality

<1.0%

Avg slippage 23.99% — poor

Timing

Is now a good time?

8.4

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks9/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +72.7% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 96% — seller opportunity

Event Detection

≥10pts kink

IV kink 52.5pts — event priced

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 129.22 — favors income trades

Expiration Distribution

≥3 expirations

4 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 +54% @ 77% consistency — STRONG directional (bullish)

Smart Money Timing

≥40 composite score

Score 101 (ITM 20% + inst 71%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls4.6

bullishIV expensive, bullish flow

Long Puts2.5

bearishIV expensive, bullish flow

Premium Sellers

Cash-Secured Put7.9

bullishIV rich premium, bullish flow

Covered Call5.2

bearishIV rich premium, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on MRCC

MRCC gamma walls MRCC max pain MRCC IV rank MRCC options flow