RBRKRubrik, Inc.
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $12.9B|NYSE
● 2026-05-15$62.80
BULLISH
Analysis: 2026-05-14 EOD data
1Y -26.6%YTD -16.8%7D +0.7%
Options Vol
9,974
30D
Implied Move
±23.1%
IV Rank
39%
RBRK Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.1
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 83.2% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.49x — IV premium over HV
Sector Relative≤50%
Sector percentile 66% — above sector median
Term Structure
<1.1xFront/Back 0.92x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 76.1% — normal range
Spread-Adjusted Value
<80%Effective IV 108.9% (ATM 76.1% + spread 16.4% + bias) — expensive
Execution Efficiency
<3.0%Total drag 23.46% (spread 16.38% + slippage 7.08%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.05 (vega 5.000 / spread 16.38%) — spread drag
Sentiment
Bullish or bearish?
7.4
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +26%, Raw: +30%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +26% (bullish) — Raw: +30%
OI Skew Magnitude
≥15%|OI skew| 60.1% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +74.1%, OI skew +60.1% — aligned
Conviction Quality
≥2/3 conditions0-DTE 45%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +31%, ATM: +28%, OTM: +32% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 29% — very bullish vs sector
Activity
Unusual activity?
4.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.1x avg — normal
Turnover Rate
≥15%Vol/OI 8.4% — 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 +7.9% (5d) — building
Sector Relative≥60%
Sector activity percentile 73% — active vs sector
Trade Quality
≥30%Large trade volume 8% — mostly retail
Execution Urgency
≥60%Aggressive execution 46% — patient
Flow Conviction
≥30Conviction +26 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 16.4% — wide
Adequate OI
≥10,000OI 118,556 — deep
Active Volume
≥500Volume 9,974/day — active
Reasonable Cost
≤$0.50$0.82 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 81% — much wider than sector
Order Book Depth
≥100 contractsDepth 225.5 contracts (bid:143.7 ask:81.8) — adequate
Execution Quality
<1.0%Avg slippage 7.08% — poor
Timing
Is now a good time?
7.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -7.8% — contango
IV Percentile Clarity
<30 or >70IV percentile 83% — seller opportunity
Event Detection
≥10pts kinkIV kink -9.5pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 46.82 — favors income trades
Expiration Distribution
≥3 expirations5 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 +26% @ 63% consistency — moderate (bullish)
Smart Money Timing
≥40 composite scoreScore 38 (ITM 20% + inst 8%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.3
bullishIV expensive, bullish flow
Long Puts3.6
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.6
bullishIV rich premium, bullish flow
Covered Call4.8
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.