Options/RBRK

RBRKRubrik, Inc.

Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE

Market Cap $18.4B|NYSE

● 2026-09-11$86.65

BULLISH

Analysis: 2026-09-10 EOD data

1Y +16.3%YTD +14.8%7D -7.5%

Options Vol

3,526

30D

Implied Move

±16.4%

IV Rank

15%

RBRK Options Overview

IV is elevated with bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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RBRK Gamma Walls

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Value

Is IV priced right?

6.6

ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 81.8% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 0.74x — IV ≤ HV

Sector Relative≤50%

Sector percentile 58% — above sector median

Term Structure

<1.1x

Front/Back 0.93x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 61.3% — normal range

Spread-Adjusted Value

<80%

Effective IV 93.9% (ATM 61.3% + spread 16.3% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 26.28% (spread 16.31% + slippage 9.97%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 7.92 (vega 12.924 / spread 16.31%) — efficient

Sentiment

Bullish or bearish?

7.6

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +31%, Raw: +28%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +31% (strong bullish) — Raw: +28%

OI Skew Magnitude

≥15%

|OI skew| 50.6% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +40.6%, OI skew +50.6% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 16%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +3%, ATM: +59%, OTM: +14% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 37% — bullish vs sector

Activity

Unusual activity?

3.9

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed

Volume Surge

≥1.5x

Volume 0.4x avg — normal

Turnover Rate

≥15%

Vol/OI 3.0% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change -3.0% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 63% — active vs sector

Trade Quality

≥30%

Large trade volume 33% — institutional presence

Execution Urgency

≥60%

Aggressive execution 38% — patient

Flow Conviction

≥30

Conviction +31 (bullish) — moderate

Liquidity

Can I trade efficiently?

3.2

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 16.3% — wide

Adequate OI

≥10,000

OI 116,181 — deep

Active Volume

≥500

Volume 3,526/day — adequate

Reasonable Cost

≤$0.50

$0.82 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 75% — wider than sector

Order Book Depth

≥100 contracts

Depth 163.1 contracts (bid:60.6 ask:102.5) — adequate

Execution Quality

<1.0%

Avg slippage 9.97% — poor

Timing

Is now a good time?

6.5

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -7.1% — contango

IV Percentile Clarity

<30 or >70

IV percentile 82% — seller opportunity

Event Detection

≥10pts kink

IV kink -0.4pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 137.05 — favors income trades

Expiration Distribution

≥3 expirations

4 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +31% @ 65% consistency — moderate (bullish)

Smart Money Timing

≥40 composite score

Score 63 (ITM 20% + inst 33%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls7.3

bullishIV cheap, bullish flow

Long Puts4.6

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put5.3

bullishIV too cheap, bullish flow

Covered Call3.5

bearishIV too cheap, 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 Sep 7, 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 RBRK

RBRK gamma walls RBRK option chain RBRK max pain RBRK expected move RBRK IV rank RBRK put/call ratio RBRK options flow