RCATRed Cat Holdings, Inc. Common Stock
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $1.2B|NASDAQ
● 2026-05-15$9.74
BULLISH
Analysis: 2026-05-14 EOD data
1Y +50.1%YTD +6.3%7D -6.1%
Options Vol
21,339
30D
Implied Move
±25.6%
IV Rank
17%
RCAT Options Overview
bullish flow. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.8
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 1.04x — flat
Skew Normal
<1.25xPut/Call IV 1.00x — normal
Absolute IV
<80%ATM IV 0.0% — normal range
Spread-Adjusted Value
<80%Effective IV 31.5% (ATM 0.0% + spread 15.8% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 24.28% (spread 15.76% + slippage 8.52%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 15.76%) — spread drag
Sentiment
Bullish or bearish?
6.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Strong signal (Conviction: -10%, Raw: -7%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -10% (neutral) — Raw: -7%
OI Skew Magnitude
≥15%|OI skew| 35.8% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +46.3%, OI skew +35.8% — 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: -4%, ATM: -50%, OTM: +2% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 51% — neutral vs sector
Activity
Unusual activity?
4.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 8.8% — 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 +20.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 74% — active vs sector
Trade Quality
≥30%Large trade volume 32% — institutional presence
Execution Urgency
≥60%Aggressive execution 44% — patient
Flow Conviction
≥30Conviction -10 (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 15.8% — wide
Adequate OI
≥10,000OI 243,867 — deep
Active Volume
≥500Volume 21,339/day — active
Reasonable Cost
≤$0.50$0.79 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 1,256.4 contracts (bid:676.2 ask:580.2) — deep
Execution Quality
<1.0%Avg slippage 8.52% — poor
Timing
Is now a good time?
6.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +4.0% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 50% — neutral
Event Detection
≥10pts kinkIV kink 8.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
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 -10% @ 55% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 62 (ITM 20% + inst 32%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls6.2
bullishIV cheap, bullish flow
Long Puts5.4
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.0
bullishIV too cheap, bullish flow
Covered Call4.1
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.