AInvestOption Pilot Program
Options/RFL
RFL logo

RFLRafael Holdings, Inc. Class B Common Stock

Options Analysis Report•PHARMACEUTICAL PREPARATIONS
Market Cap $133M|NYSE
● 2026-08-31$2.56
BULLISH
Analysis: 2026-08-28 EOD data
1Y +85.5%YTD +103.2%7D +16.9%
2,898
30D
±75.3%
65%

RFL Options Overview

bullish flow with unusual activity. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
Loading score history...

RFL Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

4.9
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 50.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 1.67x — backwardation

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 82.8% (ATM 0.0% + spread 41.4% + bias) — expensive

<3.0%

Total drag 54.89% (spread 41.41% + slippage 13.48%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 41.41%) — spread drag

Sentiment

Bullish or bearish?

6.1
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -12%, Raw: -7%)
|net sentiment| ≥25%

Conviction-weighted: -12% (bearish) — Raw: -7%

≥15%

|OI skew| 76.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +55.2%, OI skew +76.7% — aligned

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +26%, OTM: -8% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 20% — very bullish vs sector

Activity

Unusual activity?

6.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed
≥1.5x

Volume 2.9x avg — hot

≥15%

Vol/OI 35.4% — high turnover

≥2 days

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

≥5%

OI change +15.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 99% — very active vs sector

≥30%

Large trade volume 20% — mixed

≥60%

Aggressive execution 36% — patient

≥30

Conviction -12 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.5
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 41.4% — wide

≥10,000

OI 8,174 — thin

≥500

Volume 2,898/day — adequate

≤$0.50

$2.07 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 216.29999999999998 contracts (bid:56.6 ask:159.7) — adequate

<1.0%

Avg slippage 13.48% — poor

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope +67.2% — backwardation

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink 72.9pts — event priced

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -12% @ 56% consistency — unclear

≥40 composite score

Score 50 (ITM 20% + inst 20%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls5.4
bullishIV fair, bullish flow
Long Puts4.7
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.4
bullishIV fair, bullish flow
Covered Call4.7
bearishIV fair, 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 RFL

RFL gamma wallsRFL max painRFL IV rankRFL options flow