Options/RILY

RILYBRC Group Holdings, Inc. Common Stock

Options Analysis Report•INVESTMENT ADVICE

Market Cap $283M|NASDAQ

● 2026-08-31$7.05

NEUTRAL

Analysis: 2026-08-28 EOD data

1Y +29.1%YTD +36.1%7D +0.1%

Options Vol

7,679

30D

Implied Move

±16.9%

IV Rank

RILY Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

Loading score history...

RILY Gamma Walls

Loading gamma walls...

RILY Hedge Radar

Neutral

Full Hedge Radar

Neither score is at an extreme today. Neither axis is a forecast — this is where RILY sits on protection cost vs. fragility today.

Protection is priced in the fair band (4.58) — downside puts carry 3.3 IV points LESS than at-the-money, and implied vol sits in the 6th percentile of its own past year, measured against this name's own rolling 19-trading-day realized moves (485 overlapping windows). Fragility reads resilient (1): it is trading 13% above its hedge wall on a wall graded HIGH for reliability, and its realized-vol regime is contracting.

Protection cost

4.58/ 10fair

Basis: cross_sectional

Fragility

1.00/ 10resilient

Basis: per_ticker

Value

Is IV priced right?

4.0

ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed

IV Rank

≤35%

IV Rank 82.0% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.44x — IV premium over HV

Sector Relative≤50%

Sector percentile 90% — above sector median

Term Structure

<1.1x

Front/Back 0.97x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 57.6% — normal range

Spread-Adjusted Value

<80%

Effective IV 108.2% (ATM 57.6% + spread 25.3% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 35.07% (spread 25.31% + slippage 9.76%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.15 (vega 0.386 / spread 25.31%) — spread drag

Sentiment

Bullish or bearish?

5.2

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksBearish - Weak signal (Conviction: -16%, Raw: -11%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -16% (bearish) — Raw: -11%

OI Skew Magnitude

≥15%

|OI skew| 6.3% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +48.4%, OI skew -6.3% — divergent (opposite)

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: +31%, ATM: -11%, OTM: -16% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 15% — very bullish vs sector

Activity

Unusual activity?

4.3

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed

Volume Surge

≥1.5x

Volume 0.7x avg — normal

Turnover Rate

≥15%

Vol/OI 9.3% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +15.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 83% — very active vs sector

Trade Quality

≥30%

Large trade volume 13% — mostly retail

Execution Urgency

≥60%

Aggressive execution 54% — patient

Flow Conviction

≥30

Conviction -16 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.3

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 25.3% — wide

Adequate OI

≥10,000

OI 82,475 — deep

Active Volume

≥500

Volume 7,679/day — active

Reasonable Cost

≤$0.50

$1.27 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 92% — much wider than sector

Order Book Depth

≥100 contracts

Depth 293.5 contracts (bid:171.8 ask:121.7) — adequate

Execution Quality

<1.0%

Avg slippage 9.76% — poor

Timing

Is now a good time?

7.0

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -2.5% — flat/unclear

IV Percentile Clarity

<30 or >70

IV percentile 82% — seller opportunity

Event Detection

≥10pts kink

IV kink 0.6pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 19.31 — favors income trades

Expiration Distribution

≥3 expirations

3 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 -16% @ 58% consistency — unclear

Smart Money Timing

≥40 composite score

Score 43 (ITM 20% + inst 13%) — moderate institutional

Directional Strategy Fit

Option Buyers

Long Calls4.8

bullishIV expensive, mixed flow

Long Puts4.6

bearishIV expensive, mixed flow

Premium Sellers

Cash-Secured Put5.3

bullishIV rich premium, mixed flow

Covered Call5.2

bearishIV rich premium, mixed 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 RILY

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