RKLBRocket Lab Corporation Common Stock
Options Analysis Report•GUIDED MISSILES & SPACE VEHICLES & PARTS
Market Cap $76.7B|NASDAQ
● 2026-05-15$132.55
BULLISH
Analysis: 2026-05-14 EOD data
1Y +425.6%YTD +74.4%7D +25.7%
Options Vol
221,028
30D
Implied Move
±28.3%
IV Rank
45%
RKLB Options Overview
IV is elevated with bullish flow and unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.9
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 91.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.76x — IV ≤ HV
Sector Relative≤50%
Sector percentile 93% — above sector median
Term Structure
<1.1xFront/Back 1.10x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 99.8% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 112.1% (ATM 99.8% + spread 6.2% + bias) — expensive
Execution Efficiency
<3.0%Total drag 9.13% (spread 6.17% + slippage 2.96%) — high friction
Vega Efficiency
≥5.0Vega efficiency 53.29 (vega 32.882 / spread 6.17%) — efficient
Sentiment
Bullish or bearish?
6.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +5%, Raw: +4%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +5% (neutral) — Raw: +4%
OI Skew Magnitude
≥15%|OI skew| 9.9% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +51.5%, OI skew +9.9% — aligned
Conviction Quality
≥2/3 conditions0-DTE 37%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +0%, ATM: +7%, OTM: +3% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 37% — bullish vs sector
Activity
Unusual activity?
5.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 1.3x avg — normal
Turnover Rate
≥15%Vol/OI 20.3% — high 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 +21.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 91% — very active vs sector
Trade Quality
≥30%Large trade volume 24% — mixed
Execution Urgency
≥60%Aggressive execution 36% — patient
Flow Conviction
≥30Conviction +5 (bullish) — mixed
Liquidity
Can I trade efficiently?
6.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 6.2% — wide
Adequate OI
≥10,000OI 1,089,709 — deep
Active Volume
≥500Volume 221,028/day — active
Reasonable Cost
≤$0.50$0.31 to cross — cheap
Strike Coverage
≥5 strikes3 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 96% — much wider than sector
Order Book Depth
≥100 contractsDepth 333.6 contracts (bid:161.1 ask:172.5) — adequate
Execution Quality
<1.0%Avg slippage 2.96% — poor
Timing
Is now a good time?
7.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +10.0% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 92% — seller opportunity
Event Detection
≥10pts kinkIV kink 7.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 309.92 — 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 +5% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 54 (ITM 20% + inst 24%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.8
bullishIV expensive, bullish flow
Long Puts4.6
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.4
bullishIV rich premium, bullish flow
Covered Call5.4
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.