Options/RKLB

RKLBRocket Lab Corporation Common Stock

Options Analysis Report•GUIDED MISSILES & SPACE VEHICLES & PARTS

Market Cap $39.6B|NASDAQ

● 2026-09-11$61.96

NEUTRAL

Analysis: 2026-09-10 EOD data

1Y +27.9%YTD -18.5%7D -3.6%

Options Vol

99,628

30D

Implied Move

±19.7%

IV Rank

RKLB Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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RKLB Gamma Walls

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Value

Is IV priced right?

4.8

ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed

IV Rank

≤35%

IV Rank 87.7% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.76x — IV premium over HV

Sector Relative≤50%

Sector percentile 90% — above sector median

Term Structure

<1.1x

Front/Back 0.98x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 71.1% — normal range

Spread-Adjusted Value

<80%

Effective IV 84.4% (ATM 71.1% + spread 6.7% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 9.91% (spread 6.66% + slippage 3.25%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 8.93 (vega 5.949 / spread 6.66%) — efficient

Sentiment

Bullish or bearish?

6.3

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -4%, Raw: -6%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -4% (neutral) — Raw: -6%

OI Skew Magnitude

≥15%

|OI skew| 17.9% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +45.0%, OI skew +17.9% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 40%, 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: -5%, OTM: -7% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 29% — very bullish vs sector

Activity

Unusual activity?

4.1

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 1.0x avg — normal

Turnover Rate

≥15%

Vol/OI 8.2% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +4.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 91% — very active vs sector

Trade Quality

≥30%

Large trade volume 20% — mixed

Execution Urgency

≥60%

Aggressive execution 32% — patient

Flow Conviction

≥30

Conviction -4 (bearish) — mixed

Liquidity

Can I trade efficiently?

5.5

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks4/8 checks passed

Tradeable Spread

≤5.0%

Spread 6.7% — wide

Adequate OI

≥10,000

OI 1,218,542 — deep

Active Volume

≥500

Volume 99,628/day — active

Reasonable Cost

≤$0.50

$0.33 to cross — cheap

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 94% — much wider than sector

Order Book Depth

≥100 contracts

Depth 325.1 contracts (bid:157.6 ask:167.5) — adequate

Execution Quality

<1.0%

Avg slippage 3.25% — poor

Timing

Is now a good time?

6.6

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -2.1% — flat/unclear

IV Percentile Clarity

<30 or >70

IV percentile 88% — seller opportunity

Event Detection

≥10pts kink

IV kink -0.4pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 52.60 — favors income trades

Expiration Distribution

≥3 expirations

3 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 -4% @ 52% consistency — unclear

Smart Money Timing

≥40 composite score

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

Directional Strategy Fit

Option Buyers

Long Calls5.7

bullishIV fair, bullish flow

Long Puts4.8

bearishIV fair, bullish flow

Premium Sellers

Cash-Secured Put5.9

bullishIV fair, bullish flow

Covered Call4.9

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 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 RKLB

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