RRXRegal Rexnord Corporation
Options Analysis Report•GENERAL INDUSTRIAL MACHINERY & EQUIPMENT, NEC
Market Cap $13.8B|NYSE
● 2026-05-15$207.38
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +48.4%YTD +41.9%7D -3.3%
Options Vol
40
30D
Implied Move
±8.6%
IV Rank
18%
RRX Options Overview
bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 65.2% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.91x — IV ≤ HV
Sector Relative≤50%
Sector percentile 64% — above sector median
Term Structure
<1.1xFront/Back 0.94x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 53.1% — normal range
Spread-Adjusted Value
<80%Effective IV 78.8% (ATM 53.1% + spread 12.9% + bias) — fair
Execution Efficiency
<3.0%Total drag 20.02% (spread 12.86% + slippage 7.16%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.25 (vega 4.181 / spread 12.86%) — spread drag
Sentiment
Bullish or bearish?
4.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -55%, Raw: -39%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -55% (strong bearish) — Raw: -39%
OI Skew Magnitude
≥15%|OI skew| 15.2% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +80.0%, OI skew +15.2% — aligned
Conviction Quality
≥2/3 conditions0-DTE 50%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -40%, ATM: -67%, OTM: -20% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 17% — very bullish vs sector
Activity
Unusual activity?
2.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.1x avg — normal
Turnover Rate
≥15%Vol/OI 0.3% — 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 -4.0% (5d) — unwinding
Sector Relative≥60%
Sector activity percentile 11% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 27% — patient
Flow Conviction
≥30Conviction -55 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
2.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks1/8 checks passed
Tradeable Spread
≤5.0%Spread 12.9% — wide
Adequate OI
≥10,000OI 13,347 — adequate
Active Volume
≥500Volume 40/day — thin
Reasonable Cost
≤$0.50$0.64 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 78% — wider than sector
Order Book Depth
≥100 contractsDepth 26.9 contracts (bid:14.2 ask:12.7) — thin
Execution Quality
<1.0%Avg slippage 7.16% — poor
Timing
Is now a good time?
7.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -6.0% — contango
IV Percentile Clarity
<30 or >70IV percentile 65% — neutral
Event Detection
≥10pts kinkIV kink -1.5pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 2.40 — favors income trades
Expiration Distribution
≥3 expirations3 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 -55% @ 79% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.1
bullishIV fair, mixed flow
Long Puts5.4
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV fair, mixed flow
Covered Call4.9
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.