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RUT

Options Analysis Report
Market Cap: --
● 2026-08-31$2972.37
BEARISH
Analysis: 2026-08-28 EOD data
1Y +0.0%YTD +0.0%7D +0.0%
34,281
30D
±4.5%
54%
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RUT Options Overview

IV is low with unusual activity. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

6.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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RUT Gamma Walls

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Value

Is IV priced right?

8.4
ExpensiveCheap

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

levels.

Risk Checks8/9 checks passed
≤35%

IV Rank 16.1% — cheap vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 16% — below sector median

<1.1x

Front/Back 0.79x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 17.8% — normal range

<80%

Effective IV 24.6% (ATM 17.8% + spread 3.4% + bias) — excellent value

<3.0%

Total drag 3.78% (spread 3.39% + slippage 0.39%) — high friction

≥5.0

Vega efficiency 715.99 (vega 242.721 / spread 3.39%) — efficient

Sentiment

Bullish or bearish?

3.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +0%, Raw: +9%)
|net sentiment| ≥25%

Conviction-weighted: +0% (neutral) — Raw: +9%

≥15%

|OI skew| 28.4% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -73.0%, OI skew -28.4% — 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: +0%, OTM: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 96% — very bearish vs sector

Activity

Unusual activity?

4.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 1.5x avg — elevated

≥15%

Vol/OI 6.7% — normal turnover

≥2 days

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

≥5%

OI change +7.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 81% — very active vs sector

≥30%

Large trade volume 8% — mostly retail

≥60%

Aggressive execution 7% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

7.3
IlliquidLiquid

Evaluates

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

Risk Checks6/8 checks passed
≤5.0%

Spread 3.4% — acceptable

≥10,000

OI 514,422 — deep

≥500

Volume 34,281/day — active

≤$0.50

$0.17 to cross — cheap

≥5 strikes

21 liquid strikes — good coverage

Sector Relative≤40%

Sector spread percentile 47% — neutral vs sector

≥100 contracts

Depth 48.2 contracts (bid:26.0 ask:22.2) — thin

<1.0%

Avg slippage 0.39% — excellent

Timing

Is now a good time?

6.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -20.7% — contango

<30 or >70

IV percentile 16% — buyer opportunity

≥10pts kink

IV kink -2.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 209.22 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 54% consistency — unclear

≥40 composite score

Score 38 (ITM 20% + inst 8%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls6.4
bullishIV cheap, bearish flow
Long Puts7.3
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put4.3
bullishIV too cheap, bearish flow
Covered Call5.1
bearishIV too cheap, bearish 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.

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