Options/RZLV

RZLVRezolve AI PLC Ordinary Shares

Options Analysis Report

Market Cap $1.2B|NASDAQ

● 2026-08-28$2.97

BULLISH

Analysis: 2026-08-27 EOD data

1Y -20.6%YTD +3.5%7D +20.7%

Options Vol

15,604

30D

Implied Move

±28.0%

IV Rank

28%

RZLV Options Overview

bullish flow with unusual activity. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

Loading score history...

RZLV Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

6.3

ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 50.0% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

Term Structure

<1.1x

Front/Back 1.18x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.00x — normal

Absolute IV

<80%

ATM IV 0.0% — normal range

Spread-Adjusted Value

<80%

Effective IV 38.9% (ATM 0.0% + spread 19.5% + bias) — excellent value

Execution Efficiency

<3.0%

Total drag 28.15% (spread 19.47% + slippage 8.68%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 19.47%) — spread drag

Sentiment

Bullish or bearish?

7.9

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +39%, Raw: +24%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +39% (strong bullish) — Raw: +24%

OI Skew Magnitude

≥15%

|OI skew| 56.1% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +76.1%, OI skew +56.1% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 12%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +64%, ATM: +20%, OTM: +10% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 23% — very bullish vs sector

Activity

Unusual activity?

4.9

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed

Volume Surge

≥1.5x

Volume 1.1x avg — normal

Turnover Rate

≥15%

Vol/OI 4.8% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change -0.8% (5d) — stable

Sector Relative≥60%

Sector activity percentile 62% — active vs sector

Trade Quality

≥30%

Large trade volume 29% — mixed

Execution Urgency

≥60%

Aggressive execution 47% — patient

Flow Conviction

≥30

Conviction +39 (bullish) — moderate

Liquidity

Can I trade efficiently?

4.2

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks4/8 checks passed

Tradeable Spread

≤5.0%

Spread 19.5% — wide

Adequate OI

≥10,000

OI 324,143 — deep

Active Volume

≥500

Volume 15,604/day — active

Reasonable Cost

≤$0.50

$0.97 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

Order Book Depth

≥100 contracts

Depth 2,701.8 contracts (bid:1,241.0 ask:1,460.8) — deep

Execution Quality

<1.0%

Avg slippage 8.68% — poor

Timing

Is now a good time?

7.4

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +18.0% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 50% — neutral

Event Detection

≥10pts kink

IV kink 9.1pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

Expiration Distribution

≥3 expirations

5 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 +39% @ 70% consistency — moderate (bullish)

Smart Money Timing

≥40 composite score

Score 59 (ITM 20% + inst 29%) — moderate institutional

Directional Strategy Fit

Option Buyers

Long Calls6.7

bullishIV cheap, bullish flow

Long Puts4.7

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put5.8

bullishIV too cheap, bullish flow

Covered Call3.8

bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

Earnings · week of Aug 31

Options price a ±13.5% move into RZLV's Sep 1 earnings

RZLV reports on Tuesday, September 1 before the open. The at-the-money straddle covering that report prices a ±13.5% move — roughly $2.57 to $3.37 from $2.97. RZLV has averaged ±19.6% on its last 4 earnings reactions (biggest: 32%), so this print is priced at 0.7× its own history.

CAN RUN MOREimplied ±13.5%history ±19.6%Sep 4 expiry

See the implied move for every US stock reporting the week of Aug 31

Implied move = the live at-the-money straddle for the expiry covering the report (Sep 4); it shifts intraday. Historical move = the average of RZLV’s own 1-day earnings reactions over its last reported quarters — a reference, not a forecast.