USARUSA Rare Earth, Inc. Class A Common Stock
USAR Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
USAR Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 91.8% — elevated vs history
IV/HV 1.07x — IV premium over HV
Sector percentile 94% — above sector median
Front/Back 0.93x — contango
Put/Call IV 1.16x — elevated
ATM IV 82.1% — crisis-level IV
Effective IV 96.9% (ATM 82.1% + spread 7.4% + bias) — expensive
Total drag 12.38% (spread 7.40% + slippage 4.98%) — high friction
Vega efficiency 1.75 (vega 1.292 / spread 7.40%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +24% (bullish) — Raw: +18%
|OI skew| 29.3% — call-heavy
Vol skew +18.5%, OI skew +29.3% — aligned
0-DTE 24%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +34%, ATM: +34%, OTM: +11% — strong bullish (ITM/ATM aligned)
Sector P/C percentile 59% — bearish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 1.2x avg — normal
Vol/OI 7.8% — normal turnover
1 day(s) elevated — may be one-day event
OI change +2.6% (5d) — building
Sector activity percentile 91% — very active vs sector
Large trade volume 31% — institutional presence
Aggressive execution 44% — patient
Conviction +24 (bullish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 7.4% — wide
OI 561,240 — deep
Volume 43,891/day — active
$0.37 to cross — cheap
0 liquid strikes — limited options
Sector spread percentile 97% — much wider than sector
Depth 415.29999999999995 contracts (bid:192.7 ask:222.6) — adequate
Avg slippage 4.98% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -7.2% — contango
IV percentile 92% — seller opportunity
IV kink -3.4pts — no clear event
θ/ν ratio 35.10 — favors income trades
4 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +24% @ 62% consistency — unclear
Score 61 (ITM 20% + inst 31%) — HIGH institutional
Directional Strategy Fit
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.