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RBCRBC Bearings Incorporated

Options Analysis Report•BALL & ROLLER BEARINGS
Market Cap $15.8B|NYSE
● 2026-08-31$500.62
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +29.1%YTD +9.1%7D +1.0%
1
30D
±8.2%
5%

RBC Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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RBC Gamma Walls

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Value

Is IV priced right?

7.5
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 45.5% — elevated vs history

<1.05x

IV/HV 0.97x — IV ≤ HV

Sector Relative≤50%

Sector percentile 26% — below sector median

<1.1x

Front/Back 0.93x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 30.0% — normal range

<80%

Effective IV 192.4% (ATM 30.0% + spread 81.2% + bias) — expensive

<3.0%

Total drag 86.14% (spread 81.19% + slippage 4.95%) — high friction

≥5.0

Vega efficiency 19.10 (vega 155.100 / spread 81.19%) — efficient

Sentiment

Bullish or bearish?

8.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +100%, Raw: +100%)
|net sentiment| ≥25%

Conviction-weighted: +100% (strong bullish) — Raw: +100%

≥15%

|OI skew| 22.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -100.0%, OI skew +22.7% — divergent (opposite)

≥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: +100% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 57% — bearish vs sector

Activity

Unusual activity?

2.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.0x avg — normal

≥15%

Vol/OI 0.2% — normal turnover

≥2 days

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

≥5%

OI change +1.4% (5d) — stable

Sector Relative≥60%

Sector activity percentile 11% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +100 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

1.7
IlliquidLiquid

Evaluates

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

Risk Checks0/8 checks passed
≤5.0%

Spread 81.2% — wide

≥10,000

OI 577 — thin

≥500

Volume 1/day — thin

≤$0.50

$4.06 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 54% — neutral vs sector

≥100 contracts

Depth 13.0 contracts (bid:11.0 ask:2.0) — thin

<1.0%

Avg slippage 4.95% — poor

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -7.4% — contango

<30 or >70

IV percentile 46% — neutral

≥10pts kink

IV kink -1.9pts — no clear event

<0.5 or >2.0

θ/ν ratio 1154.02 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +100% @ 100% consistency — STRONG directional (bullish)

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls6.8
bullishIV cheap, bullish flow
Long Puts4.6
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.9
bullishIV too cheap, bullish flow
Covered Call2.8
bearishIV too cheap, 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 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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