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RBRKRubrik, Inc.

Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $19.2B|NYSE
● 2026-08-31$93.04
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +5.8%YTD +23.3%7D -5.1%
25,529
30D
±16.9%
16%

RBRK Options Overview

IV is elevated with unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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RBRK Gamma Walls

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Value

Is IV priced right?

6.8
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 82.3% — elevated vs history

<1.05x

IV/HV 0.64x — IV ≤ HV

Sector Relative≤50%

Sector percentile 56% — above sector median

<1.1x

Front/Back 0.99x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 58.2% — normal range

<80%

Effective IV 91.6% (ATM 58.2% + spread 16.7% + bias) — expensive

<3.0%

Total drag 26.13% (spread 16.69% + slippage 9.44%) — high friction

≥5.0

Vega efficiency 7.42 (vega 12.392 / spread 16.69%) — efficient

Sentiment

Bullish or bearish?

6.1
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -4%, Raw: -4%)
|net sentiment| ≥25%

Conviction-weighted: -4% (neutral) — Raw: -4%

≥15%

|OI skew| 48.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +23.0%, OI skew +48.0% — 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: -8%, ATM: +6%, OTM: -5% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 54% — neutral vs sector

Activity

Unusual activity?

6.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks5/8 checks passed
≥1.5x

Volume 2.7x avg — hot

≥15%

Vol/OI 19.1% — high turnover

≥2 days

2 day(s) elevated — sustained

≥5%

OI change +31.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 94% — very active vs sector

≥30%

Large trade volume 16% — mixed

≥60%

Aggressive execution 26% — patient

≥30

Conviction -4 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.5
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 16.7% — wide

≥10,000

OI 133,861 — deep

≥500

Volume 25,529/day — active

≤$0.50

$0.83 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 73% — wider than sector

≥100 contracts

Depth 159.0 contracts (bid:82.3 ask:76.7) — adequate

<1.0%

Avg slippage 9.44% — poor

Timing

Is now a good time?

6.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

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

Slope -1.1% — flat/unclear

<30 or >70

IV percentile 82% — seller opportunity

≥10pts kink

IV kink 3.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 121.60 — 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 -4% @ 52% consistency — unclear

≥40 composite score

Score 46 (ITM 20% + inst 16%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.0
bullishIV cheap, bullish flow
Long Puts5.2
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.7
bullishIV too cheap, bullish flow
Covered Call4.0
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.

More on RBRK

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