RCATRed Cat Holdings, Inc. Common Stock
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $1.9B|NASDAQ
● 2026-06-09$12.46
BULLISH
Analysis: 2026-06-08 EOD data
1Y +41.6%YTD +36.0%7D -16.7%
Options Vol
21,782
30D
Implied Move
±30.4%
IV Rank
43%
RCAT Options Overview
IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 94.8% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.72x — IV ≤ HV
Sector Relative≤50%
Sector percentile 89% — above sector median
Term Structure
<1.1xFront/Back 1.03x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 107.6% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 135.7% (ATM 107.6% + spread 14.0% + bias) — expensive
Execution Efficiency
<3.0%Total drag 20.43% (spread 14.04% + slippage 6.39%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.37 (vega 0.520 / spread 14.04%) — spread drag
Sentiment
Bullish or bearish?
6.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +6%, Raw: -4%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +6% (neutral) — Raw: -4%
OI Skew Magnitude
≥15%|OI skew| 38.1% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +55.8%, OI skew +38.1% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +21%, ATM: -2%, OTM: -8% — bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 43% — bullish vs sector
Activity
Unusual activity?
3.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 8.2% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change -7.2% (5d) — unwinding
Sector Relative≥60%
Sector activity percentile 83% — very active vs sector
Trade Quality
≥30%Large trade volume 28% — mixed
Execution Urgency
≥60%Aggressive execution 50% — patient
Flow Conviction
≥30Conviction +6 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 14.0% — wide
Adequate OI
≥10,000OI 265,904 — deep
Active Volume
≥500Volume 21,782/day — active
Reasonable Cost
≤$0.50$0.70 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 94% — much wider than sector
Order Book Depth
≥100 contractsDepth 742.8 contracts (bid:391.0 ask:351.8) — deep
Execution Quality
<1.0%Avg slippage 6.39% — poor
Timing
Is now a good time?
6.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +3.0% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 95% — seller opportunity
Event Detection
≥10pts kinkIV kink 4.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 6.59 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: No earnings detected; CPI in 1d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +6% @ 53% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 58 (ITM 20% + inst 28%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.3
bullishIV expensive, bullish flow
Long Puts4.1
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.1
bullishIV rich premium, bullish flow
Covered Call4.8
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.