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RFRegions Financial Corp.

Options Analysis Report•NATIONAL COMMERCIAL BANKS
Market Cap $25.8B|NYSE
● 2026-08-31$30.33
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +12.8%YTD +10.1%7D -1.0%
186
30D
±5.8%
4%

RF Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

4.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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RF Gamma Walls

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Value

Is IV priced right?

5.8
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 32.0% — cheap vs history

<1.05x

IV/HV 1.45x — IV premium over HV

Sector Relative≤50%

Sector percentile 61% — above sector median

<1.1x

Front/Back 0.75x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 26.2% — normal range

<80%

Effective IV 95.7% (ATM 26.2% + spread 34.8% + bias) — expensive

<3.0%

Total drag 40.89% (spread 34.75% + slippage 6.14%) — high friction

≥5.0

Vega efficiency 0.81 (vega 2.831 / spread 34.75%) — spread drag

Sentiment

Bullish or bearish?

5.6
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Weak signal (Conviction: -10%, Raw: -19%)
|net sentiment| ≥25%

Conviction-weighted: -10% (neutral) — Raw: -19%

≥15%

|OI skew| 1.7% — balanced

Same sign, |vol skew| ≥10%

Vol skew +44.1%, OI skew -1.7% — 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: -44%, OTM: -4% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 26% — very bullish vs sector

Activity

Unusual activity?

1.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 0.3% — normal turnover

≥2 days

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

≥5%

OI change +3.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 9% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 17% — patient

≥30

Conviction -10 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.8
IlliquidLiquid

Evaluates

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

Risk Checks2/8 checks passed
≤5.0%

Spread 34.8% — wide

≥10,000

OI 70,914 — deep

≥500

Volume 186/day — thin

≤$0.50

$1.74 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 61% — wider than sector

≥100 contracts

Depth 464.20000000000005 contracts (bid:251.8 ask:212.4) — adequate

<1.0%

Avg slippage 6.14% — poor

Timing

Is now a good time?

6.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -24.5% — contango

<30 or >70

IV percentile 32% — neutral

≥10pts kink

IV kink -5.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 318.06 — 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 -10% @ 55% consistency — unclear

≥40 composite score

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

Directional Strategy Fit

Option Buyers
Long Calls5.4
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.8
bullishIV fair, mixed flow
Covered Call4.4
bearishIV fair, mixed 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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