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ROCKGibraltar Industries, Inc.

Options Analysis Report•STEEL WORKS, BLAST FURNACES & ROLLING & FINISHING MILLS
Market Cap $1.4B|NASDAQ
● 2026-08-28$45.85
VERY BEARISH
Analysis: 2026-08-27 EOD data
1Y -28.4%YTD -8.6%7D -1.4%
--
30D
±17.7%
14%

ROCK Options Overview

IV is elevated with bearish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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ROCK Gamma Walls

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Value

Is IV priced right?

6.5
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 72.7% — elevated vs history

<1.05x

IV/HV 0.70x — IV ≤ HV

Sector Relative≤50%

Sector percentile 75% — above sector median

<1.1x

Front/Back 1.40x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 49.4% — normal range

<80%

Effective IV 52.4% (ATM 49.4% + spread 1.5% + bias) — good value

<3.0%

Total drag 1.49% (spread 1.49% + slippage 0.00%) — minimal drag

≥5.0

Vega efficiency 44.35 (vega 6.608 / spread 1.49%) — efficient

Sentiment

Bullish or bearish?

4.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBalanced - Moderate signal (P/C: 1.00)
<0.65 or >1.55

P/C 1.00 — balanced (buy/sell unknown)

≥15%

|OI skew| 96.0% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew +0.0%, OI skew -96.0% — weak (same direction)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

Sector Relative≤40% or ≥60%

Sector P/C percentile 60% — bearish vs sector

Activity

Unusual activity?

2.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 1.0x avg — normal

≥15%

Vol/OI 0.0% — normal turnover

≥2 days

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

≥5%

OI change -16.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 50% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

4.7
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 1.5% — tight

≥10,000

OI 9,595 — thin

≥500

Volume 0/day — thin

≤$0.50

$0.07 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 84% — much wider than sector

≥100 contracts

Depth 0 contracts (bid:0 ask:0) — thin

<1.0%

Avg slippage 0.00% — excellent

Timing

Is now a good time?

7.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed
|slope| ≥5%

Slope +40.0% — backwardation

<30 or >70

IV percentile 73% — seller opportunity

≥10pts kink

IV kink 16.7pts — event priced

<0.5 or >2.0

θ/ν ratio 187.18 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 50% consistency — unclear

≥40 composite score

Score 60 (ITM 20% + inst 30%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.6
bullishIV cheap, mixed flow
Long Puts6.1
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV too cheap, mixed flow
Covered Call4.9
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.