RRXRegal Rexnord Corporation
Options Analysis Report•GENERAL INDUSTRIAL MACHINERY & EQUIPMENT, NEC
Market Cap $14.1B|NYSE
● 2026-06-12$212.31
BEARISH
Analysis: 2026-06-11 EOD data
1Y +49.3%YTD +45.3%7D +1.0%
Options Vol
61
30D
Implied Move
±8.6%
IV Rank
20%
RRX Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 71.4% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.01x — IV ≤ HV
Sector Relative≤50%
Sector percentile 68% — above sector median
Term Structure
<1.1xFront/Back 1.04x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 55.6% — normal range
Spread-Adjusted Value
<80%Effective IV 83.8% (ATM 55.6% + spread 14.1% + bias) — expensive
Execution Efficiency
<3.0%Total drag 21.73% (spread 14.12% + slippage 7.61%) — high friction
Vega Efficiency
≥5.0Vega efficiency 8.20 (vega 11.580 / spread 14.12%) — efficient
Sentiment
Bullish or bearish?
1.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Moderate signal (Conviction: -63%, Raw: -21%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -63% (strong bearish) — Raw: -21%
OI Skew Magnitude
≥15%|OI skew| 3.9% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -41.0%, OI skew +3.9% — divergent (opposite)
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: -85%, ATM: +100%, OTM: +100% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 88% — very bearish vs sector
Activity
Unusual activity?
3.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.2x avg — normal
Turnover Rate
≥15%Vol/OI 0.8% — 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 +2.9% (5d) — building
Sector Relative≥60%
Sector activity percentile 33% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 57% — patient
Flow Conviction
≥30Conviction -63 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
2.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks0/8 checks passed
Tradeable Spread
≤5.0%Spread 14.1% — wide
Adequate OI
≥10,000OI 7,379 — thin
Active Volume
≥500Volume 61/day — thin
Reasonable Cost
≤$0.50$0.71 to cross — expensive
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 80% — much wider than sector
Order Book Depth
≥100 contractsDepth 20.1 contracts (bid:8.6 ask:11.5) — thin
Execution Quality
<1.0%Avg slippage 7.61% — poor
Timing
Is now a good time?
6.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +4.0% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 71% — seller opportunity
Event Detection
≥10pts kinkIV kink 2.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 24.91 — favors income trades
Expiration Distribution
≥3 expirations4 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: No earnings detected; FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -63% @ 81% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.0
bullishIV fair, bearish flow
Long Puts6.2
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put3.5
bullishIV fair, bearish flow
Covered Call5.4
bearishIV fair, bearish flow
For educational purposes only. Not investment advice.