Options/RRX

RRXRegal Rexnord Corporation

Options Analysis Report•GENERAL INDUSTRIAL MACHINERY & EQUIPMENT, NEC

Market Cap $10.5B|NYSE

● 2026-08-31$157.43

NEUTRAL

Analysis: 2026-08-28 EOD data

1Y +7.7%YTD +7.8%7D -3.3%

Options Vol

286

30D

Implied Move

±12.9%

IV Rank

19%

RRX Options Overview

IV is elevated. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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RRX Gamma Walls

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Value

Is IV priced right?

6.3

ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 73.7% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 0.67x — IV ≤ HV

Sector Relative≤50%

Sector percentile 74% — above sector median

Term Structure

<1.1x

Front/Back 0.92x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 47.9% — normal range

Spread-Adjusted Value

<80%

Effective IV 86.4% (ATM 47.9% + spread 19.2% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 24.06% (spread 19.25% + slippage 4.81%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 11.69 (vega 22.507 / spread 19.25%) — efficient

Sentiment

Bullish or bearish?

4.5

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bearish - Weak signal (Conviction: -31%, Raw: -29%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -31% (strong bearish) — Raw: -29%

OI Skew Magnitude

≥15%

|OI skew| 6.4% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +15.4%, OI skew -6.4% — divergent (opposite)

Conviction Quality

≥2/3 conditions

0-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: +20%, ATM: +7%, OTM: -40% — bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 49% — neutral vs sector

Activity

Unusual activity?

3.8

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed

Volume Surge

≥1.5x

Volume 0.3x avg — normal

Turnover Rate

≥15%

Vol/OI 2.2% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +12.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 61% — active vs sector

Trade Quality

≥30%

Large trade volume 0% — mostly retail

Execution Urgency

≥60%

Aggressive execution 18% — patient

Flow Conviction

≥30

Conviction -31 (bearish) — moderate

Liquidity

Can I trade efficiently?

2.6

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks1/8 checks passed

Tradeable Spread

≤5.0%

Spread 19.2% — wide

Adequate OI

≥10,000

OI 12,762 — adequate

Active Volume

≥500

Volume 286/day — thin

Reasonable Cost

≤$0.50

$0.96 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 84% — much wider than sector

Order Book Depth

≥100 contracts

Depth 37.599999999999994 contracts (bid:19.2 ask:18.4) — thin

Execution Quality

<1.0%

Avg slippage 4.81% — poor

Timing

Is now a good time?

7.4

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -8.3% — contango

IV Percentile Clarity

<30 or >70

IV percentile 74% — seller opportunity

Event Detection

≥10pts kink

IV kink -2.3pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 197.25 — favors income trades

Expiration Distribution

≥3 expirations

4 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -31% @ 65% consistency — moderate (bearish)

Smart Money Timing

≥40 composite score

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

Directional Strategy Fit

Option Buyers

Long Calls5.3

bullishIV cheap, mixed flow

Long Puts5.7

bearishIV cheap, mixed flow

Premium Sellers

Cash-Secured Put4.3

bullishIV too cheap, mixed flow

Covered Call4.7

bearishIV too cheap, 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.

More on RRX

RRX gamma walls RRX max pain RRX IV rank RRX options flow