
RSIRush Street Interactive, Inc.
RSI Options Overview
bullish flow with unusual activity. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
RSI Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 50.0% — elevated vs history
IV/HV 1.00x — IV ≤ HV
Sector percentile 50% — below sector median
Front/Back 1.00x — flat
Put/Call IV 1.00x — normal
ATM IV 0.0% — normal range
Effective IV 22.4% (ATM 0.0% + spread 11.2% + bias) — excellent value
Total drag 15.91% (spread 11.21% + slippage 4.70%) — high friction
Vega efficiency 0.00 (vega 0.000 / spread 11.21%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +26% (bullish) — Raw: +24%
|OI skew| 46.9% — put-heavy
Vol skew +99.3%, OI skew -46.9% — divergent (opposite)
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +23%, ATM: +0%, OTM: +74% — bullish (ITM/ATM divergent)
Sector P/C percentile 1% — very bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 3.5x avg — hot
Vol/OI 16.9% — high turnover
1 day(s) elevated — may be one-day event
OI change +12.2% (5d) — building
Sector activity percentile 96% — very active vs sector
Large trade volume 73% — heavy institutional
Aggressive execution 64% — urgent
Conviction +26 (bullish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 11.2% — wide
OI 73,321 — deep
Volume 12,421/day — active
$0.56 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 0% — much tighter than sector
Depth 280.5 contracts (bid:73.3 ask:207.2) — adequate
Avg slippage 4.70% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope +0.0% — flat/unclear
IV percentile 50% — neutral
IV kink 0.0pts — no clear event
θ/ν ratio 1.00 — favors mixed
3 liquid expirations — flexible
safe window: No events detected
Spread ratio 1.00x — stable
Flow +26% @ 63% consistency — moderate (bullish)
Score 103 (ITM 20% + inst 73%) — HIGH institutional
Directional Strategy Fit
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.