RVPHREVIVA PHARMA HLDGS INC
RVPH Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
RVPH Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 100.0% — elevated vs history
IV/HV 2.03x — IV premium over HV
Sector percentile 100% — above sector median
Front/Back 2.06x — backwardation
Put/Call IV 1.16x — elevated
ATM IV 278.1% — crisis-level IV
Effective IV 290.2% (ATM 278.1% + spread 6.1% + bias) — expensive
Total drag 6.06% (spread 6.06% + slippage 0.00%) — high friction
Vega efficiency 0.00 (vega 0.000 / spread 6.06%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
P/C 0.55 — call-heavy (buy/sell unknown)
|OI skew| 96.7% — call-heavy
Vol skew +29.4%, OI skew +96.7% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
Sector P/C percentile 50% — neutral vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.5x avg — normal
Vol/OI 0.3% — normal turnover
Top 3 strikes = 50% — dispersed
1 day(s) elevated — may be one-day event
OI change +0.0% (5d) — stable
Sector activity percentile 14% — quiet vs sector
Large trade volume 0% — mostly retail
Aggressive execution 0% — patient
Conviction +0 (neutral) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 6.1% — wide
OI 127,777 — deep
Volume 326/day — thin
$0.30 to cross — cheap
0 liquid strikes — limited options
Sector spread percentile 100% — much wider than sector
Depth 0 contracts (bid:0 ask:0) — thin
Avg slippage 0.00% — excellent
Timing
Is now a good time?
Considers earnings proximity,
Slope +105.6% — backwardation
IV percentile 100% — seller opportunity
IV kink 52.2pts — event priced
θ/ν ratio 1.00 — favors mixed
2 liquid expirations — limited
HIGH RISK: No earnings detected; FOMC in 1d (HIGH)
Spread ratio 1.00x — stable
Flow +0% @ 50% consistency — unclear
Score 60 (ITM 20% + inst 30%) — 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.