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RCAT options: IV rank, expected move and trade screens

Red Cat Holdings, Inc. · Technology

As of the close on . In the app, data is refreshed intraday.

RCAT closed at $6.33 on Oct 1, 2026 with 30-day implied volatility of 75.0%. That is near the bottom of its one-year range (IV rank 5), so options on RCAT are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 1% of the past year's readings. Options expiring Oct 30 (29 days out) price a one standard deviation move of about $1.31, or 20.8%.

The price is below both its 50-day (-23.6%) and 200-day (-42.2%) moving averages. It is trading within 3.1% of its 52-week low. The 14-day RSI of 30.6 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.44, about 6.9% of the price, a measure of a typical day's range.

Option volume at the close (6.21K contracts) was 0.4x its average, much quieter than usual. A beta of 3.68 means RCAT has tended to move about 3.7 times as much as the broad market. 5 of our preset screens found trades on RCAT at the close, led by Bull Call Spreads on High-Beta Names with 49 trades.

RCAT stats at the close

Price
$6.33
Market cap $967M
Implied volatility
75.0%
30-day, at the money
IV rank
5
IV sits 5% of the way from its one-year low to its one-year high.
IV percentile
1
IV is higher than 1% of the past year's readings.
ATR (14-day)
$0.44
6.9% of the price on a typical day
RSI (14-day)
30.6
Between 30 and 70, neutral
52-week range
-63.5% from high
+3.1% from the 52-week low
Moving averages
-23.6% vs 50-day
-42.2% vs the 200-day
Beta
3.68
Sensitivity to the broad market
Option volume
0.4x avg
6.21K contracts vs 14.2K average

RCAT expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 9, 20268 days71.2%±$0.67 (10.5%)$5.66 to $7.00$0.55
Oct 30, 202629 days73.6%±$1.31 (20.8%)$5.02 to $7.64$1.07
Nov 20, 202650 days84.8%±$1.99 (31.4%)$4.34 to $8.32$1.56
Jan 15, 2027106 days83.3%±$2.84 (44.9%)$3.49 to $9.17$2.20

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for RCAT from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

RCAT options FAQ

What is RCAT's IV rank?
At the close on Oct 1, 2026, RCAT's IV rank was 5 with 30-day implied volatility of 75.0%. IV sits 5% of the way from its one-year low to its one-year high. Its IV percentile was 1: IV is higher than 1% of the past year's readings.
What is the expected move for RCAT?
Based on the close on Oct 1, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.31 (20.8%), a range of $5.02 to $7.64. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on RCAT?
At the close on Oct 1, 2026, these OptionClaws preset screens had passing trades on RCAT: Bull Call Spreads on High-Beta Names (49), Bear Put Spreads Below the 200-Day (42), Long Call Butterflies for Pinning (18), Iron Condor, 2-ATR Profit Zone (1), Married Put Protection (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is RCAT option volume above average?
On Oct 1, 2026, RCAT option volume was 0.4x its average, much quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.