Bull Call Spreads on High-Beta Names
Bull Call Spread32 trades pass on RDDT
- Return on risk
- 119.8% to 434.8%
- Probability of profit
- 27.3% to 42.5%
RDDT options: IV rank, expected move and trade screens
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RDDT last closed at $98.45 with 30-day implied volatility of 60.2%. That is near the bottom of its one-year range (IV rank 14), so options on RDDT are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 18% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $16.55, or 16.8%.
The price is below both its 50-day (-29.3%) and 200-day (-35.9%) moving averages. It is 62.0% below its 52-week high and 8.2% above its 52-week low. The 14-day RSI of 33.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $8.07, about 8.2% of the price, a measure of a typical day's range.
Option volume at the close (40.5K contracts) was 0.9x its average, close to normal. A beta of 2.17 means RDDT has tended to move about 2.2 times as much as the broad market. 6 of our preset screens found trades on RDDT at the close, led by Bull Call Spreads on High-Beta Names with 32 trades.
RDDT stats at the close
- Price
- $98.45
- Market cap $18.9B
- Implied volatility
- 60.2%
- 30-day, at the money
- IV rank
- 14
- IV sits 14% of the way from its one-year low to its one-year high.
- IV percentile
- 18
- IV is higher than 18% of the past year's readings.
- ATR (14-day)
- $8.07
- 8.2% of the price on a typical day
- RSI (14-day)
- 33.8
- Between 30 and 70, neutral
- 52-week range
- -62.0% from high
- +8.2% from the 52-week low
- Moving averages
- -29.3% vs 50-day
- -35.9% vs the 200-day
- Beta
- 2.17
- Sensitivity to the broad market
- Option volume
- 0.9x avg
- 40.5K contracts vs 43.2K average
RDDT 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.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Nov 20, 20267 days | 62.2% | ±$8.48 (8.6%) | $89.97 to $106.93 | $6.76 |
| Dec 11, 202628 days | 60.7% | ±$16.55 (16.8%) | $81.90 to $115.00 | $13.15 |
| Jan 15, 202763 days | 59.3% | ±$24.27 (24.6%) | $74.18 to $122.72 | $19.40 |
| Feb 19, 202798 days | 68.5% | ±$34.96 (35.5%) | $63.49 to $133.41 | $27.80 |
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 RDDT 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.
Bear Put Spreads Below the 200-Day
Bear Put Spread4 trades pass on RDDT
- Return on risk
- 159.7% to 314.9%
- Probability of profit
- 34.4% to 40.9%
Long Call Butterflies for Pinning
Call Butterfly2 trades pass on RDDT
- Return on risk
- 164.9% to 900.0%
- Probability of profit
- 8.4% to 64.3%
Married Put Protection
Married Put1 trade passes on RDDT
- Probability of profit
- 39.6%
Fresh Money Flow: Calls
Long Call1 trade passes on RDDT
- Probability of profit
- 27.7%
Fresh Money Flow: Puts
Long Put1 trade passes on RDDT
- Return on risk
- 1,000%+
- Probability of profit
- 31.8%
RDDT options FAQ
- What is RDDT's IV rank?
- At the last close, RDDT's IV rank was 14 with 30-day implied volatility of 60.2%. IV sits 14% of the way from its one-year low to its one-year high. Its IV percentile was 18: IV is higher than 18% of the past year's readings.
- What is the expected move for RDDT?
- Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $16.55 (16.8%), a range of $81.90 to $115.00. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Which option screens have trades on RDDT?
- At the last close, these OptionClaws preset screens had passing trades on RDDT: Bull Call Spreads on High-Beta Names (32), Bear Put Spreads Below the 200-Day (4), Long Call Butterflies for Pinning (2), Married Put Protection (1), Fresh Money Flow: Calls (1), Fresh Money Flow: Puts (1). Open a screen in the app to see the individual trades, refreshed intraday.
- Is RDDT option volume above average?
- At the last close, RDDT option volume was 0.9x its average, close to normal.
More market data
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.