Ticker Options Intelligence

RBRK options intelligence

Name: Sharemaestro RBRK Options Intent Radar
Creator: Sharemaestro
License: https://sharemaestro.com/data-license/

Rubrik, Inc. options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 54 Market data through 17 Sep 2026 Checked 18 Sep 2026 11:04 · complete available chain

Volatility expansion watch

Volatility pressure

RBRK currently carries volatility options pressure with a 54/100 conviction score. The nearest-chain expected move is 5.2%, with volume/open-interest participation at 0.08.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report

Primary read Volatility

Volatility expansion watch

Expected move 5.2%

Near-term move context

Activity / OI 0.08

Current volume is quieter versus prior open interest

Put-call 0.20

Call-side skew

Trend fit 21

Options are not fully confirming trend

Weekly backdrop +23.2%

RS 38.9

Expected move 5.2%

Put-call volume 0.20

Volume / OI 0.08

Reference IV 0.98

Max pain 90.00

Underlying 86.65

Nearest expiry 18 Sep 2026

Contracts 1164

Research Brief

RBRK has a volatility chain read with 54/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 82.19–91.11; The largest call open-interest concentration is 100.00; the largest put concentration is 90.00. The most active strike by current volume is 105.00.

Priced range82.19–91.11

Call concentration100.00

Put concentration90.00

Max pain reference90.00

What would confirm it

A clear directional pressure reading develops and price begins to agree.
Participation is above the ticker's stored normal, which makes the read more noteworthy.

What would weaken it

Volatility falls and the chain remains directionally mixed.
Options and the weekly trend are not yet giving the same message.
Front-expiry volatility is rich, so the signal may be event-driven and vulnerable to volatility compression.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 18 Sep

Options imply 82.19 to 91.11. Max pain at 90.00 sits inside that range, 3.9% above spot.

Spot Max pain

82.1986.65 ± 4.4691.11

Confirmation level

A close beyond 91.11 or below 82.19 at the 18 Sep expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 54/100

Evidence alignment, not probability

Pressure is 75/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure75 × 42%

+31.5

How strongly activity leans toward calls or puts.

Participation42 × 22%

+9.2

Volume relative to existing open interest and contract-level activity.

Trend agreement21 × 26%

+5.5

How closely the chain read agrees with the underlying trend backdrop.

Volatility77 × 10%

+7.7

The intensity of implied volatility and the priced move.

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 100.00; the largest put concentration is 90.00. The most active strike by current volume is 105.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest

50.00-42.3%

622

534

55.00-36.5%

257

70.00-19.2%

690

175

75.00-13.4%

734

191

80.00-7.7%

616

257

85.00-1.9%

832

3773

90.003.9%

9880

155

92.006.2%

534

307

95.009.6%

930

213

96.0010.8%

241

1338

100.0015.4%

11751

529

105.0021.2%

1558

107.0023.5%

534

110.0026.9%

2838

120.0038.5%

1727

130.0050.0%

755

150.0073.1%

496

Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported + model-estimated Greeks · 96% coverage

Call-side gamma sensitivity outweighs the put-side proxy across the retained chain. The largest bars mark levels where delta-hedging sensitivity may be most concentrated.

Net profile+$8.9MDelta change / 1% move

Positive peak110.00+$2.4M

Negative peak95.00-$35,230

Nearest balance87.17Interpolated sign change

StrikeNegativePositiveNet / 1% move

78.00-10.0%

-$230

79.00-8.8%

-$1,157

80.00-7.7%

+$11,632

81.00-6.5%

-$595

82.00-5.4%

-$690

82.50-4.8%

+$18,112

83.00-4.2%

-$83

84.00-3.1%

+$10

85.00-1.9%

+$29,430

86.00-0.8%

+$802

87.000.4%

+$11,489

87.501.0%

-$21,406

88.001.6%

-$2,786

89.002.7%

-$1,617

90.003.9%

+$573,621

91.005.0%

+$2,085

92.006.2%

-$2,606

92.506.8%

+$42,064

93.007.3%

+$5,734

94.008.5%

-$1,675

95.009.6%

-$35,230

Positive call-side proxy Negative put-side proxyHighlighted row is nearest spot strike

Scenario proxy = gamma × open interest × 100 shares × spot² × 1%. Calls are positive and puts negative by convention. Missing Greeks use a Black-Scholes estimate from stored IV with zero rate and dividend assumptions. Open interest does not reveal who is long or short, so this is not observed dealer positioning or a forecast.

Volatility Curve

Front-loaded volatility

1.52× front/back

Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.

0.98 18 Sep 1d

0.41 25 Sep 8d

0.35 2 Oct 15d

0.52 9 Oct 22d

0.66 16 Oct 29d

0.47 23 Oct 36d

0.67 30 Oct 43d

0.63 20 Nov 64d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.

101

103

Put IV Call IV

Historical Replay

How matured reads behaved through expiry

28 matured · 15 directional

Across 15 stored directional transitions, the next stored price moved in the labelled direction 40% of the time.

Directional follow-through40%

Moves contained by pricing43%

Average expiry move11.6%

17 Sep Volatility · 54 23.2% through expiry 5.2% priced · v2.0

15 Sep Bullish · 45 23.2% through expiry 3.4% priced · v2.0

11 Sep Bullish · 51 23.2% through expiry 5.8% priced · v2.0

10 Sep Bullish · 47 -7.5% through expiry 5.7% priced · v2.0

9 Sep Bullish · 48 -7.5% through expiry 6.4% priced · v2.0

8 Sep Bullish · 50 -7.5% through expiry 5.0% priced · v2.0

4 Sep Bullish · 53 -7.5% through expiry 5.8% priced · v2.0

3 Sep Bullish · 46 0.7% through expiry 3.0% priced · v2.0

1 Sep Mixed · 44 0.7% through expiry 6.6% priced · v2.0

25 Aug Volatility · 54 -7.0% through expiry 14.6% priced · v2.0

24 Aug Volatility · 48 -7.0% through expiry 12.9% priced · v2.0

21 Aug Volatility · 59 -7.0% through expiry 13.4% priced · v2.0

Eligible snapshots must have a dated market session, stored signal, and point-in-time market reference. Each observation uses one read per market session and the first stored weekly close on or immediately after expiry; its original calculation version is retained. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

Usable with limits

C69/100

Retained chain100%

Implied volatility100%

Two-sided quotes100%

Open interest100%

Chain status: Complete available chain
Market date: 17 Sep 2026
Calculation: v2.0
Contracts: 1164 / 1164

No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Volatility expansion bet

83/100

Primary intent Volatility expansion bet

The strongest message is movement risk: expected move and implied volatility are carrying more signal than direction.

Flow vs price divergence Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Volatility expansion bet matters because it connects the options headline to the actual evidence: $7.5M of estimated gross traded notional, calls · 91+ days · otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+75

1W price+23.2%

Call premium92%

Put premium8%

Notional split C 92% / P 8% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.

Freshness 0.08 Volume divided by open interest across the visible chain.

Trend fit 21/100 Agreement between options pressure and Sharemaestro market context.

Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.

Conviction clusters Calls · 91+ days · OTM

Calls · 91+ days · OTM calls cluster with 2329 contracts traded, $3.0M estimated gross traded notional, and 40% of visible notional.

$3.0M

Calls · 0-7 days · OTM calls cluster with 4490 contracts traded, $1.3M estimated gross traded notional, and 17% of visible notional.

$1.3M

Calls · 22-45 days · ITM calls cluster with 179 contracts traded, $975,240 estimated gross traded notional, and 13% of visible notional.

$975,240

Calls · 22-45 days · OTM calls cluster with 799 contracts traded, $450,862 estimated gross traded notional, and 6% of visible notional.

$450,862

Calls · 91+ days · ITM calls cluster with 95 contracts traded, $406,735 estimated gross traded notional, and 5% of visible notional.

$406,735

Setup Classification

Opportunity and risk frame

Context, not advice

Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Activity Anomaly

High anomaly

Current options activity is unusually hot versus this ticker's stored history.

Baseline: 29 completed sessions

Volume rank90th

Volume/OI rank86th

IV rank83th

Market Context

Underlying confirmation

Sharemaestro weekly

Close106.71

1W+23.2%

RS38.9

Fair value+66.7%

Options pressure75

Speculation42

Volatility77

Trend fit21

Today Versus Normal

Stored-options context

View history

Expected move 5.2% near normal

30d avg 6.9% · 14 sessions 36th

90d avg - · 29/30 sessions -

180d avg - · 29/60 sessions -

IV 0.98 near normal

30d avg 0.71 · 14 sessions 79th

90d avg - · 29/30 sessions -

180d avg - · 29/60 sessions -

Put-call 0.20 near normal

30d avg 0.43 · 14 sessions 21th

90d avg - · 29/30 sessions -

180d avg - · 29/60 sessions -

Volume/OI 0.08 elevated

30d avg 0.05 · 14 sessions 93th

90d avg - · 29/30 sessions -

180d avg - · 29/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail

6 Aug 10:13 Bullish

Pressure 74

Move 17.2%

7 Aug 11:00 Bullish

Pressure 51

Move 3.1%

10 Aug 10:42 Volatility

Pressure 68

Move 7.2%

10 Aug 16:11 Volatility

Pressure 66

Move 10.7%

12 Aug 10:26 Volatility

Pressure 68

Move 8.9%

12 Aug 21:46 Volatility

Pressure 64

Move 8.2%

13 Aug 21:03 Volatility

Pressure 57

Move 17.1%

14 Aug 15:23 Volatility

Pressure 15

Move 14.4%

Strike Map

Where activity is clustering

Full strike map

Strike22.50

Calls · V 0 · OI 5

Puts · V 0 · OI 0

Strike25.00

Calls · V 0 · OI 2

Puts · V 0 · OI 15

Strike27.50

Calls · V 0 · OI 0

Puts · V 0 · OI 16

Strike30.00

Calls · V 0 · OI 4

Puts · V 0 · OI 121

Strike32.50

Calls · V 0 · OI 1

Puts · V 0 · OI 14

Strike35.00

Calls · V 0 · OI 1

Puts · V 0 · OI 118

Strike37.50

Calls · V 0 · OI 1

Puts · V 0 · OI 29

Strike40.00

Calls · V 0 · OI 61

Puts · V 0 · OI 382

Term Structure

Expiration activity

Volume and IV

Expiry18 Sep 2026

Contracts164

Avg IV0.98

Put-call0.15

Expiry25 Sep 2026

Contracts128

Avg IV0.41

Put-call0.15

Expiry2 Oct 2026

Contracts122

Avg IV0.35

Put-call1.08

Expiry9 Oct 2026

Contracts118

Avg IV0.52

Put-call0.22

Expiry16 Oct 2026

Contracts88

Avg IV0.66

Put-call0.40

Skew

Call/put IV balance

OTM demand

18 Sep 2026Put IV premium

Call IV0.78

Put IV1.62

Skew0.85

25 Sep 2026Call IV premium

Call IV0.68

Put IV0.58

Skew-0.10

2 Oct 2026Put IV premium

Call IV0.59

Put IV1.22

Skew0.63

9 Oct 2026Put IV premium

Call IV0.60

Put IV0.98

Skew0.38

16 Oct 2026Put IV premium

Call IV0.56

Put IV0.65

Skew0.09

Contract Tape

Most active contracts

Full contract tape

ContractRBRK270416C00145000

SideCall

Expiry16 Apr 2027

Strike145.00

Volume1677

OI16

IV0.65

ContractRBRK260925C00110000

SideCall

Expiry25 Sep 2026

Strike110.00

Volume1047

OI182

IV0.68

ContractRBRK260918C00105000

SideCall

Expiry18 Sep 2026

Strike105.00

Volume1042

OI1558

IV0.81

ContractRBRK260918C00110000

SideCall

Expiry18 Sep 2026

Strike110.00

Volume755

OI2838

IV0.68

ContractRBRK260918C00107000

SideCall

Expiry18 Sep 2026

Strike107.00

Volume597

OI534

IV0.74

ContractRBRK260925C00115000

SideCall

Expiry25 Sep 2026

Strike115.00

Volume363

OI41

IV0.56

ContractRBRK261016C00120000

SideCall

Expiry16 Oct 2026

Strike120.00

Volume357

OI804

IV0.56

ContractRBRK261016C00050000

SideCall

Expiry16 Oct 2026

Strike50.00

Volume150

OI193

IV1.36

RBRK options intelligence

Volatility pressure

RBRK has a volatility chain read with 54/100 evidence alignment.

Where the chain says movement becomes exceptional

Why conviction is 54/100

Where open interest and current activity concentrate

Positive gamma proxy

Front-loaded volatility

Downside protection premium

How matured reads behaved through expiry

Usable with limits

Volatility expansion bet

Opportunity and risk frame

High anomaly

Underlying confirmation

Stored-options context

Recent pressure and volatility

Where activity is clustering

Expiration activity

Call/put IV balance

Most active contracts

Send a message

Evidence context

RBRK options intelligence

Volatility pressure

RBRK has a volatility chain read with 54/100 evidence alignment.

Where the chain says movement becomes exceptional

Why conviction is 54/100

Where open interest and current activity concentrate

Positive gamma proxy

Front-loaded volatility

Downside protection premium

How matured reads behaved through expiry

Usable with limits

Volatility expansion bet

Opportunity and risk frame

High anomaly

Underlying confirmation

Stored-options context

Recent pressure and volatility

Where activity is clustering

Expiration activity

Call/put IV balance

Most active contracts

Related research and context

Sharemaestro research

Related News

Market Watch

Earnings