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Best Options Strategy for RCAT

By Dennis Bosmans · Updated 2026-09-09 · 2 min read · Risk disclaimer

Looking for the best options strategy for Red Cat Holdings, Inc. (RCAT)? There is no single answer — the right play depends on your outlook, your risk tolerance and current implied volatility. Below, our free engine shows the highest-scoring defined-risk strategy on the live RCAT option chain right now, and a simple map from your view on RCAT to the strategy that fits it. Model any of them in the calculator before you trade.

About RCAT

Red Cat Holdings, Inc. (RCAT) is a major company in Aerospace & Defense. Options traders on RCAT tend to watch , since these can drive large moves in the share price.

Today's top-scoring strategy for RCAT

Our engine ranks defined-risk strategies on the live RCAT chain by probability of profit and risk/reward, then surfaces the best-scoring one. It is an educational illustration, not advice.

Iron Condor neutral
Price: $8.32Implied volatility: 84%Expiration: 2026-10-09 (29d)
ActionQtyTypeStrikePremium
BuyPUT$6$0.10
SellPUT$7.5$0.38
SellCALL$9.5$0.45
BuyCALL$11$0.22
P/L at expiry vs today At expiry Today ±1σ
$3$9$14
Max Profit
$51
Max Loss
−$99
Net Credit (received)
$51
Breakeven(s)
$6.99, $10.01
Position Greeks
Δ
3.75
Γ
−17.617
Θ
1.17
ν
−0.82
Time decay (price held)
Implied-volatility skew

Simulation

Forward simulation of 6,000 lognormal price paths to expiration — not a historical backtest.

Win rate
54%
Mean P/L
−$7
Median
$14
Exp. move (1σ)
24%
5th pct
−$99
25th pct
−$71
75th pct
$51
95th pct
$51

Strategy analysis

Simulated price paths (time × price)
now $8BE $7BE $10$5$9$120d15d29d
$-97$-24$49

Greeks vs price

Δ — $ P/L per $1 move in the underlying (share-equivalent exposure).
Θ — $ P/L per day from time decay.
ν — $ P/L per +1% in implied volatility.
Γ — how fast delta changes per $1 move.

Price × volatility (today)

−30%−15%IV+15%+30%
$10−$26−$26−$28−$31−$34
$10−$13−$17−$21−$26−$30
$10−$1−$8−$15−$21−$27
$9$9−$1−$10−$18−$25
$9$15$3−$8−$17−$24
$8$16$3−$8−$17−$25
$8$12−$0−$11−$20−$27
$7$1−$8−$17−$25−$31
$7−$14−$20−$26−$32−$37
$7−$33−$35−$38−$41−$45
$6−$53−$51−$51−$52−$53
Analyze RCAT in the calculator → Share this pick ↗

Live scan from 2026-09-09 · quotes delayed ~15 minutes

Historical backtest: how a Iron Condor on RCAT would have performed

We approximated a Iron Condor on RCAT, entered repeatedly over the past year (93 historical entries, each held to expiration) with Black-Scholes-modelled entry premiums. Here is how that would have played out on real RCAT price history — an educational backtest, not a prediction of future returns.

Trades
93
Win rate
2%
Total P/L
-$117
Avg return on risk
-20%
Best trade
$48
Worst trade
-$199
Cumulative P/L over the backtest

Approximate: entry premiums are modelled with Black-Scholes from trailing realised volatility, held to expiration and settled against the real historical close. Real fills, implied volatility and slippage differ — treat it as directional context, not exact returns.

Implied volatility

RCAT is currently trading with high implied volatility, which makes its options expensive — and attractive to sell. On the options we scanned that was around 84% implied volatility, and higher implied volatility means richer premiums and wider expected moves.

Options on RCAT currently price in about 84% implied volatility, versus roughly 85% the stock has actually realised over the past month. The two are roughly in line, so neither buying nor selling premium has a clear volatility edge here.

Off that volatility, the options market is pricing a move of about ±$1.97 (±24%) in RCAT by 2026-10-09 — a range of roughly $6.35 to $10.29. Strikes inside that band hold most of the premium and see most of the action.

Across strikes, upside calls on RCAT carry a higher implied volatility than downside puts — demand is tilted to the upside, which favours call spreads or selling cash-secured puts.

RCAT options chain highlights: open interest, volume and skew

The live RCAT options chain shows a put/call open-interest ratio of 0.97 (balanced), with at-the-money implied volatility near 82.9%. Open interest clusters at the $10.5 call — a common resistance "wall" — and the $7 put, a support "wall": the strikes option writers are most exposed to into expiration.

Put/Call OI
0.97
Put/Call volume
0.48
ATM IV
82.9%
Put–call IV skew
-10
Call OI wall
$11 · 236
Put OI wall
$7 · 271
Most active call
$11 · 163
Most active put
$7 · 64
Most active strikes (volume)
$5$9$12
Calls   Puts

Snapshot of open interest, volume and implied volatility for the nearest scanned expiration — context, not a trading signal.

RCAT insider trading activity (SEC Form 4)

Open-market insider transactions at RCAT over roughly the last six months, from SEC Form 4 filings. Open-market buys are the rarer, more telling signal — routine selling under pre-arranged plans is common, so read a net-selling figure with that in mind.

Open-market buys
0 · —
Open-market sells
4 · $4.0M
Net (buy − sell)
−$4.0M
InsiderActionSharesValueDate
Moe Christopher R.Sell20,000$210K2026-08-11
Liuzza Nicholas Reyland JRSell55,000$585K2026-08-11
Thompson Jeffrey MSell150,000$1.3M2026-07-15
Funk Paul IISell165,028$1.9M2026-06-11

Source: SEC Form 4 filings via Finnhub. Open-market purchases (P) and sales (S) only — grants, option exercises, gifts and tax withholding are excluded. Informational context, not investment advice.

Liquidity and tradeability

RCAT options are thinly traded, with wide bid-ask spreads around 7.7% near the money that eat into any edge — favour simple single-leg or tight defined-risk trades, and always use limit orders.

Earnings & IV crush

RCAT's next earnings report is due around November 5, 2026. Options that expire after it price in a binary move, so their implied volatility is elevated and usually collapses right after the announcement — an "IV crush". If your expiration falls before this date, the trade sidesteps the event.

Key figures

Market cap
$1.3B
Beta (vs market)
1.35
52-week range
$5.77–$18.78 (20% up the range)
Short interest
21.9% of float · 3.3 days to cover

With 21.9% of RCAT's float sold short, squeeze and gap risk are elevated — one reason its options can stay expensive.

Other strong setups for RCAT

If your view on RCAT differs, these also scored well in the latest scan:

How to choose an options strategy for RCAT

Start with your outlook on RCAT, then match it to a defined-risk structure. Here are the most common choices and when each makes sense:

Bullish

You expect RCAT to rise

Buy a call for leverage with capped risk, or a bull call spread to lower the cost and breakeven when you have a target price.

Long Call → Bull Call Spread →

Bearish

You expect RCAT to fall

Buy a put to profit from a decline with defined risk, or a bear put spread to cheapen the trade when you expect a measured move down.

Long Put → Bear Put Spread →

Neutral

You expect RCAT to trade in a range

Sell an iron condor to collect premium while RCAT stays between two strikes, or write a covered call against shares you already own.

Iron Condor → Covered Call →

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How we pick the best strategy

For each ticker we pull the live option chain, build every supported strategy around the at-the-money strikes, and score them on probability of profit, risk/reward and capital efficiency — favouring defined-risk structures where the maximum loss is known up front. Methodology →

Open RCAT in the free calculator →

Frequently asked questions

What is the best options strategy for RCAT?

It depends on your outlook. Bullish traders often use a long call or bull call spread on RCAT; bearish traders a long put or bear put spread; neutral traders an iron condor or covered call. Our live scan above shows the current highest-scoring defined-risk play.

Are RCAT options liquid enough to trade?

Red Cat Holdings, Inc. (RCAT) is among the most actively-traded US options, which usually means tight bid/ask spreads and plenty of strikes and expirations — though you should always check the open interest and spread on the exact contract.

How much money do I need to trade RCAT options?

Buying a single RCAT call or put can cost as little as the premium (often one to a few hundred dollars), while income strategies like a cash-secured put need enough capital to buy 100 shares if assigned.

Is this financial advice?

No. Everything here is educational and uses delayed, third-party data. It is not a recommendation to trade RCAT or any security. Do your own research.

What does Red Cat Holdings, Inc. do?

Red Cat Holdings, Inc. (RCAT) operates in the Aerospace & Defense industry. The "About Red Cat Holdings, Inc." section above gives a fuller picture of what the company does and how it earns money.

Does Red Cat Holdings, Inc. pay a dividend?

We don't show a confirmed dividend yield for Red Cat Holdings, Inc. here, so treat it as uncertain: before writing calls, check its current dividend and ex-dividend date with your broker — an approaching ex-dividend date can trigger early assignment on in-the-money short calls.

When does Red Cat Holdings, Inc. next report earnings?

Red Cat Holdings, Inc.'s next earnings are expected around November 5, 2026. Implied volatility usually climbs into the report and drops sharply afterwards (IV crush) — important for any options position held over the date.

Price trend

Short term · 1M
▼ -18.7%
Mid term · 3M
▼ -29.3%
Long term · 1Y
▼ -4.6%

Tickers related to RCAT

Comparing RCAT with similar names can help you choose the best options strategy:

SPCXSpace Exploration Technologies Corp.AVAVAeroVironment, Inc.KTOSKratos Defense & Security Solutions, Inc.LHXL3Harris Technologies, Inc.SPYSPDR S&P 500 ETFQQQInvesco QQQ (Nasdaq-100 ETF)

Company information

Headquarters
2800 South West Temple, Suite 5, South Salt Lake, UT, 84115, United States
Industry
Aerospace & Defense
Employees
244
CEO
Mr. Jeffrey M. Thompson
Phone
800 466 9152
Website
redcat.red
Investor relations
www.peacockfinancial.com/frameset.html

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Educational use only. Quotes are delayed ~15 minutes and nothing here is financial advice. Options trading involves substantial risk of loss. Privacy · Terms.