Options WhaleEarnings volatility research

Ticker research

RTX Corporation Common Stock (RTX)

$193.92 underlying · data as of Oct 16, 2026, 4:00 PM EDT

Earnings 2026-10-20

Price context

Underlying
$193.92
Expected move
$9.98
Expected move %
5.1%

Options snapshot

ATM implied volatility
50.0%
IV rank
67.7%
Liquidity
ACCEPTABLE
Median spread
25.1%

Catalyst

Next earnings
2026-10-20
Session
Before Market
Days away
4

Strategy opportunities

  • Long Straddle score 0.66

    Buy premium before earnings when event-relative IV is cheap and expansion remains possible.

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  • Long Strangle score 0.63

    Buy out-of-the-money wings to express a cheap-volatility view with defined premium at risk.

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  • Iron Condor score 0.55

    Sell defined-risk premium around the implied-move boundaries when realized moves have frequently remained contained.

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Implied volatility

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Data provenance

Every figure on this page comes from published, reviewed research or labelled historical reconstructions. Modelled cash-secured-put and covered-call premiums are calculated from the published at-the-money implied volatility with Black-Scholes and are not live quotes.