RCAT
Red Cat Holdings, Inc.Pre-market5.19−0.21 −3.80%USD
NasdaqCM · as of Oct 13, 16:00 ET · 15m delayPre-market 5.23 +0.87%
Open
5.29
Prev close
5.39
Day range
5.145.33
52-week range
5.1418.78
Volume
6.77M0.82×
Mkt cap
791.82M
P/E ttm
—
Fwd P/E
-9.34
EPS ttm
-0.8000
Div yield
0.00%
Earnings
Aug 6, 2026
From 52w high
−72.39%
RCAT market-implied price distribution
RCAT Price at Expiry
7 OTM quotes · ATM IV 78.8%
Days to expiry
30
Fri, Nov 13, 2026
P(finish above spot)
52%
spot 5.19
Expected price
5.52
forward 5.29
68% range
4–7
−20.1% / +25.6%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 3.56 | −31.3% |
| 16% | 4.14 | −20.1% |
| 25% | 4.47 | −13.9% |
| 50% (median) | 5.25 | +1.2% |
| 75% | 6.10 | +17.7% |
| 84% | 6.51 | +25.6% |
| 95% | 9.15 | +76.4% |
Move Odds
| Up 5% or more (5.44) | 44% |
|---|---|
| Up 10% or more (5.70) | 37% |
| Down 5% or more (4.93) | 40% |
| Down 10% or more (4.67) | 31% |
Options price a 10%+ drop at 31%, 0.9× the 33% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.