RZLV Cash-Secured Put Strategy
RZLV (Rezolve AI PLC), in the Technology sector, (Software - Infrastructure industry), listed on NASDAQ.
Rezolve AI PLC provides AI solutions for commerce. Its platform empowers retailers, brands, and manufacturers to create dynamic connections with consumers transcending barriers of location and device. The company was formerly known as Rezolve AI Limited and changed its name to Rezolve AI PLC in March 2025. Rezolve AI PLC founded in 2016 and is based in London, the United Kingdom.
RZLV (Rezolve AI PLC) trades in the Technology sector, specifically Software - Infrastructure, with a market capitalization of approximately $700.7M, a beta of -0.20 versus the broader market, a 52-week range of 1.9-8.45, average daily share volume of 16.6M, a public-listing history dating back to 2000, approximately 26 full-time employees. These structural characteristics shape how RZLV stock options price implied volatility around earnings windows, capital events, and macro-driven sector rotations.
A beta of -0.20 indicates RZLV has historically moved less than the broader market, dampening realized volatility and producing tighter expected-move bands per unit of dollar exposure.
What is a cash-secured put on RZLV?
A cash-secured put sells an out-of-the-money put while holding cash equal to the strike-times-100 obligation, keeping the premium when the underlying stays above the strike.
Current RZLV snapshot
As of May 15, 2026, spot at $2.55, ATM IV 101.20%, IV rank 13.59%, expected move 29.01%. The cash-secured put on RZLV below is built from the same end-of-day chain, with strikes snapped to listed contracts and premiums pulled from the bid/ask midpoint at a 28-day expiry.
Why this cash-secured put structure on RZLV specifically: RZLV IV at 101.20% is on the cheap side of its 1-year range, which means a premium-selling RZLV cash-secured put collects less credit per unit of strike-width risk, with a market-implied 1-standard-deviation move of approximately 29.01% (roughly $0.74 on the underlying). The 28-day window matched to the front-month expiry keeps theta exposure bounded while still capturing the post-snapshot move; longer-dated RZLV expiries trade a higher absolute premium for lower per-day decay. Position sizing on RZLV should anchor to the underlying notional of $2.55 per share and to the trader's directional view on RZLV stock.
RZLV cash-secured put setup
The RZLV cash-secured put below is built from the end-of-day chain, with each option leg priced at the bid/ask midpoint of its listed strike. With RZLV near $2.55, the first option leg uses a $2.42 strike; additional legs (when the strategy has them) anchor to spot-relative offsets. Premiums come from the bid/ask midpoint on the listed RZLV chain at a 28-day expiry; the cross-strike IV skew is reflected directly in the per-leg values rather than approximated. Quantity sizing assumes one contract per option leg (or 100 RZLV shares for the stock leg in covered calls and collars).
| Action | Type | Strike / Basis | Premium (est) |
|---|---|---|---|
| Sell 1 | Put | $2.42 | N/A |
RZLV cash-secured put risk and reward
- Net Premium / Debit
- N/A
- Max Profit (per contract)
- Unbounded
- Max Loss (per contract)
- Unbounded
- Breakeven(s)
- None on modeled curve
- Risk / Reward Ratio
- N/A
Max profit equals premium times 100; max loss equals strike minus premium times 100 (at zero, assuming assignment). Breakeven is strike minus premium.
RZLV cash-secured put payoff curve
Modeled P&L at expiration across a range of underlying prices for the cash-secured put on RZLV. Each row is one sampled price point from the computed payoff curve; the full curve uses 200 price points internally before being summarized into 10 rows here.
When traders use cash-secured put on RZLV
Cash-secured puts on RZLV earn premium while a trader waits to acquire RZLV stock at a target strike below the current quote; most attractive when IV is rich and the trader is comfortable owning RZLV.
RZLV thesis for this cash-secured put
The market-implied 1-standard-deviation range for RZLV extends from approximately $1.81 on the downside to $3.29 on the upside. A RZLV cash-secured put lets a trader earn premium while waiting to acquire RZLV at the strike price; the strategy is most attractive when the trader is comfortable holding the underlying at that level and IV is rich enough to compensate for the assignment risk. Current RZLV IV rank near 13.59% sits in the lower third of its 1-year distribution, where IV often re-expands toward the mean; this favors premium-buying structures and disadvantages premium-selling structures on RZLV at 101.20%. As a Technology name, RZLV options can move on sector-level news flow (peer earnings, regulatory updates, industry-specific macro data) in addition to RZLV-specific events.
RZLV cash-secured put positions are structurally neutral to slightly bullish; the modeled P&L assumes European-style exercise at expiration and ignores early assignment, transaction costs, dividends paid before expiry on the stock leg (when present), and the bid-ask spread on the listed chain. RZLV positions also carry Technology sector concentration risk; news flow inside the sector (peer earnings, regulatory shifts, supply-chain headlines) can move RZLV alongside the broader basket even when RZLV-specific fundamentals are unchanged. Short-premium structures like a cash-secured put on RZLV carry tail risk when realized volatility exceeds the implied move; review historical RZLV earnings reactions and macro stress periods before sizing. Always rebuild the position from current RZLV chain quotes before placing a trade.
Frequently asked questions
- What is a cash-secured put on RZLV?
- A cash-secured put on RZLV is the cash-secured put strategy applied to RZLV (stock). The strategy is structurally neutral to slightly bullish: A cash-secured put sells an out-of-the-money put while holding cash equal to the strike-times-100 obligation, keeping the premium when the underlying stays above the strike. With RZLV stock trading near $2.55, the strikes shown on this page are snapped to the nearest listed RZLV chain strike and the premiums come straight from the end-of-day bid/ask midpoint.
- How are RZLV cash-secured put max profit and max loss calculated?
- Max profit equals premium times 100; max loss equals strike minus premium times 100 (at zero, assuming assignment). Breakeven is strike minus premium. For the RZLV cash-secured put priced from the end-of-day chain at a 30-day expiry (ATM IV 101.20%), the computed maximum profit is unbounded per contract and the computed maximum loss is unbounded per contract. Live intraday quotes will differ as the chain moves through the trading session.
- What is the breakeven for a RZLV cash-secured put?
- The breakeven for the RZLV cash-secured put priced on this page is no defined breakeven on the modeled curve at expiration, derived from end-of-day chain premiums. Breakeven is the underlying price at which the strategy's P&L crosses zero ignoring transaction costs and assignment risk. The current RZLV market-implied 1-standard-deviation expected move is approximately 29.01%; if the move sits well outside the breakeven distance, the structure's risk-reward becomes correspondingly tighter.
- When should you consider a cash-secured put on RZLV?
- Cash-secured puts on RZLV earn premium while a trader waits to acquire RZLV stock at a target strike below the current quote; most attractive when IV is rich and the trader is comfortable owning RZLV.
- How does current RZLV implied volatility affect this cash-secured put?
- RZLV ATM IV is at 101.20% with IV rank near 13.59%, which is on the low end of its 1-year range. Premium-buying structures (long call, long put, debit spreads) are relatively cheap in this regime; premium-selling structures collect less credit per unit risk.