Ticker Options Intelligence

AERO options intelligence

Grupo Aeroméxico, S.A.B. de C.V. options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 43 Market data through 11 Aug 2026 Checked 12 Aug 2026 00:02 · complete available chain

Put-side pressure

Bearish pressure

AERO currently carries bearish options pressure with a 43/100 conviction score. The nearest-chain expected move is 14.4%, with volume/open-interest participation at 0.25.

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

Put-side pressure

Expected move 14.4%

Wider near-term move priced

Activity / OI 0.25

Current volume is quieter versus prior open interest

Put-call 1.54

Put-side skew

Trend fit 72

Options agree with trend context

Weekly backdrop +3.2%

Sharemaestro weekly context

Expected move 14.4%
Put-call volume 1.54
Volume / OI 0.25
Reference IV 1.53
Max pain 15.00
Underlying 15.90
Nearest expiry 21 Aug 2026
Contracts 32

Research Brief

AERO has a bearish chain read with 43/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 13.61–18.19; The largest call open-interest concentration is 17.50; the largest put concentration is 15.00. The most active strike by current volume is 12.50.

Priced range13.61–18.19
Call concentration17.50
Put concentration15.00
Max pain reference15.00
What would confirm it
  • Price remains weak while put-side concentration persists.
  • The current chain read already agrees with the stored weekly trend context.
  • Participation is above the ticker's stored normal, which makes the read more noteworthy.
What would weaken it
  • Price recovers while put pressure fades or reverses toward calls.
  • 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 21 Aug

Options imply 13.61 to 18.19. Max pain at 15.00 sits inside that range, 5.7% below spot.

Spot Max pain
13.6115.90 ± 2.2918.19
Confirmation level

A close beyond 18.19 or below 13.61 at the 21 Aug 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 43/100

Evidence alignment, not probability

Pressure is 28/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure28 × 42%
+11.9

How strongly activity leans toward calls or puts.

Participation14 × 22%
+3.1

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

Trend agreement72 × 26%
+18.6

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

Volatility96 × 10%
+9.6

The intensity of implied volatility and the priced move.

Reconstructed score43.2Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 17.50; the largest put concentration is 15.00. The most active strike by current volume is 12.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
5.00-68.6%
0
1
7.50-52.8%
0
23
12.50-21.4%
0
110
15.00-5.7%
10
6
17.5010.1%
11
0
20.0025.8%
1
0
22.5041.5%
3
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Negative gamma proxy

Model-estimated Greeks · 100% coverage

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

Net profile-$4,401Delta change / 1% move
Positive peak17.50+$552
Negative peak15.00-$4,890
Nearest balance17.25Interpolated sign change
StrikeNegativePositiveNet / 1% move
7.50-52.8%
-$1
10.00-37.1%
+$17
12.50-21.4%
-$254
15.00-5.7%
-$4,890
17.5010.1%
+$552
20.0025.8%
+$61
22.5041.5%
+$85
25.0057.2%
+$21
30.0088.7%
+$8
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

2.20× front/back

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

1.53 21 Aug 10d
1.42 18 Sep 38d
0.80 20 Nov 101d
0.70 19 Feb 192d

Volatility by Strike

Upside optionality premium

Nearest expiry, within 20% of spot

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

15
18
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 matured · 0 directional

Forward validation is building. The earliest eligible stored read expires 21 Aug 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Auditable calculationoriginal version retained
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

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

High

A95/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
11 Aug 2026
Calculation
v2.0
Contracts
32 / 32
  • 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

Put-heavy activity

63/100
Primary intent Put-heavy activity

Put-side activity dominates. This can reflect hedging or directional positioning, but the chain alone cannot distinguish buying from selling.

Flow vs price divergence Bearish flow against rising price

Put-side pressure is building while price is rising, a cautionary divergence.

Why this matters

Put-heavy activity matters because it connects the options headline to the actual evidence: $10,110 of estimated gross traded notional, calls · 91+ days · itm, and a bearish flow against rising price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure-28
1W price+3.2%
Call premium61%
Put premium39%
Notional split C 61% / P 39% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.25 Volume divided by open interest across the visible chain.
Trend fit 72/100 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 · ITM
Calls · 91+ days · ITM calls cluster with 10 contracts traded, $4,630 estimated gross traded notional, and 46% of visible notional.
$4,630
Puts · 22-45 days · ITM puts cluster with 5 contracts traded, $1,125 estimated gross traded notional, and 11% of visible notional.
$1,125
Puts · 8-21 days · ITM puts cluster with 5 contracts traded, $1,038 estimated gross traded notional, and 10% of visible notional.
$1,038
Puts · 91+ days · ITM puts cluster with 1 contracts traded, $915 estimated gross traded notional, and 9% of visible notional.
$915
Calls · 91+ days · OTM calls cluster with 6 contracts traded, $823 estimated gross traded notional, and 8% of visible notional.
$823

Setup Classification

Opportunity and risk frame

Context, not advice
Positive Options-confirmed trend

Positioning agrees with the Sharemaestro trend backdrop.

Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Activity Anomaly

High anomaly

100

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

Baseline: 10 completed sessions

Volume rank100th
Volume/OI rank100th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close15.90
1W+3.2%
RS-
Fair value-8.5%
Options pressure-28
Speculation14
Volatility96
Trend fit72

Today Versus Normal

Stored-options context

View history
Expected move 14.4% elevated
30d avg 10.8% · 10 sessions 90th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
IV 1.53 elevated
30d avg 0.57 · 10 sessions 100th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
Put-call 1.54 history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
Volume/OI 0.25 elevated
30d avg 0.04 · 10 sessions 100th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:57 Mixed
Pressure -7
Move 14.7%
30 Jul 08:59 Mixed
Pressure -7
Move 11.6%
30 Jul 15:19 Mixed
Pressure -10
Move 12.0%
31 Jul 13:51 Mixed
Pressure -10
Move 12.0%
1 Aug 07:13 Mixed
Pressure -7
Move 14.9%
3 Aug 11:46 Mixed
Pressure -7
Move 10.7%
3 Aug 20:30 Volatility
Pressure -15
Move 15.7%
4 Aug 00:43 Mixed
Pressure -2
Move 10.1%

Strike Map

Where activity is clustering

Full strike map
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike12.50
Calls · V 0 · OI 0
Puts · V 20 · OI 23
Strike15.00
Calls · V 3 · OI 10
Puts · V 5 · OI 110
Strike17.50
Calls · V 3 · OI 11
Puts · V 5 · OI 6
Strike20.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike22.50
Calls · V 2 · OI 3
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts9
Avg IV1.53
Put-call3.75
Expiry18 Sep 2026
Contracts8
Avg IV1.42
Put-call-
Expiry20 Nov 2026
Contracts8
Avg IV0.80
Put-call0.25
Expiry19 Feb 2027
Contracts7
Avg IV0.70
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.75
Put IV0.64
Skew-0.11
18 Sep 2026Put IV premium
Call IV0.54
Put IV0.88
Skew0.33
20 Nov 2026Call IV premium
Call IV0.71
Put IV0.03
Skew-0.67
19 Feb 2027Put IV premium
Call IV0.63
Put IV0.69
Skew0.05

Contract Tape

Most active contracts

Full contract tape
ContractAERO260918C00017500
SideCall
Expiry18 Sep 2026
Strike17.50
Volume-
OI6
IV0.54
ContractAERO260918C00010000
SideCall
Expiry18 Sep 2026
Strike10.00
Volume-
OI1
IV1.15
ContractAERO270219C00020000
SideCall
Expiry19 Feb 2027
Strike20.00
Volume-
OI1
IV0.62
ContractAERO260821C00020000
SideCall
Expiry21 Aug 2026
Strike20.00
Volume-
OI1
IV1.71
ContractAERO261120C00030000
SideCall
Expiry20 Nov 2026
Strike30.00
Volume-
OI1
IV1.20
ContractAERO260821P00007500
SidePut
Expiry21 Aug 2026
Strike7.50
Volume-
OI1
IV3.86
ContractAERO260918P00020000
SidePut
Expiry18 Sep 2026
Strike20.00
Volume-
OI1
IV1.30
ContractAERO260918P00012500
SidePut
Expiry18 Sep 2026
Strike12.50
Volume-
OI1
IV0.88

Research Graph

Related research and context

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Evidence context