Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
RVTY options intelligence
Revvity Inc. options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
50
Market data through 31 Jul 2026
Checked 2 Aug 2026 16:12 · complete available chain
Volatility expansion watch
Volatility pressure
RVTY currently carries volatility options pressure with a 50/100 conviction score. The nearest-chain expected move is 10.2%, with volume/open-interest participation at 0.08.
Expected move
10.2%
Wider near-term move priced
Activity / OI
0.08
Current volume is quieter versus prior open interest
Put-call
0.44
Call-side skew
Trend fit
50
Options are not fully confirming trend
Weekly backdrop
+1.9%
RS 6.8
Expected move
10.2%
Put-call volume
0.44
Volume / OI
0.08
Reference IV
0.56
Max pain
110.00
Underlying
112.52
Nearest expiry
21 Aug 2026
Contracts
75
Research Brief
RVTY has a volatility chain read with 50/100 evidence alignment.
The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 101.02–124.02; The largest call open-interest concentration is 110.00; the largest put concentration is 110.00. The most active strike by current volume is 105.00.
Priced range101.02–124.02
Call concentration110.00
Put concentration110.00
Max pain reference110.00
- A clear directional pressure reading develops and price begins to agree.
- Volatility falls and the chain remains directionally mixed.
- Options and the weekly trend are not yet giving the same message.
- 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
Options imply 101.02 to 124.02. Max pain at 110.00 sits inside that range, 2.2% below spot.
Spot
Max pain
101.02112.52 ± 11.50124.02
Confirmation level
A close beyond 124.02 or below 101.02 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 50/100
Pressure is 46/100 toward calls; conviction uses its strength, while the signal label carries its direction.
Directional pressure46 × 42%
+19.3
How strongly activity leans toward calls or puts.
Participation42 × 22%
+9.2
Volume relative to existing open interest and contract-level activity.
Trend agreement50 × 26%
+13.1
How closely the chain read agrees with the underlying trend backdrop.
Volatility79 × 10%
+7.9
The intensity of implied volatility and the priced move.
Positioning by Strike
Where open interest and current activity concentrate
The largest call open-interest concentration is 110.00; the largest put concentration is 110.00. The most active strike by current volume is 105.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.
Put open interestStrikeCall open interest
1
90.00-20.0%
0
6
100.00-11.1%
0
8
105.00-6.7%
1
11
110.00-2.2%
6
0
115.002.2%
5
0
120.006.6%
5
0
125.0011.1%
3
0
130.0015.5%
4
Nearest spot strike Max pain strikeBars show relative OI within this expiry
Gamma Profile by Strike
Positive gamma proxy
Call-side gamma sensitivity outweighs the put-side proxy across the retained chain. The largest bars mark levels where delta-hedging sensitivity may be most concentrated.
Net profile+$143,403Delta change / 1% move
Positive peak105.00+$129,717
Negative peak100.00-$15,629
Nearest balance110.77Interpolated sign change
StrikeNegativePositiveNet / 1% move
65.00-42.2%
-$164
70.00-37.8%
-$362
75.00-33.3%
-$0
80.00-28.9%
-$3,025
85.00-24.5%
-$80
90.00-20.0%
-$107
95.00-15.6%
-$7,079
100.00-11.1%
-$15,629
105.00-6.7%
+$129,717
110.00-2.2%
-$1,282
115.002.2%
+$7,050
120.006.6%
+$9,347
125.0011.1%
+$4,771
130.0015.5%
+$15,686
135.0020.0%
+$816
140.0024.4%
+$2,345
145.0028.9%
+$350
150.0033.3%
+$926
155.0037.8%
+$197
160.0042.2%
+$352
165.0046.6%
+$168
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
Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.
0.56
21 Aug
21d
0.66
18 Sep
49d
0.52
18 Dec
140d
0.49
19 Mar
231d
Volatility by Strike
Downside protection premium
Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.
100
105
110
115
120
125
130
Put IV Call IV
Historical Replay
How matured reads behaved through expiry
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
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
- Chain status
- Complete available chain
- Market date
- 31 Jul 2026
- Calculation
- v2.0
- Contracts
- 75 / 75
- 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
Earnings/event positioning
Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.
Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.
Earnings/event positioning matters because it connects the options headline to the actual evidence: $96,422 of estimated gross traded notional, calls · 46-90 days · itm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.
Options pressure+46
1W price+1.9%
Call premium88%
Put premium12%
Notional split
C 88% / P 12%
Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness
0.08
Volume divided by open interest across the visible chain.
Trend fit
50/100
Agreement between options pressure and Sharemaestro market context.
Event window
4 Aug
Matched earnings event is 1 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Calls · 46-90 days · ITM
calls cluster with 27 contracts traded, $53,646 estimated gross traded notional, and 56% of visible notional.
$53,646
Calls · 91+ days · ITM
calls cluster with 7 contracts traded, $13,085 estimated gross traded notional, and 14% of visible notional.
$13,085
Calls · 91+ days · OTM
calls cluster with 19 contracts traded, $9,028 estimated gross traded notional, and 9% of visible notional.
$9,028
Puts · 91+ days · OTM
puts cluster with 11 contracts traded, $3,968 estimated gross traded notional, and 4% of visible notional.
$3,968
Calls · 91+ days · ATM
calls cluster with 2 contracts traded, $2,655 estimated gross traded notional, and 3% of visible notional.
$2,655
Setup Classification
Opportunity and risk frame
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
Underlying price is close to the max-pain zone.
Activity Anomaly
Warming up
3 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.
Baseline: 3 completed sessions
Volume rank-
Volume/OI rank-
IV rank-
Market Context
Underlying confirmation
Close112.52
1W+1.9%
RS6.8
Fair value+8.6%
Options pressure46
Speculation42
Volatility79
Trend fit50
Today Versus Normal
Stored-options context
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
Pressure Trail
Recent pressure and volatility
29 Jul 10:25
Bullish
Pressure 23
Move 11.0%
30 Jul 10:22
Bullish
Pressure 40
Move 10.4%
31 Jul 10:11
Bullish
Pressure 45
Move 10.5%
2 Aug 10:01
Volatility
Pressure 100
Move 10.2%
2 Aug 15:12
Volatility
Pressure 46
Move 10.2%
Strike Map
Where activity is clustering
Strike90.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike100.00
Calls · V 0 · OI 0
Puts · V 1 · OI 6
Strike105.00
Calls · V 0 · OI 1
Puts · V 5 · OI 8
Strike110.00
Calls · V 1 · OI 6
Puts · V 2 · OI 11
Strike115.00
Calls · V 1 · OI 5
Puts · V 0 · OI 0
Strike120.00
Calls · V 1 · OI 5
Puts · V 0 · OI 0
Strike125.00
Calls · V 2 · OI 3
Puts · V 0 · OI 0
Strike130.00
Calls · V 1 · OI 4
Puts · V 0 · OI 0
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts10
Avg IV0.56
Put-call1.33
Expiry18 Sep 2026
Contracts33
Avg IV0.66
Put-call0.29
Expiry18 Dec 2026
Contracts30
Avg IV0.52
Put-call0.52
Expiry19 Mar 2027
Contracts2
Avg IV0.49
Put-call-
Skew
Call/put IV balance
21 Aug 2026Balanced skew
Call IV0.52
Put IV0.56
Skew0.03
18 Sep 2026Balanced skew
Call IV0.55
Put IV0.58
Skew0.03
18 Dec 2026Balanced skew
Call IV0.53
Put IV0.50
Skew-0.03
19 Mar 2027Incomplete skew
Call IV0.49
Put IV-
Skew-
Contract Tape
Most active contracts
ContractRVTY260918P00115000
SidePut
Expiry18 Sep 2026
Strike115.00
Volume-
OI6
IV1.47
ContractRVTY270319C00140000
SideCall
Expiry19 Mar 2027
Strike140.00
Volume-
OI4
IV0.49
ContractRVTY261218C00090000
SideCall
Expiry18 Dec 2026
Strike90.00
Volume-
OI4
IV0.00
ContractRVTY260918C00065000
SideCall
Expiry18 Sep 2026
Strike65.00
Volume-
OI2
IV0.00
ContractRVTY260918P00045000
SidePut
Expiry18 Sep 2026
Strike45.00
Volume-
OI2
IV1.44
ContractRVTY261218C00095000
SideCall
Expiry18 Dec 2026
Strike95.00
Volume-
OI2
IV0.23
ContractRVTY261218C00075000
SideCall
Expiry18 Dec 2026
Strike75.00
Volume-
OI2
IV0.60
ContractRVTY261218P00105000
SidePut
Expiry18 Dec 2026
Strike105.00
Volume-
OI1
IV0.50
Research Graph
Related research and context
Sharemaestro research
Related News
Market Watch
No recent market-watch posts yet.
Earnings
Plain English Guide
Options context
What usually looks constructive
What usually looks cautious
Options can move quickly and can lose value fast. Treat this as research context, not a buy or sell instruction.