Ticker Options Intelligence

AEG options intelligence

Aegon NV ADR options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 55 Market data through 30 Jul 2026 Checked 31 Jul 2026 11:10 · complete available chain

Volatility expansion watch

Volatility pressure

AEG currently carries volatility options pressure with a 55/100 conviction score. The nearest-chain expected move is 12.9%, with volume/open-interest participation at 0.04.

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

Volatility expansion watch

Expected move 12.9%

Wider near-term move priced

Activity / OI 0.04

Current volume is quieter versus prior open interest

Put-call 0.02

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop +3.4%

RS 13.3

Expected move 12.9%
Put-call volume 0.02
Volume / OI 0.04
Reference IV 0.88
Max pain 7.50
Underlying 9.13
Nearest expiry 21 Aug 2026
Contracts 54

Research Brief

AEG has a volatility chain read with 55/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 7.96–10.30; The largest call open-interest concentration is 10.00; the largest put concentration is 10.00. The most active strike by current volume is 5.00.

Priced range7.96–10.30
Call concentration10.00
Put concentration10.00
Max pain reference7.50
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
What would weaken it
  • 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

Size, not direction · through 21 Aug

Options imply 7.96 to 10.30. Max pain at 7.50 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
7.969.13 ± 1.1710.30
Confirmation level

A close beyond 10.30 or below 7.96 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 55/100

Evidence alignment, not probability

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

Directional pressure100 × 42%
+42.0

How strongly activity leans toward calls or puts.

Participation17 × 22%
+3.7

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

Trend agreement0 × 26%
+0.0

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 score55.3Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 10.00; the largest put concentration is 10.00. The most active strike by current volume is 5.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
3
2.50-72.6%
3
0
5.00-45.2%
1
0
7.50-17.9%
2
6
10.009.5%
81
0
12.5036.9%
2
0
15.0064.3%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

3.34× front/back

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

0.88 21 Aug 22d
0.58 18 Sep 50d
0.34 16 Oct 78d
0.26 15 Jan 169d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

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

8
10
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

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
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
30 Jul 2026
Calculation
v2.0
Contracts
54 / 54
  • 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

85/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $10850 of estimated gross traded notional, calls · 91+ 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+100
1W price+3.4%
Call premium99%
Put premium1%
Notional split C 99% / P 1% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.04 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 20 Aug Matched earnings event is 18 days away.
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 30 contracts traded, $6000 estimated gross traded notional, and 55% of visible notional.
$6000
Calls · 91+ days · OTM calls cluster with 50 contracts traded, $1460 estimated gross traded notional, and 13% of visible notional.
$1460
Calls · 46-90 days · ITM calls cluster with 4 contracts traded, $1325 estimated gross traded notional, and 12% of visible notional.
$1325
Calls · 46-90 days · OTM calls cluster with 46 contracts traded, $1035 estimated gross traded notional, and 10% of visible notional.
$1035
Calls · 8-21 days · ITM calls cluster with 2 contracts traded, $920 estimated gross traded notional, and 8% of visible notional.
$920

Setup Classification

Opportunity and risk frame

Context, not advice
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.

Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Activity Anomaly

Warming up

-

2 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 2 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close9.44
1W+3.4%
RS13.3
Fair value+52.7%
Options pressure100
Speculation17
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 12.9% history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
IV 0.88 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Put-call 0.02 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Volume/OI 0.04 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:24 Volatility
Pressure 100
Move 14.0%
30 Jul 10:20 Volatility
Pressure 74
Move 14.8%
31 Jul 10:10 Volatility
Pressure 100
Move 12.9%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 3
Puts · V 1 · OI 3
Strike5.00
Calls · V 2 · OI 1
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 2
Puts · V 0 · OI 0
Strike10.00
Calls · V 0 · OI 81
Puts · V 0 · OI 6
Strike12.50
Calls · V 0 · OI 2
Puts · V 0 · OI 0
Strike15.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts12
Avg IV0.88
Put-call0.50
Expiry18 Sep 2026
Contracts14
Avg IV0.58
Put-call-
Expiry16 Oct 2026
Contracts14
Avg IV0.34
Put-call-
Expiry15 Jan 2027
Contracts14
Avg IV0.26
Put-call0.01

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.15
Put IV0.48
Skew0.33
18 Sep 2026Put IV premium
Call IV0.09
Put IV0.33
Skew0.23
16 Oct 2026Balanced skew
Call IV0.23
Put IV0.27
Skew0.04
15 Jan 2027Put IV premium
Call IV0.22
Put IV0.37
Skew0.15

Contract Tape

Most active contracts

Full contract tape
ContractAEG261016C00010000
SideCall
Expiry16 Oct 2026
Strike10.00
Volume46
OI567
IV0.23
ContractAEG270115C00010000
SideCall
Expiry15 Jan 2027
Strike10.00
Volume32
OI390
IV0.22
ContractAEG270115C00007500
SideCall
Expiry15 Jan 2027
Strike7.50
Volume30
OI794
IV0.01
ContractAEG270115C00012500
SideCall
Expiry15 Jan 2027
Strike12.50
Volume18
OI-
IV0.19
ContractAEG260821C00005000
SideCall
Expiry21 Aug 2026
Strike5.00
Volume2
OI1
IV2.00
ContractAEG260918C00007500
SideCall
Expiry18 Sep 2026
Strike7.50
Volume2
OI-
IV0.45
ContractAEG260918C00005000
SideCall
Expiry18 Sep 2026
Strike5.00
Volume2
OI-
IV1.29
ContractAEG260821P00002500
SidePut
Expiry21 Aug 2026
Strike2.50
Volume1
OI3
IV2.36