Ticker Options Intelligence

BZUN options intelligence

Baozun Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 56 Market data through 29 Jul 2026 Checked 30 Jul 2026 05:19 · complete available chain

Volatility expansion watch

Volatility pressure

BZUN currently carries volatility options pressure with a 56/100 conviction score. The nearest-chain expected move is 33.3%, with volume/open-interest participation at 0.04.

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

Volatility expansion watch

Expected move 33.3%

Wider near-term move priced

Activity / OI 0.04

Current volume is quieter versus prior open interest

Put-call 0.03

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -1.2%

RS -22.1

Expected move 33.3%
Put-call volume 0.03
Volume / OI 0.04
Reference IV 1.36
Max pain 2.50
Underlying 2.48
Nearest expiry 21 Aug 2026
Contracts 24

Options Intent Radar

Volatility expansion bet

92/100
Primary intent Volatility expansion bet

The strongest message is movement risk: expected move and implied volatility are carrying more signal than 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

Volatility expansion bet matters because it connects the options headline to the actual evidence: $49948 of estimated gross traded notional, calls · 91+ days · atm, 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+95
1W price-1.2%
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.
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 · ATM
Calls · 91+ days · ATM calls cluster with 550 contracts traded, $45375 estimated gross traded notional, and 91% of visible notional.
$45375
Calls · 46-90 days · ATM calls cluster with 55 contracts traded, $3988 estimated gross traded notional, and 8% of visible notional.
$3988
Puts · 46-90 days · ATM puts cluster with 15 contracts traded, $300 estimated gross traded notional, and 1% of visible notional.
$300
Calls · 46-90 days · OTM calls cluster with 18 contracts traded, $180 estimated gross traded notional, and 0% of visible notional.
$180
Puts · 91+ days · ATM puts cluster with 6 contracts traded, $105 estimated gross traded notional, and 0% of visible notional.
$105

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.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

Activity Anomaly

High anomaly

100

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

Volume rank100th
Volume/OI rank100th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close2.48
1W-1.2%
RS-22.1
Fair value-13.4%
Options pressure95
Speculation29
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 33.3% elevated
30d avg 32.0% · 1 read 100th
90d avg 32.0% · 1 read 100th
180d avg 32.0% · 1 read 100th
IV 1.36 elevated
30d avg 1.27 · 1 read 100th
90d avg 1.27 · 1 read 100th
180d avg 1.27 · 1 read 100th
Put-call 0.03 muted
30d avg 0.96 · 1 read 0th
90d avg 0.96 · 1 read 0th
180d avg 0.96 · 1 read 0th
Volume/OI 0.04 elevated
30d avg 0.01 · 1 read 100th
90d avg 0.01 · 1 read 100th
180d avg 0.01 · 1 read 100th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:43 Mixed
Pressure 4
Move 32.0%
30 Jul 04:19 Volatility
Pressure 95
Move 33.3%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 100
Puts · V 0 · OI 154
Strike5.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts6
Avg IV1.36
Put-call-
Expiry18 Sep 2026
Contracts6
Avg IV0.99
Put-call-
Expiry16 Oct 2026
Contracts6
Avg IV1.09
Put-call0.21
Expiry15 Jan 2027
Contracts6
Avg IV0.81
Put-call0.01

Skew

Call/put IV balance

OTM demand
21 Aug 2026Incomplete skew
Call IV1.00
Put IV-
Skew-
18 Sep 2026Incomplete skew
Call IV0.67
Put IV-
Skew-
16 Oct 2026Incomplete skew
Call IV0.89
Put IV-
Skew-
15 Jan 2027Incomplete skew
Call IV0.69
Put IV-
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractBZUN270115C00002500
SideCall
Expiry15 Jan 2027
Strike2.50
Volume550
OI155
IV0.59
ContractBZUN261016C00002500
SideCall
Expiry16 Oct 2026
Strike2.50
Volume55
OI3912
IV0.66
ContractBZUN261016C00005000
SideCall
Expiry16 Oct 2026
Strike5.00
Volume18
OI3198
IV0.89
ContractBZUN261016P00002500
SidePut
Expiry16 Oct 2026
Strike2.50
Volume15
OI4451
IV0.85
ContractBZUN270115P00002500
SidePut
Expiry15 Jan 2027
Strike2.50
Volume6
OI3588
IV0.54
ContractBZUN270115C00005000
SideCall
Expiry15 Jan 2027
Strike5.00
Volume-
OI2324
IV0.69
ContractBZUN260918P00002500
SidePut
Expiry18 Sep 2026
Strike2.50
Volume-
OI180
IV0.37
ContractBZUN260821P00002500
SidePut
Expiry21 Aug 2026
Strike2.50
Volume-
OI154
IV0.54