Ticker Options Intelligence

LOCO options intelligence

El Pollo Loco Holdings Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 35 Market data through 31 Jul 2026 Checked 2 Aug 2026 14:49 · complete available chain

Options-market disagreement

Mixed pressure

LOCO currently carries mixed options pressure with a 35/100 conviction score. The nearest-chain expected move is 11.1%, with volume/open-interest participation at 0.00.

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

Options-market disagreement

Expected move 11.1%

Wider near-term move priced

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call -

Balanced tape

Trend fit 94

Options agree with trend context

Weekly backdrop +3.3%

RS 24.4

Expected move 11.1%
Put-call volume -
Volume / OI -
Reference IV 0.46
Max pain 15.00
Underlying 16.46
Nearest expiry 21 Aug 2026
Contracts 146

Research Brief

LOCO has a mixed chain read with 35/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 14.63–18.29; The largest call open-interest concentration is 17.00; the largest put concentration is 15.00. The most active strike by current volume is 8.00.

Priced range14.63–18.29
Call concentration17.00
Put concentration15.00
Max pain reference15.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
  • The current chain read already agrees with the stored weekly trend context.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 14.63 to 18.29. Max pain at 15.00 sits inside that range, 8.9% below spot.

Spot Max pain
14.6316.46 ± 1.8318.29
Confirmation level

A close beyond 18.29 or below 14.63 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 35/100

Evidence alignment, not probability

Pressure is 7/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure7 × 42%
+3.1

How strongly activity leans toward calls or puts.

Participation0 × 22%
+0.0

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

Trend agreement94 × 26%
+24.5

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

Volatility72 × 10%
+7.2

The intensity of implied volatility and the priced move.

Reconstructed score34.8Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 17.00; the largest put concentration is 15.00. The most active strike by current volume is 8.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
8.00-51.4%
0
0
9.00-45.3%
0
0
10.00-39.2%
0
0
11.00-33.2%
0
0
12.00-27.1%
0
0
13.00-21.0%
0
0
14.00-14.9%
2
9
15.00-8.9%
6
0
16.00-2.8%
15
0
17.003.3%
25
0
18.009.4%
9
0
19.0015.4%
0
0
20.0021.5%
0
0
21.0027.6%
0
0
22.0033.7%
0
0
23.0039.7%
0
0
25.0051.9%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Balanced volatility curve

1.06× front/back

Near- and longer-dated implied volatility are broadly aligned; no exceptional front-expiry premium is visible.

0.46 21 Aug 21d
0.32 18 Sep 49d
0.45 18 Dec 140d
0.44 19 Mar 231d

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.

14
15
16
17
18
19
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

High

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
146 / 146
  • 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

Likely noise

35/100
Primary intent Likely noise

Visible options activity is too thin or mixed to support a strong intent classification.

Flow vs price divergence No clean flow/price divergence

The options read is mixed, so divergence is not strong enough to classify.

Why this matters

Likely noise matters because it connects the options headline to the actual evidence: $0 of estimated gross traded notional, no dominant cluster, and a no clean flow/price divergence backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+7
1W price+3.3%
Call premium0%
Put premium0%
Notional split C 0% / P 0% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.00 Volume divided by open interest across the visible chain.
Trend fit 94/100 Agreement between options pressure and Sharemaestro market context.
Event window 6 Aug Matched earnings event is 4 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 No dominant cluster

No high-conviction option cluster is visible in this snapshot.

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

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

Sharemaestro weekly
Close16.46
1W+3.3%
RS24.4
Fair value+48.7%
Options pressure7
Speculation0
Volatility72
Trend fit94

Today Versus Normal

Stored-options context

View history
Expected move 11.1% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.46 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call - history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Volume/OI 0.00 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:28 Bullish
Pressure 41
Move 12.1%
30 Jul 11:13 Volatility
Pressure 76
Move 18.2%
31 Jul 10:50 Mixed
Pressure 7
Move 11.4%
2 Aug 13:49 Mixed
Pressure 7
Move 11.1%

Strike Map

Where activity is clustering

Full strike map
Strike8.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike9.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike10.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike11.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike12.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike13.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike14.00
Calls · V 0 · OI 2
Puts · V 0 · OI 0
Strike15.00
Calls · V 0 · OI 6
Puts · V 0 · OI 9

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts36
Avg IV0.46
Put-call-
Expiry18 Sep 2026
Contracts40
Avg IV0.32
Put-call-
Expiry18 Dec 2026
Contracts36
Avg IV0.45
Put-call-
Expiry19 Mar 2027
Contracts34
Avg IV0.44
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.59
Put IV0.08
Skew-0.51
18 Sep 2026Call IV premium
Call IV0.45
Put IV0.06
Skew-0.39
18 Dec 2026Put IV premium
Call IV0.40
Put IV0.58
Skew0.19
19 Mar 2027Put IV premium
Call IV0.07
Put IV0.54
Skew0.47

Contract Tape

Most active contracts

Full contract tape
ContractLOCO260918C00015000
SideCall
Expiry18 Sep 2026
Strike15.00
Volume-
OI77
IV0.70
ContractLOCO260918P00013000
SidePut
Expiry18 Sep 2026
Strike13.00
Volume-
OI49
IV0.31
ContractLOCO260918C00016000
SideCall
Expiry18 Sep 2026
Strike16.00
Volume-
OI37
IV0.59
ContractLOCO260821C00017000
SideCall
Expiry21 Aug 2026
Strike17.00
Volume-
OI25
IV0.59
ContractLOCO260918C00014000
SideCall
Expiry18 Sep 2026
Strike14.00
Volume-
OI23
IV0.56
ContractLOCO260918C00018000
SideCall
Expiry18 Sep 2026
Strike18.00
Volume-
OI22
IV0.12
ContractLOCO261218C00014000
SideCall
Expiry18 Dec 2026
Strike14.00
Volume-
OI15
IV0.34
ContractLOCO260821C00016000
SideCall
Expiry21 Aug 2026
Strike16.00
Volume-
OI15
IV1.00