Ticker Options Intelligence

RRX options intelligence

Regal Beloit Corporation options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 57 Market data through 31 Jul 2026 Checked 2 Aug 2026 02:49 · complete available chain

Volatility expansion watch

Volatility pressure

RRX currently carries volatility options pressure with a 57/100 conviction score. The nearest-chain expected move is 12.4%, with volume/open-interest participation at 0.01.

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

Volatility expansion watch

Expected move 12.4%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.06

Call-side skew

Trend fit 1

Options are not fully confirming trend

Weekly backdrop -3.5%

RS 8.1

Expected move 12.4%
Put-call volume 0.06
Volume / OI 0.01
Reference IV 0.63
Max pain 190.00
Underlying 205.23
Nearest expiry 21 Aug 2026
Contracts 512

Research Brief

RRX has a volatility chain read with 57/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 179.68–230.78; The largest call open-interest concentration is 220.00; the largest put concentration is 185.00. The most active strike by current volume is 210.00.

Priced range179.68–230.78
Call concentration220.00
Put concentration185.00
Max pain reference190.00
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 179.68 to 230.78. Max pain at 190.00 sits inside that range, 7.4% below spot.

Spot Max pain
179.68205.23 ± 25.55230.78
Confirmation level

A close beyond 230.78 or below 179.68 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 57/100

Evidence alignment, not probability

Pressure is 93/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure93 × 42%
+39.1

How strongly activity leans toward calls or puts.

Participation40 × 22%
+8.9

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

Trend agreement1 × 26%
+0.3

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

Volatility84 × 10%
+8.4

The intensity of implied volatility and the priced move.

Reconstructed score56.6Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 220.00; the largest put concentration is 185.00. The most active strike by current volume is 210.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
101
155.00-24.5%
1
11
165.00-19.6%
53
26
170.00-17.2%
70
80
180.00-12.3%
13
123
185.00-9.9%
2
12
190.00-7.4%
45
48
195.00-5.0%
25
21
200.00-2.5%
258
82
210.002.3%
20
99
220.007.2%
636
6
230.0012.1%
318
5
240.0016.9%
242
0
250.0021.8%
519
0
280.0036.4%
256
0
290.0041.3%
58
0
300.0046.2%
106
0
330.0060.8%
53
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.16× front/back

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

0.63 21 Aug 21d
0.56 18 Sep 49d
0.56 20 Nov 112d
0.55 18 Dec 140d
0.54 15 Jan 168d
0.55 19 Feb 203d
0.54 17 Jun 321d

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.

165
170
175
180
185
190
195
200
210
220
230
240
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
512 / 512
  • 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: $532500 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+93
1W price-3.5%
Call premium98%
Put premium2%
Notional split C 98% / P 2% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.01 Volume divided by open interest across the visible chain.
Trend fit 1/100 Agreement between options pressure and Sharemaestro market context.
Event window 4 Aug Matched earnings event is 2 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 76 contracts traded, $483900 estimated gross traded notional, and 91% of visible notional.
$483900
Calls · 8-21 days · ATM calls cluster with 13 contracts traded, $14755 estimated gross traded notional, and 3% of visible notional.
$14755
Calls · 8-21 days · ITM calls cluster with 5 contracts traded, $11075 estimated gross traded notional, and 2% of visible notional.
$11075
Puts · 91+ days · OTM puts cluster with 2 contracts traded, $6595 estimated gross traded notional, and 1% of visible notional.
$6595
Calls · 91+ days · OTM calls cluster with 3 contracts traded, $6310 estimated gross traded notional, and 1% of visible notional.
$6310

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

-

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
Close205.23
1W-3.5%
RS8.1
Fair value+32.3%
Options pressure93
Speculation40
Volatility84
Trend fit1

Today Versus Normal

Stored-options context

View history
Expected move 12.4% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.63 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.06 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.01 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 10:23 Volatility
Pressure 99
Move 12.8%
30 Jul 10:20 Volatility
Pressure 86
Move 15.0%
31 Jul 10:10 Volatility
Pressure 60
Move 12.5%
2 Aug 01:49 Volatility
Pressure 93
Move 12.4%

Strike Map

Where activity is clustering

Full strike map
Strike75.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike80.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike85.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike90.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike95.00
Calls · V 0 · OI 1
Puts · V 0 · OI 9
Strike100.00
Calls · V 0 · OI 2
Puts · V 0 · OI 8
Strike105.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike110.00
Calls · V 0 · OI 2
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts80
Avg IV0.63
Put-call0.08
Expiry18 Sep 2026
Contracts54
Avg IV0.56
Put-call0.50
Expiry20 Nov 2026
Contracts80
Avg IV0.56
Put-call-
Expiry18 Dec 2026
Contracts82
Avg IV0.55
Put-call-
Expiry15 Jan 2027
Contracts72
Avg IV0.54
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.64
Put IV0.63
Skew-0.01
18 Sep 2026Balanced skew
Call IV0.55
Put IV0.55
Skew-
20 Nov 2026Balanced skew
Call IV0.55
Put IV0.56
Skew0.01
18 Dec 2026Balanced skew
Call IV0.54
Put IV0.55
Skew0.01
15 Jan 2027Balanced skew
Call IV0.53
Put IV0.55
Skew0.02

Contract Tape

Most active contracts

Full contract tape
ContractRRX261218C00150000
SideCall
Expiry18 Dec 2026
Strike150.00
Volume75
OI2
IV0.60
ContractRRX260821C00210000
SideCall
Expiry21 Aug 2026
Strike210.00
Volume13
OI20
IV0.68
ContractRRX260821C00250000
SideCall
Expiry21 Aug 2026
Strike250.00
Volume6
OI519
IV0.64
ContractRRX260821C00190000
SideCall
Expiry21 Aug 2026
Strike190.00
Volume5
OI45
IV0.68
ContractRRX270617C00330000
SideCall
Expiry17 Jun 2027
Strike330.00
Volume2
OI2
IV0.52
ContractRRX270617C00200000
SideCall
Expiry17 Jun 2027
Strike200.00
Volume1
OI293
IV0.55
ContractRRX270617P00220000
SidePut
Expiry17 Jun 2027
Strike220.00
Volume1
OI151
IV0.54
ContractRRX260821P00185000
SidePut
Expiry21 Aug 2026
Strike185.00
Volume1
OI123
IV0.61