Ticker Options Intelligence

ARCO options intelligence

Arcos Dorados Holdings Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 51 Market data through 3 Aug 2026 Checked 3 Aug 2026 23:36 · complete available chain

Volatility expansion watch

Volatility pressure

ARCO currently carries volatility options pressure with a 51/100 conviction score. The nearest-chain expected move is 11.3%, with volume/open-interest participation at 0.08.

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

Volatility expansion watch

Expected move 11.3%

Wider near-term move priced

Activity / OI 0.08

Current volume is quieter versus prior open interest

Put-call 0.07

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -0.6%

RS -2.9

Expected move 11.3%
Put-call volume 0.07
Volume / OI 0.08
Reference IV 0.64
Max pain 7.50
Underlying 8.17
Nearest expiry 21 Aug 2026
Contracts 21

Research Brief

ARCO has a volatility chain read with 51/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 7.25–9.09; The largest call open-interest concentration is 7.50; the largest put concentration is 7.50. The most active strike by current volume is 12.50.

Priced range7.25–9.09
Call concentration7.50
Put concentration7.50
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.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 7.25 to 9.09. Max pain at 7.50 sits inside that range, 8.2% below spot.

Spot Max pain
7.258.17 ± 0.929.09
Confirmation level

A close beyond 9.09 or below 7.25 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 51/100

Evidence alignment, not probability

Pressure is 97/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure97 × 42%
+40.8

How strongly activity leans toward calls or puts.

Participation10 × 22%
+2.2

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.

Volatility85 × 10%
+8.5

The intensity of implied volatility and the priced move.

Reconstructed score51.5Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 7.50; the largest put concentration is 7.50. The most active strike by current volume is 12.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
2.50-69.4%
0
17
5.00-38.8%
0
469
7.50-8.2%
369
6
10.0022.4%
281
0
12.5053.0%
126
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Model-estimated Greeks · 100% coverage

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+$23,661Delta change / 1% move
Positive peak10.00+$25,148
Negative peak7.50-$2,380
Nearest balance7.72Interpolated sign change
StrikeNegativePositiveNet / 1% move
2.50-69.4%
+$7
5.00-38.8%
-$7
7.50-8.2%
-$2,380
10.0022.4%
+$25,148
12.5053.0%
+$893
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

Balanced volatility curve

0.92× front/back

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

0.64 21 Aug 18d
0.46 18 Sep 46d
1.35 20 Nov 109d
0.69 19 Feb 200d

Volatility by Strike

Smile incomplete

Nearest expiry, within 20% of spot

There is not enough comparable OTM call and put volatility to classify the smile.

8
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 matured · 0 directional

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

A96/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
3 Aug 2026
Calculation
v2.0
Contracts
21 / 21
  • 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

82/100
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: $21,662 of estimated gross traded notional, calls · 91+ days · otm, 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+97
1W price-0.6%
Call premium89%
Put premium11%
Notional split C 89% / P 11% 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 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 12 Aug Matched earnings event is 8 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 · OTM
Calls · 91+ days · OTM calls cluster with 256 contracts traded, $8,848 estimated gross traded notional, and 41% of visible notional.
$8,848
Calls · 91+ days · ITM calls cluster with 20 contracts traded, $5,395 estimated gross traded notional, and 25% of visible notional.
$5,395
Calls · 8-21 days · ITM calls cluster with 12 contracts traded, $4,750 estimated gross traded notional, and 22% of visible notional.
$4,750
Puts · 8-21 days · ITM puts cluster with 8 contracts traded, $1,845 estimated gross traded notional, and 9% of visible notional.
$1,845
Puts · 91+ days · OTM puts cluster with 11 contracts traded, $575 estimated gross traded notional, and 3% of visible notional.
$575

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

-

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

Baseline: 4 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close8.17
1W-0.6%
RS-2.9
Fair value-3.7%
Options pressure97
Speculation10
Volatility85
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 11.3% history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
IV 0.64 history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
Put-call 0.07 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.08 history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:02 Volatility
Pressure 100
Move 12.2%
30 Jul 10:50 Volatility
Pressure -90
Move 9.1%
31 Jul 10:34 Volatility
Pressure 100
Move 10.9%
3 Aug 09:28 Volatility
Pressure 100
Move 12.2%
3 Aug 22:36 Volatility
Pressure 97
Move 11.3%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 1 · OI 0
Puts · V 0 · OI 0
Strike5.00
Calls · V 10 · OI 0
Puts · V 1 · OI 17
Strike7.50
Calls · V 1 · OI 369
Puts · V 2 · OI 469
Strike10.00
Calls · V 1 · OI 281
Puts · V 6 · OI 6
Strike12.50
Calls · V 10 · OI 126
Puts · V 2 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts9
Avg IV0.64
Put-call0.48
Expiry18 Sep 2026
Contracts1
Avg IV0.46
Put-call-
Expiry20 Nov 2026
Contracts6
Avg IV1.35
Put-call0.04
Expiry19 Feb 2027
Contracts5
Avg IV0.69
Put-call0.04

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.52
Put IV0.56
Skew0.05
18 Sep 2026Incomplete skew
Call IV0.46
Put IV-
Skew-
20 Nov 2026Put IV premium
Call IV0.42
Put IV0.76
Skew0.34
19 Feb 2027Call IV premium
Call IV0.48
Put IV0.41
Skew-0.07

Contract Tape

Most active contracts

Full contract tape
ContractARCO270219P00010000
SidePut
Expiry19 Feb 2027
Strike10.00
Volume-
OI30
IV1.01
ContractARCO270219C00002500
SideCall
Expiry19 Feb 2027
Strike2.50
Volume-
OI10
IV1.10
ContractARCO270219C00010000
SideCall
Expiry19 Feb 2027
Strike10.00
Volume250
OI1797
IV0.48
ContractARCO260918C00010000
SideCall
Expiry18 Sep 2026
Strike10.00
Volume20
OI20
IV0.46
ContractARCO260821C00012500
SideCall
Expiry21 Aug 2026
Strike12.50
Volume10
OI126
IV1.08
ContractARCO261120C00005000
SideCall
Expiry20 Nov 2026
Strike5.00
Volume10
OI15
IV0.54
ContractARCO270219P00007500
SidePut
Expiry19 Feb 2027
Strike7.50
Volume10
OI14
IV0.41
ContractARCO260821C00005000
SideCall
Expiry21 Aug 2026
Strike5.00
Volume10
OI-
IV0.00