Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
MGPI options intelligence
MGP Ingredients Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
54
Market data through 29 Jul 2026
Checked 30 Jul 2026 07:17 · complete available chain
Volatility expansion watch
Volatility pressure
MGPI currently carries volatility options pressure with a 54/100 conviction score. The nearest-chain expected move is 12.3%, with volume/open-interest participation at 0.02.
Expected move
12.3%
Wider near-term move priced
Activity / OI
0.02
Current volume is quieter versus prior open interest
Put-call
0.04
Call-side skew
Trend fit
0
Options are not fully confirming trend
Weekly backdrop
-1.0%
RS -27.9
Expected move
12.3%
Put-call volume
0.04
Volume / OI
0.02
Reference IV
0.50
Max pain
17.50
Underlying
17.69
Nearest expiry
21 Aug 2026
Contracts
92
Options Intent Radar
Earnings/event positioning
Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.
Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.
Earnings/event positioning matters because it connects the options headline to the actual evidence: $6430 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+94
1W price-1.0%
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
0.02
Volume divided by open interest across the visible chain.
Trend fit
0/100
Agreement between options pressure and Sharemaestro market context.
Event window
30 Jul
Matched earnings event is 0 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Calls · 91+ days · OTM
calls cluster with 16 contracts traded, $2708 estimated gross traded notional, and 42% of visible notional.
$2708
Calls · 22-45 days · OTM
calls cluster with 85 contracts traded, $2400 estimated gross traded notional, and 37% of visible notional.
$2400
Calls · 91+ days · ITM
calls cluster with 1 contracts traded, $495 estimated gross traded notional, and 8% of visible notional.
$495
Calls · 46-90 days · OTM
calls cluster with 5 contracts traded, $288 estimated gross traded notional, and 4% of visible notional.
$288
Calls · 46-90 days · ATM
calls cluster with 1 contracts traded, $262 estimated gross traded notional, and 4% of visible notional.
$262
Setup Classification
Opportunity and risk frame
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
Options positioning is not confirming the underlying trend context.
Underlying price is close to the max-pain zone.
Activity Anomaly
Quiet tape
Activity is muted versus this ticker's stored history.
Volume rank0th
Volume/OI rank0th
IV rank0th
Market Context
Underlying confirmation
Close17.69
1W-1.0%
RS-27.9
Fair value-65.7%
Options pressure94
Speculation31
Volatility75
Trend fit0
Today Versus Normal
Stored-options context
30d avg 15.7% · 1 read
0th
90d avg 15.7% · 1 read
0th
180d avg 15.7% · 1 read
0th
30d avg 0.62 · 1 read
0th
90d avg 0.62 · 1 read
0th
180d avg 0.62 · 1 read
0th
30d avg 0.16 · 1 read
0th
90d avg 0.16 · 1 read
0th
180d avg 0.16 · 1 read
0th
30d avg 0.08 · 1 read
0th
90d avg 0.08 · 1 read
0th
180d avg 0.08 · 1 read
0th
Pressure Trail
Recent pressure and volatility
29 Jul 11:29
Volatility
Pressure 75
Move 15.7%
30 Jul 06:17
Volatility
Pressure 94
Move 12.3%
Strike Map
Where activity is clustering
Strike2.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike10.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike12.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike15.00
Calls · V 0 · OI 0
Puts · V 4 · OI 24
Strike17.50
Calls · V 1 · OI 7
Puts · V 0 · OI 23
Strike20.00
Calls · V 35 · OI 231
Puts · V 0 · OI 0
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts22
Avg IV0.50
Put-call0.05
Expiry18 Sep 2026
Contracts20
Avg IV0.38
Put-call-
Expiry18 Dec 2026
Contracts26
Avg IV0.48
Put-call-
Expiry19 Mar 2027
Contracts24
Avg IV0.53
Put-call-
Skew
Call/put IV balance
21 Aug 2026Put IV premium
Call IV0.42
Put IV0.69
Skew0.26
18 Sep 2026Call IV premium
Call IV0.39
Put IV0.11
Skew-0.27
18 Dec 2026Put IV premium
Call IV0.44
Put IV0.57
Skew0.13
19 Mar 2027Put IV premium
Call IV0.53
Put IV0.65
Skew0.12
Contract Tape
Most active contracts
ContractMGPI260821C00022500
SideCall
Expiry21 Aug 2026
Strike22.50
Volume50
OI13
IV0.33
ContractMGPI260821C00020000
SideCall
Expiry21 Aug 2026
Strike20.00
Volume35
OI231
IV0.42
ContractMGPI261218C00020000
SideCall
Expiry18 Dec 2026
Strike20.00
Volume15
OI1030
IV0.43
ContractMGPI260918C00020000
SideCall
Expiry18 Sep 2026
Strike20.00
Volume4
OI26
IV0.39
ContractMGPI260821P00015000
SidePut
Expiry21 Aug 2026
Strike15.00
Volume4
OI24
IV0.69
ContractMGPI260918C00025000
SideCall
Expiry18 Sep 2026
Strike25.00
Volume1
OI952
IV0.54
ContractMGPI260918C00017500
SideCall
Expiry18 Sep 2026
Strike17.50
Volume1
OI24
IV0.67
ContractMGPI260821C00017500
SideCall
Expiry21 Aug 2026
Strike17.50
Volume1
OI7
IV0.80
Research Graph
Related research and context
Sharemaestro research
Related News
No recent ticker-specific news yet.
Market Watch
No recent market-watch posts yet.
Earnings
Plain English Guide
Options context
What usually looks constructive
What usually looks cautious
Options can move quickly and can lose value fast. Treat this as research context, not a buy or sell instruction.