Ticker Options Intelligence

LOMA options intelligence

Loma Negra Compania Industrial Argentina SA ADR options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 50 Market data through 31 Jul 2026 Checked 1 Aug 2026 15:58 · complete available chain

Volatility expansion watch

Volatility pressure

LOMA currently carries volatility options pressure with a 50/100 conviction score. The nearest-chain expected move is 10.9%, 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 Volatility

Volatility expansion watch

Expected move 10.9%

Wider near-term move priced

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call 10.00

Put-side skew

Trend fit 29

Options are not fully confirming trend

Weekly backdrop +0.7%

RS -2.1

Expected move 10.9%
Put-call volume 10.00
Volume / OI 0.00
Reference IV 0.55
Max pain 12.50
Underlying 11.48
Nearest expiry 21 Aug 2026
Contracts 72

Research Brief

LOMA has a volatility chain read with 50/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 10.23–12.73; The largest call open-interest concentration is 12.50; the largest put concentration is 10.00. The most active strike by current volume is 12.50.

Priced range10.23–12.73
Call concentration12.50
Put concentration10.00
Max pain reference12.50
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 10.23 to 12.73. Max pain at 12.50 sits inside that range, 8.9% above spot.

Spot Max pain
10.2311.48 ± 1.2512.73
Confirmation level

A close beyond 12.73 or below 10.23 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 50/100

Evidence alignment, not probability

Pressure is 82/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure82 × 42%
+34.3

How strongly activity leans toward calls or puts.

Participation1 × 22%
+0.2

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

Trend agreement29 × 26%
+7.5

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

Volatility79 × 10%
+7.9

The intensity of implied volatility and the priced move.

Reconstructed score49.8Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 12.50; the largest put concentration is 10.00. 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
2.50-78.2%
0
0
5.00-56.4%
0
0
7.50-34.7%
0
437
10.00-12.9%
0
13
12.508.9%
53
0
15.0030.7%
0
0
17.5052.4%
0
0
20.0074.2%
0
0
22.5096.0%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Balanced volatility curve

1.02× front/back

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

0.55 21 Aug 21d
0.62 18 Sep 49d
0.49 18 Dec 140d
0.54 19 Mar 231d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.

10
13
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

A97/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
72 / 72
  • 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

80/100
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: $205 of estimated gross traded notional, puts · 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-82
1W price+0.7%
Call premium12%
Put premium88%
Notional split C 12% / P 88% 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 29/100 Agreement between options pressure and Sharemaestro market context.
Event window 6 Aug Matched earnings event is 5 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 Puts · 91+ days · OTM
Puts · 91+ days · OTM puts cluster with 10 contracts traded, $180 estimated gross traded notional, and 88% of visible notional.
$180
Calls · 8-21 days · OTM calls cluster with 1 contracts traded, $25 estimated gross traded notional, and 12% of visible notional.
$25

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
Close11.48
1W+0.7%
RS-2.1
Fair value+22.7%
Options pressure-82
Speculation1
Volatility79
Trend fit29

Today Versus Normal

Stored-options context

View history
Expected move 10.9% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.55 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 10.00 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 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 11:08 Volatility
Pressure -100
Move 17.8%
30 Jul 12:24 Volatility
Pressure -98
Move 20.7%
31 Jul 13:14 Bearish
Pressure -100
Move 10.8%
31 Jul 20:30 Volatility
Pressure -86
Move 11.0%
1 Aug 10:23 Volatility
Pressure -82
Move 11.0%
1 Aug 14:58 Volatility
Pressure -82
Move 10.9%

Strike Map

Where activity is clustering

Full strike map
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 437
Strike12.50
Calls · V 1 · OI 53
Puts · V 0 · OI 13
Strike15.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike17.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts18
Avg IV0.55
Put-call-
Expiry18 Sep 2026
Contracts18
Avg IV0.62
Put-call-
Expiry18 Dec 2026
Contracts18
Avg IV0.49
Put-call-
Expiry19 Mar 2027
Contracts18
Avg IV0.54
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.20
Put IV0.32
Skew0.12
18 Sep 2026Put IV premium
Call IV0.34
Put IV0.57
Skew0.23
18 Dec 2026Put IV premium
Call IV0.19
Put IV0.54
Skew0.35
19 Mar 2027Put IV premium
Call IV0.15
Put IV0.77
Skew0.61

Contract Tape

Most active contracts

Full contract tape
ContractLOMA261218P00007500
SidePut
Expiry18 Dec 2026
Strike7.50
Volume10
OI93
IV0.33
ContractLOMA260821C00012500
SideCall
Expiry21 Aug 2026
Strike12.50
Volume1
OI53
IV0.20
ContractLOMA261218P00010000
SidePut
Expiry18 Dec 2026
Strike10.00
Volume-
OI5302
IV0.54
ContractLOMA260918C00012500
SideCall
Expiry18 Sep 2026
Strike12.50
Volume-
OI5280
IV1.01
ContractLOMA260918P00010000
SidePut
Expiry18 Sep 2026
Strike10.00
Volume-
OI3707
IV0.57
ContractLOMA261218C00015000
SideCall
Expiry18 Dec 2026
Strike15.00
Volume-
OI2231
IV0.19
ContractLOMA261218C00012500
SideCall
Expiry18 Dec 2026
Strike12.50
Volume-
OI1279
IV0.78
ContractLOMA261218C00010000
SideCall
Expiry18 Dec 2026
Strike10.00
Volume-
OI584
IV0.28