Ticker Options Intelligence

YETI options intelligence

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

Conviction 57 Market data through 31 Jul 2026 Checked 31 Jul 2026 20:59 · complete available chain

Volatility expansion watch

Volatility pressure

YETI currently carries volatility options pressure with a 57/100 conviction score. The nearest-chain expected move is 9.6%, with volume/open-interest participation at 0.40.

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

Volatility expansion watch

Expected move 9.6%

Wider near-term move priced

Activity / OI 0.40

Current volume is quieter versus prior open interest

Put-call 14.87

Put-side skew

Trend fit 12

Options are not fully confirming trend

Weekly backdrop -2.9%

RS 8.2

Expected move 9.6%
Put-call volume 14.87
Volume / OI 0.40
Reference IV 0.59
Max pain 47.50
Underlying 50.38
Nearest expiry 21 Aug 2026
Contracts 137

Research Brief

YETI 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 45.55–55.21; The largest call open-interest concentration is 52.50; the largest put concentration is 40.00. The most active strike by current volume is 35.00.

Priced range45.55–55.21
Call concentration52.50
Put concentration40.00
Max pain reference47.50
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.
  • 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 45.55 to 55.21. Max pain at 47.50 sits inside that range, 5.7% below spot.

Spot Max pain
45.5550.38 ± 4.8355.21
Confirmation level

A close beyond 55.21 or below 45.55 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 92/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure92 × 42%
+38.7

How strongly activity leans toward calls or puts.

Participation35 × 22%
+7.7

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

Trend agreement12 × 26%
+3.0

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

Volatility80 × 10%
+8.0

The intensity of implied volatility and the priced move.

Reconstructed score57.4Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 52.50; the largest put concentration is 40.00. The most active strike by current volume is 35.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
12
22.50-55.3%
0
3
25.00-50.4%
0
46
27.50-45.4%
0
71
32.50-35.5%
0
433
35.00-30.5%
31
483
37.50-25.6%
20
1044
40.00-20.6%
53
283
42.50-15.6%
58
526
45.00-10.7%
81
192
47.50-5.7%
106
58
50.00-0.8%
377
42
52.504.2%
2746
27
55.009.2%
336
0
57.5014.1%
38
1
60.0019.1%
96
0
65.0029.0%
18
0
70.0038.9%
4
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.51× front/back

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

0.59 21 Aug 21d
0.49 18 Sep 49d
0.45 20 Nov 112d
0.37 15 Jan 168d
0.56 19 Feb 203d
0.39 21 Jan 539d

Volatility by Strike

Balanced wings

Nearest expiry, within 20% of spot

Comparable upside calls and downside puts carry broadly similar implied volatility.

43
45
48
50
53
55
58
60
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

A99/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
137 / 137
  • 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: $993066 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-92
1W price-2.9%
Call premium29%
Put premium71%
Notional split C 29% / P 71% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.40 Volume divided by open interest across the visible chain.
Trend fit 12/100 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 5134 contracts traded, $690892 estimated gross traded notional, and 70% of visible notional.
$690892
Calls · 91+ days · ITM calls cluster with 110 contracts traded, $194240 estimated gross traded notional, and 20% of visible notional.
$194240
Calls · 91+ days · OTM calls cluster with 144 contracts traded, $43629 estimated gross traded notional, and 4% of visible notional.
$43629
Calls · 91+ days · ATM calls cluster with 51 contracts traded, $27305 estimated gross traded notional, and 3% of visible notional.
$27305
Calls · 8-21 days · ITM calls cluster with 21 contracts traded, $16898 estimated gross traded notional, and 2% of visible notional.
$16898

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
Close48.94
1W-2.9%
RS8.2
Fair value+22.4%
Options pressure-92
Speculation35
Volatility80
Trend fit12

Today Versus Normal

Stored-options context

View history
Expected move 9.6% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.59 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 14.87 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.40 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 10:50 Volatility
Pressure 100
Move 11.4%
30 Jul 10:41 Volatility
Pressure -91
Move 11.0%
31 Jul 13:08 Volatility
Pressure 76
Move 9.6%
31 Jul 17:20 Volatility
Pressure -92
Move 10.1%
31 Jul 19:59 Volatility
Pressure -92
Move 9.6%

Strike Map

Where activity is clustering

Full strike map
Strike22.50
Calls · V 0 · OI 0
Puts · V 1 · OI 12
Strike25.00
Calls · V 0 · OI 0
Puts · V 2 · OI 3
Strike27.50
Calls · V 0 · OI 0
Puts · V 5 · OI 46
Strike30.00
Calls · V 0 · OI 0
Puts · V 1 · OI 0
Strike32.50
Calls · V 0 · OI 0
Puts · V 2 · OI 71
Strike35.00
Calls · V 1 · OI 31
Puts · V 381 · OI 433
Strike37.50
Calls · V 1 · OI 20
Puts · V 32 · OI 483
Strike40.00
Calls · V 1 · OI 53
Puts · V 1 · OI 1044

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts28
Avg IV0.59
Put-call6.44
Expiry18 Sep 2026
Contracts12
Avg IV0.49
Put-call5.33
Expiry20 Nov 2026
Contracts21
Avg IV0.45
Put-call73.26
Expiry15 Jan 2027
Contracts38
Avg IV0.37
Put-call0.37
Expiry19 Feb 2027
Contracts10
Avg IV0.56
Put-call0.20

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.61
Put IV0.54
Skew-0.07
18 Sep 2026Balanced skew
Call IV0.51
Put IV0.47
Skew-0.03
20 Nov 2026Call IV premium
Call IV0.52
Put IV0.46
Skew-0.06
15 Jan 2027Call IV premium
Call IV0.50
Put IV0.42
Skew-0.08
19 Feb 2027Balanced skew
Call IV0.52
Put IV0.56
Skew0.04

Contract Tape

Most active contracts

Full contract tape
ContractYETI260918P00040000
SidePut
Expiry18 Sep 2026
Strike40.00
Volume-
OI6
IV0.54
ContractYETI260918C00065000
SideCall
Expiry18 Sep 2026
Strike65.00
Volume-
OI5
IV0.58
ContractYETI280121C00032500
SideCall
Expiry21 Jan 2028
Strike32.50
Volume-
OI3
IV0.51
ContractYETI260918C00050000
SideCall
Expiry18 Sep 2026
Strike50.00
Volume-
OI2
IV0.53
ContractYETI270115C00075000
SideCall
Expiry15 Jan 2027
Strike75.00
Volume-
OI2
IV0.56
ContractYETI260918P00035000
SidePut
Expiry18 Sep 2026
Strike35.00
Volume-
OI1
IV0.67
ContractYETI270219C00055000
SideCall
Expiry19 Feb 2027
Strike55.00
Volume-
OI1
IV0.52
ContractYETI280121C00017500
SideCall
Expiry21 Jan 2028
Strike17.50
Volume-
OI1
IV0.00