Ticker Options Intelligence

VCYT options intelligence

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

Conviction 46 Market data through 31 Jul 2026 Checked 1 Aug 2026 20:53 · complete available chain

Volatility expansion watch

Volatility pressure

VCYT currently carries volatility options pressure with a 46/100 conviction score. The nearest-chain expected move is 10.5%, with volume/open-interest participation at 0.22.

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

Volatility expansion watch

Expected move 10.5%

Wider near-term move priced

Activity / OI 0.22

Current volume is quieter versus prior open interest

Put-call 0.74

Call-side skew

Trend fit 69

Options agree with trend context

Weekly backdrop -18.2%

RS 7.3

Expected move 10.5%
Put-call volume 0.74
Volume / OI 0.22
Reference IV 0.54
Max pain 55.00
Underlying 46.32
Nearest expiry 21 Aug 2026
Contracts 112

Research Brief

VCYT has a volatility chain read with 46/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 41.44–51.20; The largest call open-interest concentration is 70.00; the largest put concentration is 50.00. The most active strike by current volume is 50.00.

Priced range41.44–51.20
Call concentration70.00
Put concentration50.00
Max pain reference55.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
  • The current chain read already agrees with the stored weekly trend context.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 41.44 to 51.20. Max pain at 55.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
41.4446.32 ± 4.8851.20
Confirmation level

A close beyond 51.20 or below 41.44 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 46/100

Evidence alignment, not probability

Pressure is 24/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure24 × 42%
+10.2

How strongly activity leans toward calls or puts.

Participation45 × 22%
+9.9

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

Trend agreement69 × 26%
+18.1

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

Volatility78 × 10%
+7.8

The intensity of implied volatility and the priced move.

Reconstructed score45.9Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 70.00; the largest put concentration is 50.00. The most active strike by current volume is 50.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
25.00-46.0%
0
0
30.00-35.2%
0
0
35.00-24.4%
0
0
40.00-13.6%
0
6
45.00-2.8%
1
243
50.007.9%
68
34
55.0018.7%
17
80
60.0029.5%
52
0
65.0040.3%
82
0
70.0051.1%
394
0
75.0061.9%
2
0
80.0072.7%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Balanced volatility curve

0.88× front/back

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

0.54 21 Aug 21d
0.55 18 Sep 49d
0.61 18 Dec 140d
0.61 19 Mar 231d

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.

40
45
50
55
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
112 / 112
  • 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: $246312 of estimated gross traded notional, puts · 8-21 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+24
1W price-18.2%
Call premium44%
Put premium56%
Notional split C 44% / P 56% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.22 Volume divided by open interest across the visible chain.
Trend fit 69/100 Agreement between options pressure and Sharemaestro market context.
Event window 5 Aug Matched earnings event is 4 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 · 8-21 days · ITM
Puts · 8-21 days · ITM puts cluster with 223 contracts traded, $111710 estimated gross traded notional, and 45% of visible notional.
$111710
Calls · 91+ days · OTM calls cluster with 167 contracts traded, $50345 estimated gross traded notional, and 20% of visible notional.
$50345
Calls · 91+ days · ITM calls cluster with 17 contracts traded, $22745 estimated gross traded notional, and 9% of visible notional.
$22745
Puts · 91+ days · ITM puts cluster with 20 contracts traded, $18900 estimated gross traded notional, and 8% of visible notional.
$18900
Calls · 8-21 days · OTM calls cluster with 109 contracts traded, $12428 estimated gross traded notional, and 5% of visible notional.
$12428

Setup Classification

Opportunity and risk frame

Context, not advice
Positive Options-confirmed trend

Positioning agrees with the Sharemaestro trend backdrop.

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.

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
Close46.32
1W-18.2%
RS7.3
Fair value+43.7%
Options pressure24
Speculation45
Volatility78
Trend fit69

Today Versus Normal

Stored-options context

View history
Expected move 10.5% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.54 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.74 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.22 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 66
Move 15.9%
30 Jul 10:41 Volatility
Pressure 88
Move 15.3%
31 Jul 10:26 Volatility
Pressure 91
Move 20.4%
1 Aug 19:53 Volatility
Pressure 24
Move 10.5%

Strike Map

Where activity is clustering

Full strike map
Strike25.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike30.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike35.00
Calls · V 2 · OI 0
Puts · V 0 · OI 0
Strike40.00
Calls · V 2 · OI 0
Puts · V 4 · OI 0
Strike45.00
Calls · V 10 · OI 1
Puts · V 11 · OI 6
Strike50.00
Calls · V 32 · OI 68
Puts · V 213 · OI 243
Strike55.00
Calls · V 25 · OI 17
Puts · V 4 · OI 34
Strike60.00
Calls · V 20 · OI 52
Puts · V 6 · OI 80

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts24
Avg IV0.54
Put-call1.93
Expiry18 Sep 2026
Contracts32
Avg IV0.55
Put-call0.06
Expiry18 Dec 2026
Contracts32
Avg IV0.61
Put-call0.13
Expiry19 Mar 2027
Contracts24
Avg IV0.61
Put-call0.57

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV1.05
Put IV0.44
Skew-0.60
18 Sep 2026Balanced skew
Call IV0.60
Put IV0.55
Skew-0.05
18 Dec 2026Put IV premium
Call IV0.55
Put IV0.62
Skew0.07
19 Mar 2027Put IV premium
Call IV0.56
Put IV0.65
Skew0.09

Contract Tape

Most active contracts

Full contract tape
ContractVCYT260821P00050000
SidePut
Expiry21 Aug 2026
Strike50.00
Volume213
OI243
IV0.55
ContractVCYT261218C00080000
SideCall
Expiry18 Dec 2026
Strike80.00
Volume103
OI6
IV0.75
ContractVCYT260918C00065000
SideCall
Expiry18 Sep 2026
Strike65.00
Volume40
OI45
IV0.35
ContractVCYT261218C00050000
SideCall
Expiry18 Dec 2026
Strike50.00
Volume39
OI92
IV0.63
ContractVCYT260821C00050000
SideCall
Expiry21 Aug 2026
Strike50.00
Volume32
OI68
IV0.82
ContractVCYT260821C00055000
SideCall
Expiry21 Aug 2026
Strike55.00
Volume25
OI17
IV0.30
ContractVCYT260821C00060000
SideCall
Expiry21 Aug 2026
Strike60.00
Volume20
OI52
IV1.05
ContractVCYT260821C00065000
SideCall
Expiry21 Aug 2026
Strike65.00
Volume18
OI82
IV1.18