Ticker Options Intelligence

AVTR options intelligence

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

Conviction 60 Market data through 29 Jul 2026 Checked 30 Jul 2026 02:49 · complete available chain

Volatility expansion watch

Volatility pressure

AVTR currently carries volatility options pressure with a 60/100 conviction score. The nearest-chain expected move is 29.5%, with volume/open-interest participation at 0.41.

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

Volatility expansion watch

Expected move 29.5%

Wider near-term move priced

Activity / OI 0.41

Current volume is quieter versus prior open interest

Put-call 0.03

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop +3.3%

RS -1.6

Expected move 29.5%
Put-call volume 0.03
Volume / OI 0.41
Reference IV 0.50
Max pain 9.00
Underlying 11.44
Nearest expiry 21 Aug 2026
Contracts 286

Research Brief

AVTR has a volatility chain read with 60/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 8.06–14.82; The largest call open-interest concentration is 13.00; the largest put concentration is 11.00. The most active strike by current volume is 13.00.

Priced range8.06–14.82
Call concentration13.00
Put concentration11.00
Max pain reference9.00
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 8.06 to 14.82. Max pain at 9.00 sits inside that range, 21.3% below spot.

Spot Max pain
8.0611.44 ± 3.3814.82
Confirmation level

A close beyond 14.82 or below 8.06 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 60/100

Evidence alignment, not probability

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

Directional pressure100 × 42%
+42.0

How strongly activity leans toward calls or puts.

Participation49 × 22%
+10.9

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.

Volatility75 × 10%
+7.5

The intensity of implied volatility and the priced move.

Reconstructed score60.4Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 13.00; the largest put concentration is 11.00. The most active strike by current volume is 13.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
4
3.00-73.8%
21
0
4.00-65.0%
6
3
5.00-56.3%
2
229
6.00-47.6%
0
99
7.00-38.8%
86
53
8.00-30.1%
563
352
9.00-21.3%
879
485
10.00-12.6%
298
750
11.00-3.8%
299
149
12.004.9%
1023
34
13.0013.6%
2770
2
14.0022.4%
582
0
15.0031.1%
31
0
16.0039.9%
12
0
17.0048.6%
11
0
18.0057.3%
1
0
20.0074.8%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.34× front/back

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

0.50 21 Aug 23d
0.42 18 Sep 51d
0.46 16 Oct 79d
0.47 20 Nov 114d
0.38 15 Jan 170d
0.33 19 Feb 205d
0.39 17 Dec 506d
0.37 21 Jan 541d

Volatility by Strike

Balanced wings

Nearest expiry, within 20% of spot

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

10
11
12
13
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

No independently verifiable option-expiry outcomes have matured yet. Legacy snapshots without a point-in-time market reference and repeated same-session snapshots are deliberately excluded.

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

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
29 Jul 2026
Calculation
v1.x legacy
Contracts
286 / 286
  • 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: $7.0M of estimated gross traded notional, calls · 46-90 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+100
1W price+3.3%
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 0.41 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 31 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.
Conviction clusters Calls · 46-90 days · OTM
Calls · 46-90 days · OTM calls cluster with 54726 contracts traded, $5.3M estimated gross traded notional, and 75% of visible notional.
$5.3M
Calls · 91+ days · ITM calls cluster with 1190 contracts traded, $1.0M estimated gross traded notional, and 15% of visible notional.
$1.0M
Calls · 22-45 days · OTM calls cluster with 3390 contracts traded, $415095 estimated gross traded notional, and 6% of visible notional.
$415095
Calls · 91+ days · OTM calls cluster with 692 contracts traded, $104114 estimated gross traded notional, and 1% of visible notional.
$104114
Calls · 22-45 days · ITM calls cluster with 104 contracts traded, $44970 estimated gross traded notional, and 1% of visible notional.
$44970

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

-

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

Baseline: 1 completed session

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close11.44
1W+3.3%
RS-1.6
Fair value-34.5%
Options pressure100
Speculation49
Volatility75
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 29.5% history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
IV 0.50 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
Put-call 0.03 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
Volume/OI 0.41 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:35 Volatility
Pressure 100
Move 18.4%
30 Jul 01:49 Volatility
Pressure 100
Move 29.5%

Strike Map

Where activity is clustering

Full strike map
Strike3.00
Calls · V 3 · OI 21
Puts · V 0 · OI 4
Strike4.00
Calls · V 0 · OI 6
Puts · V 0 · OI 0
Strike5.00
Calls · V 1 · OI 2
Puts · V 0 · OI 3
Strike6.00
Calls · V 1 · OI 0
Puts · V 0 · OI 229
Strike7.00
Calls · V 0 · OI 86
Puts · V 2 · OI 99
Strike8.00
Calls · V 0 · OI 563
Puts · V 2 · OI 53
Strike9.00
Calls · V 6 · OI 879
Puts · V 2 · OI 352
Strike10.00
Calls · V 50 · OI 298
Puts · V 72 · OI 485

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts36
Avg IV0.50
Put-call0.23
Expiry18 Sep 2026
Contracts36
Avg IV0.42
Put-call0.58
Expiry16 Oct 2026
Contracts36
Avg IV0.46
Put-call0.00
Expiry20 Nov 2026
Contracts40
Avg IV0.47
Put-call0.04
Expiry15 Jan 2027
Contracts56
Avg IV0.38
Put-call1.62

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.41
Put IV0.51
Skew0.11
18 Sep 2026Balanced skew
Call IV0.36
Put IV0.35
Skew-0.01
16 Oct 2026Call IV premium
Call IV0.37
Put IV0.28
Skew-0.09
20 Nov 2026Put IV premium
Call IV0.41
Put IV1.48
Skew1.06
15 Jan 2027Put IV premium
Call IV0.43
Put IV0.54
Skew0.11

Contract Tape

Most active contracts

Full contract tape
ContractAVTR261016C00015000
SideCall
Expiry16 Oct 2026
Strike15.00
Volume41620
OI2172
IV0.40
ContractAVTR261016C00014000
SideCall
Expiry16 Oct 2026
Strike14.00
Volume10707
OI1058
IV0.43
ContractAVTR260821C00013000
SideCall
Expiry21 Aug 2026
Strike13.00
Volume2016
OI2770
IV0.46
ContractAVTR260821C00015000
SideCall
Expiry21 Aug 2026
Strike15.00
Volume754
OI31
IV0.41
ContractAVTR261016C00016000
SideCall
Expiry16 Oct 2026
Strike16.00
Volume709
OI-
IV0.39
ContractAVTR280121C00003000
SideCall
Expiry21 Jan 2028
Strike3.00
Volume627
OI432
IV0.01
ContractAVTR261120C00015000
SideCall
Expiry20 Nov 2026
Strike15.00
Volume497
OI88
IV0.52
ContractAVTR260821C00014000
SideCall
Expiry21 Aug 2026
Strike14.00
Volume430
OI582
IV0.41