Ticker Options Intelligence

GRFS options intelligence

Grifols SA ADR options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 41 Market data through 29 Jul 2026 Checked 29 Jul 2026 22:56 · complete available chain

Put-side pressure

Bearish pressure

GRFS currently carries bearish options pressure with a 41/100 conviction score. The nearest-chain expected move is 8.6%, with volume/open-interest participation at 0.02.

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

Put-side pressure

Expected move 8.6%

Wider near-term move priced

Activity / OI 0.02

Current volume is quieter versus prior open interest

Put-call 1.53

Put-side skew

Trend fit 87

Options agree with trend context

Weekly backdrop +4.3%

RS -21.5

Expected move 8.6%
Put-call volume 1.53
Volume / OI 0.02
Reference IV 0.82
Max pain 8.00
Underlying 7.58
Nearest expiry 21 Aug 2026
Contracts 46

Options Intent Radar

Earnings/event positioning

81/100
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 Bearish flow against rising price

Put-side pressure is building while price is rising, a cautionary divergence.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $13168 of estimated gross traded notional, calls · 91+ days · itm, and a bearish flow against rising price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure-19
1W price+4.3%
Call premium49%
Put premium51%
Notional split C 49% / P 51% 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 87/100 Agreement between options pressure and Sharemaestro market context.
Event window 29 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 · 91+ days · ITM
Calls · 91+ days · ITM calls cluster with 17 contracts traded, $4595 estimated gross traded notional, and 35% of visible notional.
$4595
Puts · 22-45 days · ITM puts cluster with 28 contracts traded, $4085 estimated gross traded notional, and 31% of visible notional.
$4085
Puts · 91+ days · OTM puts cluster with 40 contracts traded, $1388 estimated gross traded notional, and 11% of visible notional.
$1388
Calls · 91+ days · OTM calls cluster with 24 contracts traded, $1345 estimated gross traded notional, and 10% of visible notional.
$1345
Puts · 91+ days · ITM puts cluster with 6 contracts traded, $1148 estimated gross traded notional, and 9% of visible notional.
$1148

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

High anomaly

100

Current options activity is unusually hot versus this ticker's stored history.

Volume rank100th
Volume/OI rank100th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close7.58
1W+4.3%
RS-21.5
Fair value-8.7%
Options pressure-19
Speculation8
Volatility90
Trend fit87

Today Versus Normal

Stored-options context

View history
Expected move 8.6% elevated
30d avg 7.7% · 1 read 100th
90d avg 7.7% · 1 read 100th
180d avg 7.7% · 1 read 100th
IV 0.82 elevated
30d avg 0.66 · 1 read 100th
90d avg 0.66 · 1 read 100th
180d avg 0.66 · 1 read 100th
Put-call 1.53 elevated
30d avg 1.18 · 1 read 100th
90d avg 1.18 · 1 read 100th
180d avg 1.18 · 1 read 100th
Volume/OI 0.02 elevated
30d avg 0.01 · 1 read 100th
90d avg 0.01 · 1 read 100th
180d avg 0.01 · 1 read 100th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:37 Mixed
Pressure -6
Move 7.7%
29 Jul 21:56 Bearish
Pressure -19
Move 8.6%

Strike Map

Where activity is clustering

Full strike map
Strike2.00
Calls · V 0 · OI 0
Puts · V 2 · OI 11
Strike3.00
Calls · V 0 · OI 0
Puts · V 0 · OI 15
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike6.00
Calls · V 0 · OI 0
Puts · V 7 · OI 12
Strike7.00
Calls · V 2 · OI 102
Puts · V 6 · OI 1073
Strike8.00
Calls · V 1 · OI 790
Puts · V 2 · OI 237
Strike9.00
Calls · V 4 · OI 434
Puts · V 26 · OI 0
Strike10.00
Calls · V 1 · OI 235
Puts · V 0 · OI 1

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts17
Avg IV0.82
Put-call2.53
Expiry20 Nov 2026
Contracts11
Avg IV0.53
Put-call1.59
Expiry18 Dec 2026
Contracts14
Avg IV0.65
Put-call0.63
Expiry19 Feb 2027
Contracts4
Avg IV0.75
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.51
Put IV0.60
Skew0.09
20 Nov 2026Put IV premium
Call IV0.40
Put IV0.51
Skew0.11
18 Dec 2026Balanced skew
Call IV0.43
Put IV0.45
Skew0.02
19 Feb 2027Call IV premium
Call IV0.79
Put IV0.48
Skew-0.31

Contract Tape

Most active contracts

Full contract tape
ContractGRFS261218C00015000
SideCall
Expiry18 Dec 2026
Strike15.00
Volume-
OI16
IV1.10
ContractGRFS260821P00003000
SidePut
Expiry21 Aug 2026
Strike3.00
Volume-
OI15
IV3.59
ContractGRFS261218C00006000
SideCall
Expiry18 Dec 2026
Strike6.00
Volume-
OI10
IV2.02
ContractGRFS270219C00007000
SideCall
Expiry19 Feb 2027
Strike7.00
Volume-
OI5
IV0.96
ContractGRFS270219C00015000
SideCall
Expiry19 Feb 2027
Strike15.00
Volume-
OI5
IV0.79
ContractGRFS270219C00008000
SideCall
Expiry19 Feb 2027
Strike8.00
Volume-
OI2
IV0.79
ContractGRFS261120C00011000
SideCall
Expiry20 Nov 2026
Strike11.00
Volume-
OI1
IV0.64
ContractGRFS261120P00010000
SidePut
Expiry20 Nov 2026
Strike10.00
Volume-
OI1
IV0.93