Ticker Options Intelligence

LIVN options intelligence

LivaNova PLC options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 37 Market data through 31 Jul 2026 Checked 2 Aug 2026 09:20 · complete available chain

Options-market disagreement

Mixed pressure

LIVN currently carries mixed options pressure with a 37/100 conviction score. The nearest-chain expected move is 10.9%, with volume/open-interest participation at 0.01.

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

Options-market disagreement

Expected move 10.9%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 1.00

Balanced tape

Trend fit 87

Options agree with trend context

Weekly backdrop +2.5%

RS 14.9

Expected move 10.9%
Put-call volume 1.00
Volume / OI 0.01
Reference IV 0.55
Max pain 82.50
Underlying 80.14
Nearest expiry 21 Aug 2026
Contracts 266

Research Brief

LIVN has a mixed chain read with 37/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 71.44–88.84; The largest call open-interest concentration is 82.50; the largest put concentration is 85.00. The most active strike by current volume is 50.00.

Priced range71.44–88.84
Call concentration82.50
Put concentration85.00
Max pain reference82.50
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.
  • 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 71.44 to 88.84. Max pain at 82.50 sits inside that range, 2.9% above spot.

Spot Max pain
71.4480.14 ± 8.7088.84
Confirmation level

A close beyond 88.84 or below 71.44 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 37/100

Evidence alignment, not probability

Pressure is 10/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure10 × 42%
+4.2

How strongly activity leans toward calls or puts.

Participation8 × 22%
+1.8

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

Trend agreement87 × 26%
+22.7

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 score36.5Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 82.50; the largest put concentration is 85.00. 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
50.00-37.6%
0
0
55.00-31.4%
0
0
60.00-25.1%
0
0
65.00-18.9%
0
0
70.00-12.7%
0
0
72.50-9.5%
0
0
75.00-6.4%
0
0
77.50-3.3%
0
1
80.00-0.2%
1
0
82.502.9%
3
2
85.006.1%
1
0
87.509.2%
0
0
90.0012.3%
2
0
92.5015.4%
0
0
95.0018.5%
3
0
100.0024.8%
0
0
105.0031.0%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.32× front/back

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

0.55 21 Aug 21d
0.46 18 Sep 49d
0.43 16 Oct 77d
0.43 18 Dec 140d
0.42 15 Jan 168d

Volatility by Strike

Balanced wings

Nearest expiry, within 20% of spot

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

65
70
73
75
78
80
83
85
88
90
93
95
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
266 / 266
  • 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

77/100
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 No clean flow/price divergence

The options read is mixed, so divergence is not strong enough to classify.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $2890 of estimated gross traded notional, calls · 91+ days · otm, and a no clean flow/price divergence backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+10
1W price+2.5%
Call premium52%
Put premium48%
Notional split C 52% / P 48% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.01 Volume divided by open interest across the visible chain.
Trend fit 87/100 Agreement between options pressure and Sharemaestro market context.
Event window 5 Aug Matched earnings event is 3 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 · OTM
Calls · 91+ days · OTM calls cluster with 2 contracts traded, $1490 estimated gross traded notional, and 52% of visible notional.
$1490
Puts · 91+ days · OTM puts cluster with 2 contracts traded, $1400 estimated gross traded notional, and 48% of visible notional.
$1400

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
Close80.14
1W+2.5%
RS14.9
Fair value+47.5%
Options pressure10
Speculation8
Volatility78
Trend fit87

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 1.00 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.01 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 10:44 Volatility
Pressure 98
Move 11.9%
30 Jul 10:40 Volatility
Pressure 100
Move 11.8%
30 Jul 15:59 Volatility
Pressure 58
Move 11.3%
31 Jul 11:08 Volatility
Pressure 100
Move 12.1%
1 Aug 05:48 Mixed
Pressure 10
Move 11.4%
2 Aug 08:20 Mixed
Pressure 10
Move 10.9%

Strike Map

Where activity is clustering

Full strike map
Strike50.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike55.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike60.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike65.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike70.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike72.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike75.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike77.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts40
Avg IV0.55
Put-call-
Expiry18 Sep 2026
Contracts40
Avg IV0.46
Put-call-
Expiry16 Oct 2026
Contracts64
Avg IV0.43
Put-call-
Expiry18 Dec 2026
Contracts66
Avg IV0.43
Put-call-
Expiry15 Jan 2027
Contracts56
Avg IV0.42
Put-call1.00

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.55
Put IV0.57
Skew0.02
18 Sep 2026Balanced skew
Call IV0.45
Put IV0.47
Skew0.02
16 Oct 2026Put IV premium
Call IV0.41
Put IV0.47
Skew0.06
18 Dec 2026Balanced skew
Call IV0.41
Put IV0.46
Skew0.05
15 Jan 2027Put IV premium
Call IV0.39
Put IV0.44
Skew0.06

Contract Tape

Most active contracts

Full contract tape
ContractLIVN270115P00077500
SidePut
Expiry15 Jan 2027
Strike77.50
Volume2
OI4
IV0.41
ContractLIVN270115C00085000
SideCall
Expiry15 Jan 2027
Strike85.00
Volume2
OI2
IV0.41
ContractLIVN270115C00082500
SideCall
Expiry15 Jan 2027
Strike82.50
Volume-
OI44
IV0.41
ContractLIVN261218C00090000
SideCall
Expiry18 Dec 2026
Strike90.00
Volume-
OI36
IV0.41
ContractLIVN261218C00065000
SideCall
Expiry18 Dec 2026
Strike65.00
Volume-
OI25
IV0.48
ContractLIVN260918C00085000
SideCall
Expiry18 Sep 2026
Strike85.00
Volume-
OI16
IV0.46
ContractLIVN261218C00060000
SideCall
Expiry18 Dec 2026
Strike60.00
Volume-
OI13
IV0.53
ContractLIVN261218C00100000
SideCall
Expiry18 Dec 2026
Strike100.00
Volume-
OI11
IV0.41