Ticker Options Intelligence

NOMD options intelligence

Nomad Foods Ltd options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 40 Market data through 31 Jul 2026 Checked 1 Aug 2026 20:18 · complete available chain

Call-side pressure

Bullish pressure

NOMD currently carries bullish options pressure with a 40/100 conviction score. The nearest-chain expected move is 8.2%, with volume/open-interest participation at 0.00.

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

Call-side pressure

Expected move 8.2%

Wider near-term move priced

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call 0.23

Call-side skew

Trend fit 5

Options are not fully confirming trend

Weekly backdrop +1.5%

RS -5.3

Expected move 8.2%
Put-call volume 0.23
Volume / OI 0.00
Reference IV 0.64
Max pain 10.00
Underlying 11.90
Nearest expiry 21 Aug 2026
Contracts 80

Research Brief

NOMD has a bullish chain read with 40/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 10.93–12.87; The largest call open-interest concentration is 12.50; the largest put concentration is 10.00. The most active strike by current volume is 5.00.

Priced range10.93–12.87
Call concentration12.50
Put concentration10.00
Max pain reference10.00
What would confirm it
  • Price holds or improves while call-side concentration remains elevated.
What would weaken it
  • Price weakens while call pressure fades or reverses toward puts.
  • 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 10.93 to 12.87. Max pain at 10.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
10.9311.90 ± 0.9712.87
Confirmation level

A close beyond 12.87 or below 10.93 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 40/100

Evidence alignment, not probability

Pressure is 70/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure70 × 42%
+29.3

How strongly activity leans toward calls or puts.

Participation5 × 22%
+1.1

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

Trend agreement5 × 26%
+1.4

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

Volatility77 × 10%
+7.7

The intensity of implied volatility and the priced move.

Reconstructed score39.5Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 12.50; the largest put concentration is 10.00. The most active strike by current volume is 5.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1
2.50-79.0%
5
0
5.00-58.0%
8
79
7.50-37.0%
191
704
10.00-16.0%
1045
426
12.505.0%
1534
29
15.0026.1%
282
0
17.5047.1%
0
1
20.0068.1%
0
2
22.5089.1%
0
1
25.00110.1%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

2.06× front/back

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

0.64 21 Aug 21d
0.48 18 Sep 49d
0.36 20 Nov 112d
0.31 19 Feb 203d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.

10
13
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

A97/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
80 / 80
  • 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 Bullish flow confirms price

Options pressure and weekly price action are pointing in the same constructive direction.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $6320 of estimated gross traded notional, calls · 8-21 days · itm, and a bullish flow confirms price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+70
1W price+1.5%
Call premium97%
Put premium3%
Notional split C 97% / P 3% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.00 Volume divided by open interest across the visible chain.
Trend fit 5/100 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 · 8-21 days · ITM
Calls · 8-21 days · ITM calls cluster with 5 contracts traded, $3625 estimated gross traded notional, and 57% of visible notional.
$3625
Calls · 91+ days · ITM calls cluster with 10 contracts traded, $2212 estimated gross traded notional, and 35% of visible notional.
$2212
Calls · 91+ days · OTM calls cluster with 6 contracts traded, $285 estimated gross traded notional, and 5% of visible notional.
$285
Puts · 8-21 days · ITM puts cluster with 2 contracts traded, $170 estimated gross traded notional, and 3% of visible notional.
$170
Puts · 8-21 days · OTM puts cluster with 3 contracts traded, $15 estimated gross traded notional, and 0% of visible notional.
$15

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
Close11.90
1W+1.5%
RS-5.3
Fair value-18.8%
Options pressure70
Speculation5
Volatility77
Trend fit5

Today Versus Normal

Stored-options context

View history
Expected move 8.2% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.64 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.23 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.00 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 11:07 Bullish
Pressure 99
Move 7.0%
30 Jul 12:18 Bullish
Pressure 60
Move 7.0%
31 Jul 12:55 Mixed
Pressure -15
Move 6.6%
31 Jul 17:05 Volatility
Pressure 56
Move 7.7%
31 Jul 18:09 Volatility
Pressure 56
Move 8.3%
1 Aug 08:56 Bullish
Pressure 70
Move 8.3%
1 Aug 19:18 Bullish
Pressure 70
Move 8.2%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 5
Puts · V 0 · OI 1
Strike5.00
Calls · V 5 · OI 8
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 191
Puts · V 3 · OI 79
Strike10.00
Calls · V 0 · OI 1045
Puts · V 0 · OI 704
Strike12.50
Calls · V 1 · OI 1534
Puts · V 2 · OI 426
Strike15.00
Calls · V 0 · OI 282
Puts · V 0 · OI 29
Strike17.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts20
Avg IV0.64
Put-call0.83
Expiry18 Sep 2026
Contracts20
Avg IV0.48
Put-call-
Expiry20 Nov 2026
Contracts20
Avg IV0.36
Put-call-
Expiry19 Feb 2027
Contracts20
Avg IV0.31
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.29
Put IV0.38
Skew0.09
18 Sep 2026Call IV premium
Call IV0.37
Put IV0.25
Skew-0.12
20 Nov 2026Balanced skew
Call IV0.32
Put IV0.36
Skew0.04
19 Feb 2027Balanced skew
Call IV0.14
Put IV0.13
Skew-0.01

Contract Tape

Most active contracts

Full contract tape
ContractNOMD261120C00012500
SideCall
Expiry20 Nov 2026
Strike12.50
Volume6
OI245
IV0.25
ContractNOMD261120C00010000
SideCall
Expiry20 Nov 2026
Strike10.00
Volume5
OI295
IV0.28
ContractNOMD270219C00010000
SideCall
Expiry19 Feb 2027
Strike10.00
Volume5
OI96
IV0.29
ContractNOMD260821C00005000
SideCall
Expiry21 Aug 2026
Strike5.00
Volume5
OI8
IV3.14
ContractNOMD260821P00007500
SidePut
Expiry21 Aug 2026
Strike7.50
Volume3
OI79
IV0.88
ContractNOMD260821P00012500
SidePut
Expiry21 Aug 2026
Strike12.50
Volume2
OI426
IV0.44
ContractNOMD260821C00012500
SideCall
Expiry21 Aug 2026
Strike12.50
Volume1
OI1534
IV0.29
ContractNOMD260821C00010000
SideCall
Expiry21 Aug 2026
Strike10.00
Volume-
OI1045
IV0.38