Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
PTON options intelligence
Peloton Interactive Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
52
Market data through 29 Jul 2026
Checked 30 Jul 2026 06:27 · complete available chain
Volatility expansion watch
Volatility pressure
PTON currently carries volatility options pressure with a 52/100 conviction score. The nearest-chain expected move is 10.9%, with volume/open-interest participation at 0.01.
Expected move
10.9%
Wider near-term move priced
Activity / OI
0.01
Current volume is quieter versus prior open interest
Put-call
0.31
Call-side skew
Trend fit
30
Options are not fully confirming trend
Weekly backdrop
-0.7%
RS -10.3
Expected move
10.9%
Put-call volume
0.31
Volume / OI
0.01
Reference IV
1.68
Max pain
5.00
Underlying
6.08
Nearest expiry
31 Jul 2026
Contracts
358
Options Intent Radar
Earnings/event positioning
Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.
Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.
Earnings/event positioning matters because it connects the options headline to the actual evidence: $596512 of estimated gross traded notional, calls · 91+ 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+60
1W price-0.7%
Call premium80%
Put premium20%
Notional split
C 80% / P 20%
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
30/100
Agreement between options pressure and Sharemaestro market context.
Event window
6 Aug
Matched earnings event is 7 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Calls · 91+ days · OTM
calls cluster with 2020 contracts traded, $174988 estimated gross traded notional, and 29% of visible notional.
$174988
Puts · 8-21 days · ITM
puts cluster with 1712 contracts traded, $97291 estimated gross traded notional, and 16% of visible notional.
$97291
Calls · 91+ days · ITM
calls cluster with 302 contracts traded, $82196 estimated gross traded notional, and 14% of visible notional.
$82196
Calls · 0-7 days · ITM
calls cluster with 203 contracts traded, $61800 estimated gross traded notional, and 10% of visible notional.
$61800
Calls · 8-21 days · OTM
calls cluster with 1932 contracts traded, $45358 estimated gross traded notional, and 8% of visible notional.
$45358
Setup Classification
Opportunity and risk frame
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
Options positioning is not confirming the underlying trend context.
Activity Anomaly
Normal range
Activity is broadly in line with recent stored snapshots.
Volume rank0th
Volume/OI rank0th
IV rank100th
Market Context
Underlying confirmation
Close6.08
1W-0.7%
RS-10.3
Fair value+2.5%
Options pressure60
Speculation40
Volatility96
Trend fit30
Today Versus Normal
Stored-options context
30d avg 10.1% · 1 read
100th
90d avg 10.1% · 1 read
100th
180d avg 10.1% · 1 read
100th
30d avg 0.91 · 1 read
100th
90d avg 0.91 · 1 read
100th
180d avg 0.91 · 1 read
100th
30d avg 0.42 · 1 read
0th
90d avg 0.42 · 1 read
0th
180d avg 0.42 · 1 read
0th
30d avg 0.03 · 1 read
0th
90d avg 0.03 · 1 read
0th
180d avg 0.03 · 1 read
0th
Pressure Trail
Recent pressure and volatility
29 Jul 10:55
Volatility
Pressure 48
Move 10.1%
30 Jul 05:27
Volatility
Pressure 60
Move 10.9%
Strike Map
Where activity is clustering
Strike1.00
Calls · V 22 · OI 159
Puts · V 0 · OI 135
Strike1.50
Calls · V 19 · OI 353
Puts · V 0 · OI 117
Strike2.00
Calls · V 25 · OI 454
Puts · V 0 · OI 17
Strike2.50
Calls · V 11 · OI 247
Puts · V 0 · OI 4
Strike3.00
Calls · V 10 · OI 182
Puts · V 7 · OI 6
Strike3.50
Calls · V 10 · OI 21
Puts · V 6 · OI 41
Strike4.00
Calls · V 8 · OI 10
Puts · V 5 · OI 22
Strike4.50
Calls · V 4 · OI 6
Puts · V 4 · OI 26
Term Structure
Expiration activity
Expiry31 Jul 2026
Contracts40
Avg IV1.68
Put-call0.19
Expiry7 Aug 2026
Contracts40
Avg IV1.20
Put-call0.62
Expiry14 Aug 2026
Contracts40
Avg IV1.12
Put-call0.96
Expiry21 Aug 2026
Contracts42
Avg IV0.89
Put-call0.03
Expiry28 Aug 2026
Contracts36
Avg IV0.92
Put-call-
Skew
Call/put IV balance
31 Jul 2026Call IV premium
Call IV0.93
Put IV0.82
Skew-0.11
7 Aug 2026Put IV premium
Call IV1.16
Put IV1.25
Skew0.10
14 Aug 2026Call IV premium
Call IV1.66
Put IV1.00
Skew-0.66
21 Aug 2026Put IV premium
Call IV0.81
Put IV0.93
Skew0.12
28 Aug 2026Put IV premium
Call IV0.82
Put IV0.98
Skew0.16
Contract Tape
Most active contracts
ContractPTON260814C00007500
SideCall
Expiry14 Aug 2026
Strike7.50
Volume1527
OI3909
IV0.97
ContractPTON260814P00006500
SidePut
Expiry14 Aug 2026
Strike6.50
Volume1526
OI1590
IV1.04
ContractPTON260821C00008000
SideCall
Expiry21 Aug 2026
Strike8.00
Volume918
OI2182
IV0.81
ContractPTON260731C00006500
SideCall
Expiry31 Jul 2026
Strike6.50
Volume433
OI2908
IV0.67
ContractPTON260731C00007000
SideCall
Expiry31 Jul 2026
Strike7.00
Volume379
OI1957
IV0.93
ContractPTON270115C00007000
SideCall
Expiry15 Jan 2027
Strike7.00
Volume337
OI62621
IV0.69
ContractPTON270115C00015000
SideCall
Expiry15 Jan 2027
Strike15.00
Volume330
OI100815
IV0.75
ContractPTON260918C00009000
SideCall
Expiry18 Sep 2026
Strike9.00
Volume251
OI150
IV0.77
Research Graph
Related research and context
Sharemaestro research
Related News
No recent ticker-specific news yet.
Market Watch
No recent market-watch posts yet.
Earnings
Plain English Guide
Options context
What usually looks constructive
What usually looks cautious
Options can move quickly and can lose value fast. Treat this as research context, not a buy or sell instruction.