Ticker Options Intelligence

HLIO options intelligence

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

Conviction 57 Market data through 31 Jul 2026 Checked 31 Jul 2026 14:47 · complete available chain

Volatility expansion watch

Volatility pressure

HLIO currently carries volatility options pressure with a 57/100 conviction score. The nearest-chain expected move is 10.6%, with volume/open-interest participation at 0.29.

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

Volatility expansion watch

Expected move 10.6%

Wider near-term move priced

Activity / OI 0.29

Current volume is quieter versus prior open interest

Put-call 0.01

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -1.6%

RS 16.1

Expected move 10.6%
Put-call volume 0.01
Volume / OI 0.29
Reference IV 0.54
Max pain 80.00
Underlying 79.83
Nearest expiry 21 Aug 2026
Contracts 33

Research Brief

HLIO has a volatility chain read with 57/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 71.33–88.33; The largest call open-interest concentration is 90.00; the largest put concentration is 75.00. The most active strike by current volume is 90.00.

Priced range71.33–88.33
Call concentration90.00
Put concentration75.00
Max pain reference80.00
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 71.33 to 88.33. Max pain at 80.00 sits inside that range, 0.2% above spot.

Spot Max pain
71.3379.83 ± 8.5088.33
Confirmation level

A close beyond 88.33 or below 71.33 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 57/100

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.

Participation31 × 22%
+6.8

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.

Volatility78 × 10%
+7.8

The intensity of implied volatility and the priced move.

Reconstructed score56.6Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 90.00; the largest put concentration is 75.00. The most active strike by current volume is 90.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
2
75.00-6.1%
0
1
80.000.2%
2
0
85.006.5%
1
0
90.0012.7%
6
0
95.0019.0%
5
0
100.0025.3%
3
0
110.0037.8%
1
0
115.0044.1%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.26× front/back

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

0.54 21 Aug 21d
0.21 18 Sep 49d
0.30 18 Dec 140d
0.43 19 Mar 231d

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.

75
80
85
90
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

A95/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
33 / 33
  • 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

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 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: $95510 of estimated gross traded notional, calls · 46-90 days · atm, 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-1.6%
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 0.29 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 3 Aug Matched earnings event is 2 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 · ATM
Calls · 46-90 days · ATM calls cluster with 100 contracts traded, $62000 estimated gross traded notional, and 65% of visible notional.
$62000
Calls · 46-90 days · ITM calls cluster with 6 contracts traded, $10390 estimated gross traded notional, and 11% of visible notional.
$10390
Calls · 46-90 days · OTM calls cluster with 22 contracts traded, $9812 estimated gross traded notional, and 10% of visible notional.
$9812
Calls · 91+ days · ITM calls cluster with 5 contracts traded, $8362 estimated gross traded notional, and 9% of visible notional.
$8362
Calls · 91+ days · OTM calls cluster with 3 contracts traded, $1671 estimated gross traded notional, and 2% of visible notional.
$1671

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.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

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
Close79.83
1W-1.6%
RS16.1
Fair value+59.0%
Options pressure100
Speculation31
Volatility78
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 10.6% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.54 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.01 history building
30d avg - · 0/10 sessions -
90d avg - · 0/30 sessions -
180d avg - · 0/60 sessions -
Volume/OI 0.29 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 10:55 Mixed
Pressure 12
Move 11.4%
30 Jul 10:46 Mixed
Pressure 12
Move 11.9%
31 Jul 10:31 Mixed
Pressure 12
Move 11.3%
31 Jul 13:47 Volatility
Pressure 100
Move 10.6%

Strike Map

Where activity is clustering

Full strike map
Strike75.00
Calls · V 0 · OI 0
Puts · V 1 · OI 2
Strike80.00
Calls · V 2 · OI 2
Puts · V 0 · OI 1
Strike85.00
Calls · V 1 · OI 1
Puts · V 0 · OI 0
Strike90.00
Calls · V 4 · OI 6
Puts · V 0 · OI 0
Strike95.00
Calls · V 0 · OI 5
Puts · V 0 · OI 0
Strike100.00
Calls · V 1 · OI 3
Puts · V 0 · OI 0
Strike110.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike115.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts9
Avg IV0.54
Put-call0.13
Expiry18 Sep 2026
Contracts10
Avg IV0.21
Put-call-
Expiry18 Dec 2026
Contracts11
Avg IV0.30
Put-call0.13
Expiry19 Mar 2027
Contracts3
Avg IV0.43
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.66
Put IV0.62
Skew-0.04
18 Sep 2026Balanced skew
Call IV0.06
Put IV0.03
Skew-0.03
18 Dec 2026Call IV premium
Call IV0.60
Put IV0.51
Skew-0.09
19 Mar 2027Incomplete skew
Call IV-
Put IV0.54
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractHLIO260918C00100000
SideCall
Expiry18 Sep 2026
Strike100.00
Volume-
OI25
IV0.74
ContractHLIO270319C00045000
SideCall
Expiry19 Mar 2027
Strike45.00
Volume-
OI8
IV0.68
ContractHLIO260821C00095000
SideCall
Expiry21 Aug 2026
Strike95.00
Volume-
OI5
IV0.13
ContractHLIO261218P00055000
SidePut
Expiry18 Dec 2026
Strike55.00
Volume-
OI5
IV0.62
ContractHLIO260918C00090000
SideCall
Expiry18 Sep 2026
Strike90.00
Volume-
OI3
IV0.60
ContractHLIO260918C00040000
SideCall
Expiry18 Sep 2026
Strike40.00
Volume-
OI2
IV0.00
ContractHLIO270319P00060000
SidePut
Expiry19 Mar 2027
Strike60.00
Volume-
OI1
IV0.06
ContractHLIO260821C00110000
SideCall
Expiry21 Aug 2026
Strike110.00
Volume-
OI1
IV1.35