Ticker Options Intelligence

CNR options intelligence

Core Natural Resources, Inc. options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 63 Market data through 29 Jul 2026 Checked 30 Jul 2026 03:50 · complete available chain

Volatility expansion watch

Volatility pressure

CNR currently carries volatility options pressure with a 63/100 conviction score. The nearest-chain expected move is 12.8%, 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 Volatility

Volatility expansion watch

Expected move 12.8%

Wider near-term move priced

Activity / OI 0.02

Current volume is quieter versus prior open interest

Put-call 11.00

Put-side skew

Trend fit 47

Options are not fully confirming trend

Weekly backdrop +0.2%

RS -10.9

Expected move 12.8%
Put-call volume 11.00
Volume / OI 0.02
Reference IV 0.54
Max pain 85.00
Underlying 83.20
Nearest expiry 21 Aug 2026
Contracts 174

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: $197378 of estimated gross traded notional, puts · 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-81
1W price+0.2%
Call premium11%
Put premium89%
Notional split C 11% / P 89% 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 47/100 Agreement between options pressure and Sharemaestro market context.
Event window 4 Aug Matched earnings event is 5 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 Puts · 91+ days · OTM
Puts · 91+ days · OTM puts cluster with 340 contracts traded, $156120 estimated gross traded notional, and 79% of visible notional.
$156120
Calls · 91+ days · ITM calls cluster with 7 contracts traded, $16260 estimated gross traded notional, and 8% of visible notional.
$16260
Puts · 22-45 days · OTM puts cluster with 77 contracts traded, $9260 estimated gross traded notional, and 5% of visible notional.
$9260
Puts · 22-45 days · ATM puts cluster with 7 contracts traded, $6195 estimated gross traded notional, and 3% of visible notional.
$6195
Calls · 91+ days · OTM calls cluster with 9 contracts traded, $2176 estimated gross traded notional, and 1% of visible notional.
$2176

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.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

Activity Anomaly

Above normal

67

Activity is running above the recent historical baseline.

Volume rank100th
Volume/OI rank0th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close83.20
1W+0.2%
RS-10.9
Fair value-7.1%
Options pressure-81
Speculation40
Volatility77
Trend fit47

Today Versus Normal

Stored-options context

View history
Expected move 12.8% elevated
30d avg 11.6% · 1 read 100th
90d avg 11.6% · 1 read 100th
180d avg 11.6% · 1 read 100th
IV 0.54 elevated
30d avg 0.51 · 1 read 100th
90d avg 0.51 · 1 read 100th
180d avg 0.51 · 1 read 100th
Put-call 11.00 elevated
30d avg 0.64 · 1 read 100th
90d avg 0.64 · 1 read 100th
180d avg 0.64 · 1 read 100th
Volume/OI 0.02 muted
30d avg 0.02 · 1 read 0th
90d avg 0.02 · 1 read 0th
180d avg 0.02 · 1 read 0th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:41 Bullish
Pressure 25
Move 11.6%
30 Jul 02:50 Volatility
Pressure -81
Move 12.8%

Strike Map

Where activity is clustering

Full strike map
Strike45.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike50.00
Calls · V 0 · OI 2
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 53 · OI 29
Strike70.00
Calls · V 0 · OI 0
Puts · V 11 · OI 17
Strike75.00
Calls · V 0 · OI 10
Puts · V 12 · OI 1333
Strike80.00
Calls · V 5 · OI 129
Puts · V 1 · OI 703

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts36
Avg IV0.54
Put-call5.25
Expiry18 Sep 2026
Contracts50
Avg IV0.47
Put-call0.71
Expiry18 Dec 2026
Contracts52
Avg IV0.47
Put-call11.20
Expiry19 Mar 2027
Contracts36
Avg IV0.48
Put-call38.00

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.54
Put IV0.56
Skew0.02
18 Sep 2026Balanced skew
Call IV0.45
Put IV0.46
Skew0.01
18 Dec 2026Balanced skew
Call IV0.48
Put IV0.49
Skew0.01
19 Mar 2027Balanced skew
Call IV0.46
Put IV0.50
Skew0.04

Contract Tape

Most active contracts

Full contract tape
ContractCNR270319P00055000
SidePut
Expiry19 Mar 2027
Strike55.00
Volume114
OI1
IV0.52
ContractCNR261218P00070000
SidePut
Expiry18 Dec 2026
Strike70.00
Volume100
OI730
IV0.48
ContractCNR270319P00065000
SidePut
Expiry19 Mar 2027
Strike65.00
Volume100
OI2
IV0.50
ContractCNR260821P00065000
SidePut
Expiry21 Aug 2026
Strike65.00
Volume53
OI29
IV0.65
ContractCNR260821P00075000
SidePut
Expiry21 Aug 2026
Strike75.00
Volume12
OI1333
IV0.54
ContractCNR260821P00070000
SidePut
Expiry21 Aug 2026
Strike70.00
Volume11
OI17
IV0.56
ContractCNR261218P00075000
SidePut
Expiry18 Dec 2026
Strike75.00
Volume8
OI775
IV0.47
ContractCNR270319P00075000
SidePut
Expiry19 Mar 2027
Strike75.00
Volume8
OI-
IV0.47