Ticker Options Intelligence

AIZ options intelligence

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

Conviction 48 Market data through 30 Jul 2026 Checked 31 Jul 2026 11:11 · complete available chain

Call-side pressure

Bullish pressure

AIZ currently carries bullish options pressure with a 48/100 conviction score. The nearest-chain expected move is 6.0%, with volume/open-interest participation at 0.08.

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

Call-side pressure

Expected move 6.0%

Wider near-term move priced

Activity / OI 0.08

Current volume is quieter versus prior open interest

Put-call 0.13

Call-side skew

Trend fit 10

Options are not fully confirming trend

Weekly backdrop +0.8%

RS 11.0

Expected move 6.0%
Put-call volume 0.13
Volume / OI 0.08
Reference IV 0.31
Max pain 270.00
Underlying 276.94
Nearest expiry 21 Aug 2026
Contracts 276

Research Brief

AIZ has a bullish chain read with 48/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 260.29–293.59; The largest call open-interest concentration is 270.00; the largest put concentration is 240.00. The most active strike by current volume is 260.00.

Priced range260.29–293.59
Call concentration270.00
Put concentration240.00
Max pain reference270.00
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 260.29 to 293.59. Max pain at 270.00 sits inside that range, 2.5% below spot.

Spot Max pain
260.29276.94 ± 16.65293.59
Confirmation level

A close beyond 293.59 or below 260.29 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 48/100

Evidence alignment, not probability

Pressure is 86/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure86 × 42%
+36.2

How strongly activity leans toward calls or puts.

Participation23 × 22%
+5.1

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

Trend agreement10 × 26%
+2.5

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

Volatility46 × 10%
+4.6

The intensity of implied volatility and the priced move.

Reconstructed score48.4Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 270.00; the largest put concentration is 240.00. The most active strike by current volume is 260.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
160.00-42.2%
0
0
165.00-40.4%
0
0
170.00-38.6%
0
0
175.00-36.8%
0
0
180.00-35.0%
0
0
185.00-33.2%
0
0
190.00-31.4%
0
0
195.00-29.6%
0
1
230.00-16.9%
0
8
240.00-13.3%
0
7
250.00-9.7%
0
3
260.00-6.1%
2
6
270.00-2.5%
194
0
280.001.1%
4
0
290.004.7%
0
0
300.008.3%
3
0
310.0011.9%
5
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.27× front/back

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

0.31 21 Aug 22d
0.27 18 Sep 50d
0.26 20 Nov 113d
0.25 18 Dec 141d
0.25 19 Mar 232d

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.

230
240
250
260
270
280
290
300
310
320
330
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

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
30 Jul 2026
Calculation
v2.0
Contracts
276 / 276
  • 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

71/100
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 before price confirmation

Call-side pressure is building before a meaningful weekly price response.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $36565 of estimated gross traded notional, calls · 46-90 days · otm, and a bullish flow before price confirmation backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+86
1W price+0.8%
Call premium86%
Put premium14%
Notional split C 86% / P 14% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.08 Volume divided by open interest across the visible chain.
Trend fit 10/100 Agreement between options pressure and Sharemaestro market context.
Event window 4 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 · OTM
Calls · 46-90 days · OTM calls cluster with 72 contracts traded, $27720 estimated gross traded notional, and 76% of visible notional.
$27720
Puts · 8-21 days · OTM puts cluster with 8 contracts traded, $2340 estimated gross traded notional, and 6% of visible notional.
$2340
Calls · 91+ days · ATM calls cluster with 1 contracts traded, $1985 estimated gross traded notional, and 5% of visible notional.
$1985
Puts · 91+ days · ATM puts cluster with 1 contracts traded, $1485 estimated gross traded notional, and 4% of visible notional.
$1485
Calls · 91+ days · OTM calls cluster with 1 contracts traded, $1435 estimated gross traded notional, and 4% of visible notional.
$1435

Setup Classification

Opportunity and risk frame

Context, not advice
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 Bullish pressure over fair value

Call pressure is building while the stock sits above Sharemaestro fair value.

Activity Anomaly

Warming up

-

2 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 2 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close279.19
1W+0.8%
RS11.0
Fair value+42.7%
Options pressure86
Speculation23
Volatility46
Trend fit10

Today Versus Normal

Stored-options context

View history
Expected move 6.0% history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
IV 0.31 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Put-call 0.13 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
Volume/OI 0.08 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:25 Mixed
Pressure 10
Move 6.2%
30 Jul 10:21 Bearish
Pressure -40
Move 6.1%
31 Jul 10:11 Bullish
Pressure 86
Move 6.0%

Strike Map

Where activity is clustering

Full strike map
Strike160.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike165.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike170.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike175.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike180.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike185.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike190.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike195.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts56
Avg IV0.31
Put-call9.00
Expiry18 Sep 2026
Contracts60
Avg IV0.27
Put-call-
Expiry20 Nov 2026
Contracts46
Avg IV0.26
Put-call-
Expiry18 Dec 2026
Contracts56
Avg IV0.25
Put-call0.50
Expiry19 Mar 2027
Contracts58
Avg IV0.25
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.32
Put IV0.33
Skew0.01
18 Sep 2026Put IV premium
Call IV0.23
Put IV0.32
Skew0.09
20 Nov 2026Put IV premium
Call IV0.23
Put IV0.29
Skew0.06
18 Dec 2026Put IV premium
Call IV0.21
Put IV0.28
Skew0.07
19 Mar 2027Put IV premium
Call IV0.20
Put IV0.27
Skew0.07

Contract Tape

Most active contracts

Full contract tape
ContractAIZ260918C00300000
SideCall
Expiry18 Sep 2026
Strike300.00
Volume72
OI-
IV0.23
ContractAIZ260821P00260000
SidePut
Expiry21 Aug 2026
Strike260.00
Volume8
OI3
IV0.41
ContractAIZ261218C00280000
SideCall
Expiry18 Dec 2026
Strike280.00
Volume1
OI15
IV0.24
ContractAIZ260821C00290000
SideCall
Expiry21 Aug 2026
Strike290.00
Volume1
OI-
IV0.26
ContractAIZ261218C00290000
SideCall
Expiry18 Dec 2026
Strike290.00
Volume1
OI-
IV0.23
ContractAIZ260821P00290000
SidePut
Expiry21 Aug 2026
Strike290.00
Volume1
OI-
IV0.28
ContractAIZ261218P00280000
SidePut
Expiry18 Dec 2026
Strike280.00
Volume1
OI-
IV0.26
ContractAIZ260821C00270000
SideCall
Expiry21 Aug 2026
Strike270.00
Volume-
OI194
IV0.31