Ticker Options Intelligence

NNBR options intelligence

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

Conviction 58 Market data through 31 Jul 2026 Checked 31 Jul 2026 14:57 · complete available chain

Volatility expansion watch

Volatility pressure

NNBR currently carries volatility options pressure with a 58/100 conviction score. The nearest-chain expected move is 38.2%, with volume/open-interest participation at 0.03.

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

Volatility expansion watch

Expected move 38.2%

Wider near-term move priced

Activity / OI 0.03

Current volume is quieter versus prior open interest

Put-call 0.04

Call-side skew

Trend fit 18

Options are not fully confirming trend

Weekly backdrop -6.2%

RS 49.5

Expected move 38.2%
Put-call volume 0.04
Volume / OI 0.03
Reference IV 2.12
Max pain 2.50
Underlying 3.53
Nearest expiry 21 Aug 2026
Contracts 18

Research Brief

NNBR has a volatility chain read with 58/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 2.18–4.88; The largest call open-interest concentration is 5.00; the largest put concentration is 2.50. The most active strike by current volume is 5.00.

Priced range2.18–4.88
Call concentration5.00
Put concentration2.50
Max pain reference2.50
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.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 2.18 to 4.88. Max pain at 2.50 sits inside that range, 29.2% below spot.

Spot Max pain
2.183.53 ± 1.354.88
Confirmation level

A close beyond 4.88 or below 2.18 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 58/100

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.

Participation9 × 22%
+1.9

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

Trend agreement18 × 26%
+4.7

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

Volatility96 × 10%
+9.6

The intensity of implied volatility and the priced move.

Reconstructed score58.2Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 5.00; the largest put concentration is 2.50. 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
51
2.50-29.2%
168
13
5.0041.6%
372
0
7.50112.5%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Balanced volatility curve

1.10× front/back

Near- and longer-dated implied volatility are broadly aligned; no exceptional front-expiry premium is visible.

2.12 21 Aug 21d
1.85 18 Sep 49d
1.27 18 Dec 140d
1.93 19 Mar 231d

Volatility by Strike

Smile incomplete

Nearest expiry, within 20% of spot

There is not enough comparable OTM call and put volatility to classify the smile.

Comparable strike volatility is unavailable.

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

A93/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
18 / 18
  • 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

87/100
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: $14968 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+100
1W price-6.2%
Call premium92%
Put premium8%
Notional split C 92% / P 8% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.03 Volume divided by open interest across the visible chain.
Trend fit 18/100 Agreement between options pressure and Sharemaestro market context.
Event window 5 Aug Matched earnings event is 4 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 · 91+ days · OTM
Calls · 91+ days · OTM calls cluster with 74 contracts traded, $4738 estimated gross traded notional, and 32% of visible notional.
$4738
Calls · 46-90 days · OTM calls cluster with 105 contracts traded, $3658 estimated gross traded notional, and 24% of visible notional.
$3658
Calls · 91+ days · ITM calls cluster with 20 contracts traded, $2988 estimated gross traded notional, and 20% of visible notional.
$2988
Calls · 46-90 days · ITM calls cluster with 15 contracts traded, $1538 estimated gross traded notional, and 10% of visible notional.
$1538
Puts · 91+ days · ITM puts cluster with 3 contracts traded, $738 estimated gross traded notional, and 5% of visible notional.
$738

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
Close3.31
1W-6.2%
RS49.5
Fair value+19.8%
Options pressure100
Speculation9
Volatility96
Trend fit18

Today Versus Normal

Stored-options context

View history
Expected move 38.2% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 2.12 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.04 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.03 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 11:43 Volatility
Pressure 100
Move 26.6%
30 Jul 11:20 Volatility
Pressure 100
Move 25.3%
30 Jul 15:02 Volatility
Pressure 100
Move 33.3%
30 Jul 17:20 Volatility
Pressure 100
Move 33.3%
31 Jul 01:44 Volatility
Pressure 100
Move 44.1%
31 Jul 13:57 Volatility
Pressure 100
Move 38.2%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 2 · OI 168
Puts · V 4 · OI 51
Strike5.00
Calls · V 29 · OI 372
Puts · V 2 · OI 13
Strike7.50
Calls · V 1 · OI 1
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts5
Avg IV2.12
Put-call0.19
Expiry18 Sep 2026
Contracts5
Avg IV1.85
Put-call0.01
Expiry18 Dec 2026
Contracts5
Avg IV1.27
Put-call0.03
Expiry19 Mar 2027
Contracts3
Avg IV1.93
Put-call0.10

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV1.90
Put IV2.57
Skew0.67
18 Sep 2026Balanced skew
Call IV1.66
Put IV1.70
Skew0.04
18 Dec 2026Call IV premium
Call IV1.33
Put IV1.14
Skew-0.19
19 Mar 2027Incomplete skew
Call IV2.15
Put IV-
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractNNBR260918P00007500
SidePut
Expiry18 Sep 2026
Strike7.50
Volume-
OI1
IV2.89
ContractNNBR260918C00005000
SideCall
Expiry18 Sep 2026
Strike5.00
Volume104
OI578
IV1.66
ContractNNBR261218C00007500
SideCall
Expiry18 Dec 2026
Strike7.50
Volume53
OI475
IV1.31
ContractNNBR260821C00005000
SideCall
Expiry21 Aug 2026
Strike5.00
Volume29
OI372
IV1.90
ContractNNBR270319C00007500
SideCall
Expiry19 Mar 2027
Strike7.50
Volume20
OI858
IV2.15
ContractNNBR261218C00002500
SideCall
Expiry18 Dec 2026
Strike2.50
Volume19
OI1547
IV1.40
ContractNNBR260918C00002500
SideCall
Expiry18 Sep 2026
Strike2.50
Volume15
OI1178
IV1.18
ContractNNBR260821P00002500
SidePut
Expiry21 Aug 2026
Strike2.50
Volume4
OI51
IV2.57