Ticker Options Intelligence

AMRC options intelligence

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

Conviction 43 Market data through 31 Jul 2026 Checked 31 Jul 2026 15:30 · complete available chain

Options-market disagreement

Mixed pressure

AMRC currently carries mixed options pressure with a 43/100 conviction score. The nearest-chain expected move is 21.0%, 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 Mixed

Options-market disagreement

Expected move 21.0%

Wider near-term move priced

Activity / OI 0.03

Current volume is quieter versus prior open interest

Put-call 1.77

Put-side skew

Trend fit 81

Options agree with trend context

Weekly backdrop -5.9%

RS -32.2

Expected move 21.0%
Put-call volume 1.77
Volume / OI 0.03
Reference IV 1.07
Max pain 25.00
Underlying 21.75
Nearest expiry 21 Aug 2026
Contracts 49

Research Brief

AMRC has a mixed chain read with 43/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 17.17–26.33; The largest call open-interest concentration is 35.00; the largest put concentration is 20.00. The most active strike by current volume is 35.00.

Priced range17.17–26.33
Call concentration35.00
Put concentration20.00
Max pain reference25.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
  • The current chain read already agrees with the stored weekly trend context.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • 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 17.17 to 26.33. Max pain at 25.00 sits inside that range, 14.9% above spot.

Spot Max pain
17.1721.75 ± 4.5826.33
Confirmation level

A close beyond 26.33 or below 17.17 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 43/100

Evidence alignment, not probability

Pressure is 18/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure18 × 42%
+7.4

How strongly activity leans toward calls or puts.

Participation23 × 22%
+5.1

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

Trend agreement81 × 26%
+21.0

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 score43.1Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 35.00; the largest put concentration is 20.00. The most active strike by current volume is 35.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
3
15.00-31.0%
0
35
17.50-19.5%
0
161
20.00-8.0%
3
42
22.503.4%
14
34
25.0014.9%
14
22
30.0037.9%
87
6
35.0060.9%
423
0
40.0083.9%
15
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.30× front/back

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

1.07 21 Aug 21d
0.98 18 Sep 49d
1.10 16 Oct 77d
0.82 15 Jan 168d

Volatility by Strike

Upside optionality premium

Nearest expiry, within 20% of spot

Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.

18
20
23
25
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

A97/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
49 / 49
  • 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

86/100
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 No clean flow/price divergence

The options read is mixed, so divergence is not strong enough to classify.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $111458 of estimated gross traded notional, puts · 46-90 days · itm, and a no clean flow/price divergence backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure-18
1W price-5.9%
Call premium17%
Put premium83%
Notional split C 17% / P 83% 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 81/100 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 Puts · 46-90 days · ITM
Puts · 46-90 days · ITM puts cluster with 42 contracts traded, $41260 estimated gross traded notional, and 37% of visible notional.
$41260
Puts · 8-21 days · ITM puts cluster with 25 contracts traded, $30268 estimated gross traded notional, and 27% of visible notional.
$30268
Puts · 46-90 days · OTM puts cluster with 70 contracts traded, $11205 estimated gross traded notional, and 10% of visible notional.
$11205
Calls · 91+ days · OTM calls cluster with 29 contracts traded, $10688 estimated gross traded notional, and 10% of visible notional.
$10688
Puts · 91+ days · ITM puts cluster with 6 contracts traded, $5065 estimated gross traded notional, and 5% of visible notional.
$5065

Setup Classification

Opportunity and risk frame

Context, not advice
Positive Options-confirmed trend

Positioning agrees with the Sharemaestro trend backdrop.

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.

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
Close21.75
1W-5.9%
RS-32.2
Fair value-20.0%
Options pressure-18
Speculation23
Volatility96
Trend fit81

Today Versus Normal

Stored-options context

View history
Expected move 21.0% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 1.07 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 1.77 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 11:02 Bullish
Pressure 44
Move 23.4%
30 Jul 10:50 Mixed
Pressure 1
Move 24.0%
31 Jul 13:17 Bullish
Pressure 20
Move 21.5%
31 Jul 14:30 Mixed
Pressure -18
Move 21.0%

Strike Map

Where activity is clustering

Full strike map
Strike15.00
Calls · V 0 · OI 0
Puts · V 1 · OI 3
Strike17.50
Calls · V 0 · OI 0
Puts · V 15 · OI 35
Strike20.00
Calls · V 1 · OI 3
Puts · V 1 · OI 161
Strike22.50
Calls · V 7 · OI 14
Puts · V 1 · OI 42
Strike25.00
Calls · V 1 · OI 14
Puts · V 1 · OI 34
Strike30.00
Calls · V 10 · OI 87
Puts · V 6 · OI 22
Strike35.00
Calls · V 9 · OI 423
Puts · V 17 · OI 6
Strike40.00
Calls · V 1 · OI 15
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts13
Avg IV1.07
Put-call1.45
Expiry18 Sep 2026
Contracts2
Avg IV0.98
Put-call-
Expiry16 Oct 2026
Contracts19
Avg IV1.10
Put-call3.11
Expiry15 Jan 2027
Contracts15
Avg IV0.82
Put-call0.68

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV1.05
Put IV1.02
Skew-0.03
18 Sep 2026Incomplete skew
Call IV0.94
Put IV-
Skew-
16 Oct 2026Call IV premium
Call IV0.90
Put IV0.81
Skew-0.10
15 Jan 2027Call IV premium
Call IV1.39
Put IV0.89
Skew-0.50

Contract Tape

Most active contracts

Full contract tape
ContractAMRC261016C00015000
SideCall
Expiry16 Oct 2026
Strike15.00
Volume-
OI4
IV2.88
ContractAMRC261016C00012500
SideCall
Expiry16 Oct 2026
Strike12.50
Volume-
OI2
IV4.16
ContractAMRC261016P00017500
SidePut
Expiry16 Oct 2026
Strike17.50
Volume57
OI335
IV0.91
ContractAMRC261016P00040000
SidePut
Expiry16 Oct 2026
Strike40.00
Volume31
OI-
IV0.00
ContractAMRC260821P00035000
SidePut
Expiry21 Aug 2026
Strike35.00
Volume17
OI6
IV2.25
ContractAMRC261016C00035000
SideCall
Expiry16 Oct 2026
Strike35.00
Volume16
OI4909
IV0.94
ContractAMRC260821P00017500
SidePut
Expiry21 Aug 2026
Strike17.50
Volume15
OI35
IV1.02
ContractAMRC270115P00017500
SidePut
Expiry15 Jan 2027
Strike17.50
Volume12
OI-
IV0.06