Ticker Options Intelligence

AVAH options intelligence

Aveanna Healthcare Holdings Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 49 Market data through 31 Jul 2026 Checked 31 Jul 2026 17:32 · complete available chain

Volatility expansion watch

Volatility pressure

AVAH currently carries volatility options pressure with a 49/100 conviction score. The nearest-chain expected move is 18.8%, with volume/open-interest participation at 0.09.

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

Volatility expansion watch

Expected move 18.8%

Wider near-term move priced

Activity / OI 0.09

Current volume is quieter versus prior open interest

Put-call 0.16

Call-side skew

Trend fit 13

Options are not fully confirming trend

Weekly backdrop -0.6%

RS 6.6

Expected move 18.8%
Put-call volume 0.16
Volume / OI 0.09
Reference IV 1.49
Max pain 10.00
Underlying 9.45
Nearest expiry 21 Aug 2026
Contracts 30

Research Brief

AVAH has a volatility chain read with 49/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 7.68–11.22; The largest call open-interest concentration is 10.00; the largest put concentration is 7.50. The most active strike by current volume is 12.50.

Priced range7.68–11.22
Call concentration10.00
Put concentration7.50
Max pain reference10.00
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 7.68 to 11.22. Max pain at 10.00 sits inside that range, 5.8% above spot.

Spot Max pain
7.689.45 ± 1.7711.22
Confirmation level

A close beyond 11.22 or below 7.68 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 49/100

Evidence alignment, not probability

Pressure is 82/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure82 × 42%
+34.3

How strongly activity leans toward calls or puts.

Participation10 × 22%
+2.2

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

Trend agreement13 × 26%
+3.3

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 score49.5Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 10.00; the largest put concentration is 7.50. The most active strike by current volume is 12.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
5.00-47.1%
10
289
7.50-20.6%
39
252
10.005.8%
1292
0
12.5032.3%
604
0
15.0058.7%
20
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

2.01× front/back

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

1.49 21 Aug 21d
0.90 18 Sep 49d
0.78 18 Dec 140d
0.74 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.

10
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

A96/100
Retained chain100%
Implied volatility100%
Two-sided quotes97%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
30 / 30
  • 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: $74186 of estimated gross traded notional, calls · 91+ days · itm, 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+82
1W price-0.6%
Call premium94%
Put premium6%
Notional split C 94% / P 6% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.09 Volume divided by open interest across the visible chain.
Trend fit 13/100 Agreement between options pressure and Sharemaestro market context.
Event window 6 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 · ITM
Calls · 91+ days · ITM calls cluster with 71 contracts traded, $33030 estimated gross traded notional, and 45% of visible notional.
$33030
Calls · 46-90 days · OTM calls cluster with 161 contracts traded, $11585 estimated gross traded notional, and 16% of visible notional.
$11585
Calls · 8-21 days · ITM calls cluster with 41 contracts traded, $11392 estimated gross traded notional, and 15% of visible notional.
$11392
Calls · 46-90 days · ITM calls cluster with 27 contracts traded, $11315 estimated gross traded notional, and 15% of visible notional.
$11315
Puts · 91+ days · ITM puts cluster with 10 contracts traded, $1950 estimated gross traded notional, and 3% of visible notional.
$1950

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
Close9.39
1W-0.6%
RS6.6
Fair value+84.6%
Options pressure82
Speculation10
Volatility96
Trend fit13

Today Versus Normal

Stored-options context

View history
Expected move 18.8% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 1.49 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.16 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.09 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 11:06 Volatility
Pressure -55
Move 18.3%
30 Jul 10:53 Volatility
Pressure 95
Move 16.4%
31 Jul 05:39 Bullish
Pressure 54
Move 18.5%
31 Jul 13:37 Bullish
Pressure 85
Move 17.5%
31 Jul 16:32 Volatility
Pressure 82
Move 18.8%

Strike Map

Where activity is clustering

Full strike map
Strike5.00
Calls · V 10 · OI 10
Puts · V 2 · OI 0
Strike7.50
Calls · V 31 · OI 39
Puts · V 10 · OI 289
Strike10.00
Calls · V 6 · OI 1292
Puts · V 2 · OI 252
Strike12.50
Calls · V 43 · OI 604
Puts · V 0 · OI 0
Strike15.00
Calls · V 0 · OI 20
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts8
Avg IV1.49
Put-call0.16
Expiry18 Sep 2026
Contracts10
Avg IV0.90
Put-call0.02
Expiry18 Dec 2026
Contracts10
Avg IV0.78
Put-call0.57
Expiry19 Mar 2027
Contracts2
Avg IV0.74
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.96
Put IV0.86
Skew-0.10
18 Sep 2026Put IV premium
Call IV0.71
Put IV0.87
Skew0.16
18 Dec 2026Balanced skew
Call IV0.71
Put IV0.74
Skew0.02
19 Mar 2027Incomplete skew
Call IV0.67
Put IV-
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractAVAH260918P00002500
SidePut
Expiry18 Sep 2026
Strike2.50
Volume-
OI74
IV3.31
ContractAVAH260821C00015000
SideCall
Expiry21 Aug 2026
Strike15.00
Volume-
OI20
IV2.29
ContractAVAH261218C00015000
SideCall
Expiry18 Dec 2026
Strike15.00
Volume-
OI1
IV0.75
ContractAVAH260918C00010000
SideCall
Expiry18 Sep 2026
Strike10.00
Volume150
OI192
IV0.71
ContractAVAH261218C00005000
SideCall
Expiry18 Dec 2026
Strike5.00
Volume62
OI121
IV1.09
ContractAVAH260821C00012500
SideCall
Expiry21 Aug 2026
Strike12.50
Volume43
OI604
IV1.02
ContractAVAH260821C00007500
SideCall
Expiry21 Aug 2026
Strike7.50
Volume31
OI39
IV1.10
ContractAVAH261218P00007500
SidePut
Expiry18 Dec 2026
Strike7.50
Volume25
OI234
IV0.74