Primary read
Mixed
Options-market disagreement
Ticker Options Intelligence
ARLO options intelligence
Arlo Technologies options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
36
Market data through 30 Jul 2026
Checked 31 Jul 2026 12:08 · complete available chain
Options-market disagreement
Mixed pressure
ARLO currently carries mixed options pressure with a 36/100 conviction score. The nearest-chain expected move is 22.1%, with volume/open-interest participation at 0.01.
Expected move
22.1%
Wider near-term move priced
Activity / OI
0.01
Current volume is quieter versus prior open interest
Put-call
1.71
Put-side skew
Trend fit
76
Options agree with trend context
Weekly backdrop
-3.3%
RS -19.0
Expected move
22.1%
Put-call volume
1.71
Volume / OI
0.01
Reference IV
0.96
Max pain
13.00
Underlying
12.87
Nearest expiry
21 Aug 2026
Contracts
142
Research Brief
ARLO has a mixed chain read with 36/100 evidence alignment.
The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 10.02–15.72; The largest call open-interest concentration is 19.00; the largest put concentration is 13.00. The most active strike by current volume is 13.00.
Priced range10.02–15.72
Call concentration19.00
Put concentration13.00
Max pain reference13.00
- A clear directional pressure reading develops and price begins to agree.
- The current chain read already agrees with the stored weekly trend context.
- 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
Options imply 10.02 to 15.72. Max pain at 13.00 sits inside that range, 1.0% above spot.
Spot
Max pain
10.0212.87 ± 2.8515.72
Confirmation level
A close beyond 15.72 or below 10.02 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 36/100
Pressure is 15/100 toward puts; conviction uses its strength, while the signal label carries its direction.
Directional pressure15 × 42%
+6.4
How strongly activity leans toward calls or puts.
Participation2 × 22%
+0.3
Volume relative to existing open interest and contract-level activity.
Trend agreement76 × 26%
+19.7
How closely the chain read agrees with the underlying trend backdrop.
Volatility96 × 10%
+9.6
The intensity of implied volatility and the priced move.
Positioning by Strike
Where open interest and current activity concentrate
The largest call open-interest concentration is 19.00; the largest put concentration is 13.00. The most active strike by current volume is 13.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.
Put open interestStrikeCall open interest
1
5.00-61.1%
0
0
6.00-53.4%
0
0
7.00-45.6%
5
0
8.00-37.8%
1
0
9.00-30.1%
2
0
10.00-22.3%
1
1
11.00-14.5%
0
112
12.00-6.8%
65
125
13.001.0%
46
0
14.008.8%
85
2
15.0016.6%
96
0
16.0024.3%
9
0
17.0032.1%
2
3
18.0039.9%
0
1
19.0047.6%
110
1
20.0055.4%
0
2
21.0063.2%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry
Volatility Curve
Front-loaded volatility
Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.
0.96
21 Aug
22d
0.63
18 Sep
50d
0.49
16 Oct
78d
0.56
15 Jan
169d
Volatility by Strike
Upside optionality premium
Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.
11
12
13
14
15
Put IV Call IV
Historical Replay
How matured reads behaved through expiry
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
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
- Chain status
- Complete available chain
- Market date
- 30 Jul 2026
- Calculation
- v2.0
- Contracts
- 142 / 142
- 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
Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.
The options read is mixed, so divergence is not strong enough to classify.
Earnings/event positioning matters because it connects the options headline to the actual evidence: $4935 of estimated gross traded notional, calls · 46-90 days · otm, 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-15
1W price-3.3%
Call premium47%
Put premium53%
Notional split
C 47% / P 53%
Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness
0.01
Volume divided by open interest across the visible chain.
Trend fit
76/100
Agreement between options pressure and Sharemaestro market context.
Event window
6 Aug
Matched earnings event is 6 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Calls · 46-90 days · OTM
calls cluster with 12 contracts traded, $1860 estimated gross traded notional, and 38% of visible notional.
$1860
Puts · 46-90 days · ITM
puts cluster with 4 contracts traded, $1560 estimated gross traded notional, and 32% of visible notional.
$1560
Puts · 8-21 days · ATM
puts cluster with 20 contracts traded, $1050 estimated gross traded notional, and 21% of visible notional.
$1050
Calls · 8-21 days · ATM
calls cluster with 2 contracts traded, $465 estimated gross traded notional, and 9% of visible notional.
$465
Setup Classification
Opportunity and risk frame
Positioning agrees with the Sharemaestro trend backdrop.
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
Underlying price is close to the max-pain zone.
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
Close12.87
1W-3.3%
RS-19.0
Fair value+2.0%
Options pressure-15
Speculation2
Volatility96
Trend fit76
Today Versus Normal
Stored-options context
30d avg - · 2/10 sessions
-
90d avg - · 2/30 sessions
-
180d avg - · 2/60 sessions
-
30d avg - · 2/10 sessions
-
90d avg - · 2/30 sessions
-
180d avg - · 2/60 sessions
-
30d avg - · 2/10 sessions
-
90d avg - · 2/30 sessions
-
180d avg - · 2/60 sessions
-
30d avg - · 2/10 sessions
-
90d avg - · 2/30 sessions
-
180d avg - · 2/60 sessions
-
Pressure Trail
Recent pressure and volatility
29 Jul 11:07
Volatility
Pressure -27
Move 18.5%
30 Jul 10:55
Volatility
Pressure 100
Move 20.2%
30 Jul 21:31
Bullish
Pressure 47
Move 22.1%
31 Jul 11:08
Mixed
Pressure -15
Move 22.1%
Strike Map
Where activity is clustering
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike6.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.00
Calls · V 0 · OI 5
Puts · V 0 · OI 0
Strike8.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike9.00
Calls · V 0 · OI 2
Puts · V 0 · OI 0
Strike10.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike11.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike12.00
Calls · V 0 · OI 65
Puts · V 0 · OI 112
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts34
Avg IV0.96
Put-call10.00
Expiry18 Sep 2026
Contracts34
Avg IV0.63
Put-call-
Expiry16 Oct 2026
Contracts38
Avg IV0.49
Put-call-
Expiry15 Jan 2027
Contracts36
Avg IV0.56
Put-call-
Skew
Call/put IV balance
21 Aug 2026Put IV premium
Call IV0.71
Put IV0.99
Skew0.28
18 Sep 2026Call IV premium
Call IV0.62
Put IV0.26
Skew-0.36
16 Oct 2026Call IV premium
Call IV0.59
Put IV0.21
Skew-0.38
15 Jan 2027Put IV premium
Call IV0.56
Put IV0.64
Skew0.08
Contract Tape
Most active contracts
ContractARLO260821P00013000
SidePut
Expiry21 Aug 2026
Strike13.00
Volume20
OI125
IV0.83
ContractARLO261016C00015000
SideCall
Expiry16 Oct 2026
Strike15.00
Volume12
OI111
IV0.65
ContractARLO260821C00013000
SideCall
Expiry21 Aug 2026
Strike13.00
Volume2
OI46
IV1.09
ContractARLO260918P00020000
SidePut
Expiry18 Sep 2026
Strike20.00
Volume2
OI-
IV0.52
ContractARLO260918P00016000
SidePut
Expiry18 Sep 2026
Strike16.00
Volume2
OI-
IV0.65
ContractARLO270115C00020000
SideCall
Expiry15 Jan 2027
Strike20.00
Volume-
OI1801
IV0.20
ContractARLO261016C00020000
SideCall
Expiry16 Oct 2026
Strike20.00
Volume-
OI247
IV0.59
ContractARLO270115C00014000
SideCall
Expiry15 Jan 2027
Strike14.00
Volume-
OI204
IV0.64
Research Graph
Related research and context
Sharemaestro research
Related News
No recent ticker-specific news yet.
Market Watch
No recent market-watch posts yet.
Earnings
Plain English Guide
Options context
What usually looks constructive
What usually looks cautious
Options can move quickly and can lose value fast. Treat this as research context, not a buy or sell instruction.