Ticker Options Intelligence

VITL options intelligence

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

Conviction 42 Market data through 31 Jul 2026 Checked 1 Aug 2026 08:53 · complete available chain

Call-side pressure

Bullish pressure

VITL currently carries bullish options pressure with a 42/100 conviction score. The nearest-chain expected move is 18.4%, with volume/open-interest participation at 0.01.

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

Call-side pressure

Expected move 18.4%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.18

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -2.2%

RS -57.0

Expected move 18.4%
Put-call volume 0.18
Volume / OI 0.01
Reference IV 0.92
Max pain 12.50
Underlying 13.02
Nearest expiry 21 Aug 2026
Contracts 138

Research Brief

VITL has a bullish chain read with 42/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 10.62–15.42; The largest call open-interest concentration is 17.50; the largest put concentration is 12.50. The most active strike by current volume is 15.00.

Priced range10.62–15.42
Call concentration17.50
Put concentration12.50
Max pain reference12.50
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.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 10.62 to 15.42. Max pain at 12.50 sits inside that range, 4.0% below spot.

Spot Max pain
10.6213.02 ± 2.4015.42
Confirmation level

A close beyond 15.42 or below 10.62 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 42/100

Evidence alignment, not probability

Pressure is 73/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure73 × 42%
+30.6

How strongly activity leans toward calls or puts.

Participation10 × 22%
+2.3

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

Trend agreement0 × 26%
+0.0

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 score42.5Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 17.50; the largest put concentration is 12.50. The most active strike by current volume is 15.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
103
2.50-80.8%
0
1
5.00-61.6%
0
361
7.50-42.4%
10
1019
10.00-23.2%
202
1678
12.50-4.0%
598
213
15.0015.2%
1265
2
17.5034.4%
1454
0
20.0053.6%
131
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Balanced volatility curve

1.11× front/back

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

0.92 21 Aug 21d
0.86 18 Sep 49d
0.83 16 Oct 77d
0.83 15 Jan 168d
0.83 21 Jan 539d

Volatility by Strike

Balanced wings

Nearest expiry, within 20% of spot

Comparable upside calls and downside puts carry broadly similar implied volatility.

13
15
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

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
138 / 138
  • 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

84/100
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 against weak price

Options are leaning call-side while the stock is down on the week, a divergence that needs price confirmation.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $216855 of estimated gross traded notional, calls · 91+ days · itm, and a bullish flow against weak price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+73
1W price-2.2%
Call premium96%
Put premium4%
Notional split C 96% / P 4% 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 0/100 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 267 contracts traded, $199165 estimated gross traded notional, and 92% of visible notional.
$199165
Puts · 46-90 days · OTM puts cluster with 41 contracts traded, $5562 estimated gross traded notional, and 3% of visible notional.
$5562
Calls · 46-90 days · ITM calls cluster with 30 contracts traded, $5175 estimated gross traded notional, and 2% of visible notional.
$5175
Puts · 91+ days · OTM puts cluster with 14 contracts traded, $2185 estimated gross traded notional, and 1% of visible notional.
$2185
Calls · 8-21 days · OTM calls cluster with 38 contracts traded, $1615 estimated gross traded notional, and 1% of visible notional.
$1615

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
Close12.73
1W-2.2%
RS-57.0
Fair value-54.1%
Options pressure73
Speculation10
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 18.4% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.92 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.18 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.01 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 11:28 Volatility
Pressure 81
Move 21.7%
30 Jul 11:12 Mixed
Pressure -4
Move 21.7%
30 Jul 18:23 Bullish
Pressure 21
Move 18.8%
30 Jul 18:57 Bullish
Pressure 21
Move 18.6%
30 Jul 23:46 Bullish
Pressure 19
Move 19.0%
31 Jul 08:03 Volatility
Pressure -24
Move 19.0%
1 Aug 07:53 Bullish
Pressure 73
Move 18.4%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 0
Puts · V 0 · OI 103
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike7.50
Calls · V 0 · OI 10
Puts · V 0 · OI 361
Strike10.00
Calls · V 3 · OI 202
Puts · V 0 · OI 1019
Strike12.50
Calls · V 2 · OI 598
Puts · V 9 · OI 1678
Strike15.00
Calls · V 38 · OI 1265
Puts · V 0 · OI 213
Strike17.50
Calls · V 0 · OI 1454
Puts · V 0 · OI 2
Strike20.00
Calls · V 0 · OI 131
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts16
Avg IV0.92
Put-call0.21
Expiry18 Sep 2026
Contracts20
Avg IV0.86
Put-call0.66
Expiry16 Oct 2026
Contracts26
Avg IV0.83
Put-call-
Expiry15 Jan 2027
Contracts38
Avg IV0.83
Put-call0.17
Expiry21 Jan 2028
Contracts38
Avg IV0.83
Put-call0.05

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.93
Put IV1.05
Skew0.12
18 Sep 2026Balanced skew
Call IV0.85
Put IV0.89
Skew0.04
16 Oct 2026Put IV premium
Call IV0.81
Put IV0.87
Skew0.06
15 Jan 2027Put IV premium
Call IV0.81
Put IV0.86
Skew0.06
21 Jan 2028Call IV premium
Call IV1.06
Put IV0.83
Skew-0.22

Contract Tape

Most active contracts

Full contract tape
ContractVITL280121C00007500
SideCall
Expiry21 Jan 2028
Strike7.50
Volume96
OI222
IV0.96
ContractVITL280121C00010000
SideCall
Expiry21 Jan 2028
Strike10.00
Volume89
OI1565
IV0.89
ContractVITL280121C00005000
SideCall
Expiry21 Jan 2028
Strike5.00
Volume78
OI62
IV0.84
ContractVITL260821C00015000
SideCall
Expiry21 Aug 2026
Strike15.00
Volume38
OI1265
IV0.93
ContractVITL260918C00012500
SideCall
Expiry18 Sep 2026
Strike12.50
Volume30
OI24
IV0.86
ContractVITL260918P00012500
SidePut
Expiry18 Sep 2026
Strike12.50
Volume27
OI90
IV0.85
ContractVITL280121P00007500
SidePut
Expiry21 Jan 2028
Strike7.50
Volume11
OI1390
IV0.83
ContractVITL260918C00015000
SideCall
Expiry18 Sep 2026
Strike15.00
Volume10
OI143
IV0.84