Ticker Options Intelligence

VFF options intelligence

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

Conviction 43 Market data through 31 Jul 2026 Checked 1 Aug 2026 18:47 · complete available chain

Put-side pressure

Bearish pressure

VFF currently carries bearish options pressure with a 43/100 conviction score. The nearest-chain expected move is 19.5%, 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 Bearish

Put-side pressure

Expected move 19.5%

Wider near-term move priced

Activity / OI 0.03

Current volume is quieter versus prior open interest

Put-call 1.79

Put-side skew

Trend fit 65

Options agree with trend context

Weekly backdrop -0.5%

RS -40.0

Expected move 19.5%
Put-call volume 1.79
Volume / OI 0.03
Reference IV 1.05
Max pain 2.00
Underlying 1.92
Nearest expiry 21 Aug 2026
Contracts 68

Research Brief

VFF has a bearish 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 1.54–2.30; The largest call open-interest concentration is 3.00; the largest put concentration is 2.00. The most active strike by current volume is 2.00.

Priced range1.54–2.30
Call concentration3.00
Put concentration2.00
Max pain reference2.00
What would confirm it
  • Price remains weak while put-side concentration persists.
  • The current chain read already agrees with the stored weekly trend context.
What would weaken it
  • Price recovers while put pressure fades or reverses toward calls.
  • 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 1.54 to 2.30. Max pain at 2.00 sits inside that range, 4.2% above spot.

Spot Max pain
1.551.92 ± 0.382.30
Confirmation level

A close beyond 2.30 or below 1.54 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 19/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure19 × 42%
+7.9

How strongly activity leans toward calls or puts.

Participation39 × 22%
+8.5

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

Trend agreement65 × 26%
+17.0

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 score42.9Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 3.00; the largest put concentration is 2.00. The most active strike by current volume is 2.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
1.00-47.9%
0
211
2.004.2%
77
5
3.0056.3%
87
0
4.00108.3%
21
0
5.00160.4%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.19× front/back

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

1.05 21 Aug 21d
0.91 18 Sep 49d
0.86 18 Dec 140d
0.87 15 Jan 168d
0.80 19 Mar 231d
0.89 21 Jan 539d

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.

2
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
68 / 68
  • 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

90/100
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 Bearish flow before price confirmation

Put-side pressure is present before a decisive weekly price breakdown.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $50852 of estimated gross traded notional, calls · 91+ days · otm, and a bearish flow before price confirmation backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure-19
1W price-0.5%
Call premium56%
Put premium44%
Notional split C 56% / P 44% 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 65/100 Agreement between options pressure and Sharemaestro market context.
Event window 10 Aug Matched earnings event is 8 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 397 contracts traded, $23970 estimated gross traded notional, and 47% of visible notional.
$23970
Puts · 8-21 days · ITM puts cluster with 1000 contracts traded, $20000 estimated gross traded notional, and 39% of visible notional.
$20000
Calls · 46-90 days · OTM calls cluster with 182 contracts traded, $4078 estimated gross traded notional, and 8% of visible notional.
$4078
Puts · 46-90 days · ITM puts cluster with 17 contracts traded, $1738 estimated gross traded notional, and 3% of visible notional.
$1738
Puts · 91+ days · ITM puts cluster with 25 contracts traded, $862 estimated gross traded notional, and 2% of visible notional.
$862

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
Close1.92
1W-0.5%
RS-40.0
Fair value+21.3%
Options pressure-19
Speculation39
Volatility96
Trend fit65

Today Versus Normal

Stored-options context

View history
Expected move 19.5% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 1.05 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 1.79 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 11:37 Volatility
Pressure 100
Move 35.1%
30 Jul 11:16 Volatility
Pressure 87
Move 33.0%
30 Jul 15:55 Bullish
Pressure 41
Move 18.1%
30 Jul 23:09 Bullish
Pressure 41
Move 18.1%
31 Jul 00:03 Bullish
Pressure 41
Move 18.1%
31 Jul 08:43 Bullish
Pressure 74
Move 18.1%
1 Aug 17:47 Bearish
Pressure -19
Move 19.5%

Strike Map

Where activity is clustering

Full strike map
Strike1.00
Calls · V 2 · OI 0
Puts · V 0 · OI 0
Strike2.00
Calls · V 0 · OI 77
Puts · V 1000 · OI 211
Strike3.00
Calls · V 0 · OI 87
Puts · V 0 · OI 5
Strike4.00
Calls · V 0 · OI 21
Puts · V 0 · OI 0
Strike5.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts10
Avg IV1.05
Put-call500.00
Expiry18 Sep 2026
Contracts14
Avg IV0.91
Put-call0.09
Expiry18 Dec 2026
Contracts12
Avg IV0.86
Put-call4.00
Expiry15 Jan 2027
Contracts12
Avg IV0.87
Put-call1.00
Expiry19 Mar 2027
Contracts10
Avg IV0.80
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV1.06
Put IV1.61
Skew0.56
18 Sep 2026Put IV premium
Call IV0.69
Put IV1.06
Skew0.37
18 Dec 2026Call IV premium
Call IV0.87
Put IV0.64
Skew-0.23
15 Jan 2027Call IV premium
Call IV0.96
Put IV0.58
Skew-0.38
19 Mar 2027Put IV premium
Call IV0.31
Put IV0.50
Skew0.20

Contract Tape

Most active contracts

Full contract tape
ContractVFF260821P00002000
SidePut
Expiry21 Aug 2026
Strike2.00
Volume1000
OI211
IV0.01
ContractVFF280121C00003000
SideCall
Expiry21 Jan 2028
Strike3.00
Volume255
OI1622
IV0.88
ContractVFF260918C00002000
SideCall
Expiry18 Sep 2026
Strike2.00
Volume181
OI1089
IV0.93
ContractVFF280121C00002000
SideCall
Expiry21 Jan 2028
Strike2.00
Volume112
OI21995
IV0.81
ContractVFF280121C00004000
SideCall
Expiry21 Jan 2028
Strike4.00
Volume20
OI1050
IV0.85
ContractVFF261218P00002000
SidePut
Expiry18 Dec 2026
Strike2.00
Volume20
OI162
IV0.64
ContractVFF260918P00003000
SidePut
Expiry18 Sep 2026
Strike3.00
Volume15
OI1856
IV1.04
ContractVFF270115C00002000
SideCall
Expiry15 Jan 2027
Strike2.00
Volume5
OI2295
IV0.81