Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
ICHR options intelligence
Ichor Holdings Ltd options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
59
Market data through 29 Jul 2026
Checked 30 Jul 2026 01:39 · complete available chain
Volatility expansion watch
Volatility pressure
ICHR currently carries volatility options pressure with a 59/100 conviction score. The nearest-chain expected move is 33.2%, with volume/open-interest participation at 0.06.
Expected move
33.2%
Wider near-term move priced
Activity / OI
0.06
Current volume is quieter versus prior open interest
Put-call
0.53
Call-side skew
Trend fit
98
Options agree with trend context
Weekly backdrop
+4.4%
RS 96.0
Expected move
33.2%
Put-call volume
0.53
Volume / OI
0.06
Reference IV
1.28
Max pain
75.00
Underlying
86.55
Nearest expiry
21 Aug 2026
Contracts
412
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.
Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.
Earnings/event positioning matters because it connects the options headline to the actual evidence: $529864 of estimated gross traded notional, puts · 22-45 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+35
1W price+4.4%
Call premium45%
Put premium55%
Notional split
C 45% / P 55%
Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness
0.06
Volume divided by open interest across the visible chain.
Trend fit
98/100
Agreement between options pressure and Sharemaestro market context.
Event window
3 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.
Puts · 22-45 days · ITM
puts cluster with 26 contracts traded, $97710 estimated gross traded notional, and 18% of visible notional.
$97710
Calls · 91+ days · ITM
calls cluster with 67 contracts traded, $96920 estimated gross traded notional, and 18% of visible notional.
$96920
Calls · 91+ days · OTM
calls cluster with 126 contracts traded, $90295 estimated gross traded notional, and 17% of visible notional.
$90295
Puts · 91+ days · OTM
puts cluster with 67 contracts traded, $83215 estimated gross traded notional, and 16% of visible notional.
$83215
Puts · 91+ days · ITM
puts cluster with 12 contracts traded, $52495 estimated gross traded notional, and 10% of visible notional.
$52495
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.
Activity Anomaly
Quiet tape
Activity is muted versus this ticker's stored history.
Volume rank0th
Volume/OI rank0th
IV rank0th
Market Context
Underlying confirmation
Close86.55
1W+4.4%
RS96.0
Fair value+150.9%
Options pressure35
Speculation41
Volatility96
Trend fit98
Today Versus Normal
Stored-options context
30d avg 30.6% · 1 read
100th
90d avg 30.6% · 1 read
100th
180d avg 30.6% · 1 read
100th
30d avg 1.33 · 1 read
0th
90d avg 1.33 · 1 read
0th
180d avg 1.33 · 1 read
0th
30d avg 0.41 · 1 read
100th
90d avg 0.41 · 1 read
100th
180d avg 0.41 · 1 read
100th
30d avg 0.09 · 1 read
0th
90d avg 0.09 · 1 read
0th
180d avg 0.09 · 1 read
0th
Pressure Trail
Recent pressure and volatility
29 Jul 10:58
Volatility
Pressure 46
Move 30.6%
30 Jul 00:39
Volatility
Pressure 35
Move 33.2%
Strike Map
Where activity is clustering
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 0
Puts · V 0 · OI 45
Strike10.00
Calls · V 0 · OI 0
Puts · V 0 · OI 61
Strike12.50
Calls · V 0 · OI 2
Puts · V 0 · OI 21
Strike15.00
Calls · V 0 · OI 3
Puts · V 0 · OI 29
Strike17.50
Calls · V 0 · OI 1
Puts · V 0 · OI 7
Strike20.00
Calls · V 0 · OI 0
Puts · V 0 · OI 2
Strike22.50
Calls · V 0 · OI 15
Puts · V 0 · OI 21
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts102
Avg IV1.28
Put-call0.61
Expiry18 Sep 2026
Contracts56
Avg IV1.16
Put-call3.25
Expiry20 Nov 2026
Contracts86
Avg IV1.15
Put-call0.46
Expiry18 Dec 2026
Contracts104
Avg IV1.12
Put-call0.57
Expiry19 Feb 2027
Contracts64
Avg IV1.08
Put-call0.21
Skew
Call/put IV balance
21 Aug 2026Balanced skew
Call IV1.37
Put IV1.37
Skew-
18 Sep 2026Balanced skew
Call IV1.19
Put IV1.20
Skew0.01
20 Nov 2026Balanced skew
Call IV1.19
Put IV1.18
Skew-0.01
18 Dec 2026Balanced skew
Call IV1.16
Put IV1.12
Skew-0.04
19 Feb 2027Balanced skew
Call IV1.08
Put IV1.05
Skew-0.03
Contract Tape
Most active contracts
ContractICHR260821C00090000
SideCall
Expiry21 Aug 2026
Strike90.00
Volume48
OI178
IV1.34
ContractICHR260821C00075000
SideCall
Expiry21 Aug 2026
Strike75.00
Volume43
OI131
IV1.35
ContractICHR260821P00050000
SidePut
Expiry21 Aug 2026
Strike50.00
Volume40
OI102
IV1.38
ContractICHR261120P00045000
SidePut
Expiry20 Nov 2026
Strike45.00
Volume30
OI12
IV1.15
ContractICHR261120C00095000
SideCall
Expiry20 Nov 2026
Strike95.00
Volume27
OI52
IV1.18
ContractICHR260821C00080000
SideCall
Expiry21 Aug 2026
Strike80.00
Volume24
OI107
IV1.37
ContractICHR260821P00100000
SidePut
Expiry21 Aug 2026
Strike100.00
Volume20
OI87
IV1.10
ContractICHR260821C00150000
SideCall
Expiry21 Aug 2026
Strike150.00
Volume18
OI15
IV1.16
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.