Ticker Options Intelligence

RSVR options intelligence

Reservoir Media Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 50 Market data through 30 Jul 2026 Checked 30 Jul 2026 16:21 · complete available chain

Volatility expansion watch

Volatility pressure

RSVR currently carries volatility options pressure with a 50/100 conviction score. The nearest-chain expected move is 7.3%, with volume/open-interest participation at 0.51.

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

Volatility expansion watch

Expected move 7.3%

Wider near-term move priced

Activity / OI 0.51

Current volume is elevated versus prior open interest

Put-call 0.26

Call-side skew

Trend fit 34

Options are not fully confirming trend

Weekly backdrop -3.7%

RS 8.6

Expected move 7.3%
Put-call volume 0.26
Volume / OI 0.51
Reference IV 1.54
Max pain 10.00
Underlying 10.63
Nearest expiry 21 Aug 2026
Contracts 17

Research Brief

RSVR has a volatility chain read with 50/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 9.85–11.41; The largest call open-interest concentration is 10.00; the largest put concentration is 10.00. The most active strike by current volume is 10.00.

Priced range9.85–11.41
Call concentration10.00
Put concentration10.00
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 9.85 to 11.41. Max pain at 10.00 sits inside that range, 5.9% below spot.

Spot Max pain
9.8510.63 ± 0.7811.41
Confirmation level

A close beyond 11.41 or below 9.85 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 50/100

Evidence alignment, not probability

Pressure is 63/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure63 × 42%
+26.3

How strongly activity leans toward calls or puts.

Participation28 × 22%
+6.1

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

Trend agreement34 × 26%
+8.8

How closely the chain read agrees with the underlying trend backdrop.

Volatility85 × 10%
+8.5

The intensity of implied volatility and the priced move.

Reconstructed score49.8Matches 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 10.00. The most active strike by current volume is 10.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1
2.50-76.5%
0
11
10.00-5.9%
13
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.64× front/back

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

1.54 21 Aug 22d
0.82 18 Sep 50d
1.07 16 Oct 78d
0.94 15 Jan 169d

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

No independently verifiable option-expiry outcomes have matured yet. Legacy snapshots without a point-in-time market reference and repeated same-session snapshots are deliberately excluded.

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

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
30 Jul 2026
Calculation
v1.x legacy
Contracts
17 / 17
  • 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

81/100
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: $12293 of estimated gross traded notional, calls · 46-90 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+63
1W price-3.7%
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 0.51 Volume divided by open interest across the visible chain.
Trend fit 34/100 Agreement between options pressure and Sharemaestro market context.
Event window 4 Aug Matched earnings event is 3 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 · 46-90 days · ITM
Calls · 46-90 days · ITM calls cluster with 15 contracts traded, $10638 estimated gross traded notional, and 87% of visible notional.
$10638
Calls · 22-45 days · ITM calls cluster with 10 contracts traded, $680 estimated gross traded notional, and 6% of visible notional.
$680
Puts · 91+ days · ITM puts cluster with 1 contracts traded, $218 estimated gross traded notional, and 2% of visible notional.
$218
Puts · 46-90 days · OTM puts cluster with 2 contracts traded, $202 estimated gross traded notional, and 2% of visible notional.
$202
Calls · 91+ days · ITM calls cluster with 1 contracts traded, $200 estimated gross traded notional, and 2% of visible notional.
$200

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

-

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

Sharemaestro weekly
Close10.24
1W-3.7%
RS8.6
Fair value+30.7%
Options pressure63
Speculation28
Volatility85
Trend fit34

Today Versus Normal

Stored-options context

View history
Expected move 7.3% history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
IV 1.54 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Put-call 0.26 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Volume/OI 0.51 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:20 Bullish
Pressure 92
Move 8.4%
29 Jul 22:58 Volatility
Pressure 63
Move 16.9%
30 Jul 15:01 Volatility
Pressure 63
Move 7.3%
30 Jul 15:21 Volatility
Pressure 63
Move 7.3%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike10.00
Calls · V 10 · OI 13
Puts · V 1 · OI 11

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts3
Avg IV1.54
Put-call0.10
Expiry18 Sep 2026
Contracts1
Avg IV0.82
Put-call-
Expiry16 Oct 2026
Contracts6
Avg IV1.07
Put-call0.20
Expiry15 Jan 2027
Contracts7
Avg IV0.94
Put-call1.50

Skew

Call/put IV balance

OTM demand
21 Aug 2026Incomplete skew
Call IV-
Put IV0.65
Skew-
18 Sep 2026Incomplete skew
Call IV-
Put IV-
Skew-
16 Oct 2026Incomplete skew
Call IV-
Put IV0.84
Skew-
15 Jan 2027Call IV premium
Call IV0.70
Put IV0.61
Skew-0.09

Contract Tape

Most active contracts

Full contract tape
ContractRSVR270115C00015000
SideCall
Expiry15 Jan 2027
Strike15.00
Volume-
OI2
IV0.55
ContractRSVR260821P00002500
SidePut
Expiry21 Aug 2026
Strike2.50
Volume-
OI1
IV2.81
ContractRSVR260918C00010000
SideCall
Expiry18 Sep 2026
Strike10.00
Volume-
OI1
IV0.82
ContractRSVR270115C00007500
SideCall
Expiry15 Jan 2027
Strike7.50
Volume-
OI1
IV1.27
ContractRSVR270115C00005000
SideCall
Expiry15 Jan 2027
Strike5.00
Volume-
OI1
IV1.85
ContractRSVR261016C00002500
SideCall
Expiry16 Oct 2026
Strike2.50
Volume12
OI6
IV3.91
ContractRSVR260821C00010000
SideCall
Expiry21 Aug 2026
Strike10.00
Volume10
OI13
IV1.17
ContractRSVR270115P00010000
SidePut
Expiry15 Jan 2027
Strike10.00
Volume2
OI5
IV0.61