Ticker Options Intelligence

VPG options intelligence

Vishay Precision Group Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 60 Market data through 30 Jul 2026 Checked 31 Jul 2026 11:35 · complete available chain

Volatility expansion watch

Volatility pressure

VPG currently carries volatility options pressure with a 60/100 conviction score. The nearest-chain expected move is 24.9%, with volume/open-interest participation at 0.05.

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

Volatility expansion watch

Expected move 24.9%

Wider near-term move priced

Activity / OI 0.05

Current volume is quieter versus prior open interest

Put-call 0.35

Call-side skew

Trend fit 68

Options agree with trend context

Weekly backdrop +0.5%

RS 75.5

Expected move 24.9%
Put-call volume 0.35
Volume / OI 0.05
Reference IV 1.15
Max pain 80.00
Underlying 104.44
Nearest expiry 21 Aug 2026
Contracts 730

Research Brief

VPG has a volatility chain read with 60/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 78.39–130.49; The largest call open-interest concentration is 155.00; the largest put concentration is 60.00. The most active strike by current volume is 90.00.

Priced range78.39–130.49
Call concentration155.00
Put concentration60.00
Max pain reference80.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
  • The current chain read already agrees with the stored weekly trend context.
What would weaken it
  • 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

Size, not direction · through 21 Aug

Options imply 78.39 to 130.49. Max pain at 80.00 sits inside that range, 23.4% below spot.

Spot Max pain
78.39104.44 ± 26.05130.49
Confirmation level

A close beyond 130.49 or below 78.39 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 60/100

Evidence alignment, not probability

Pressure is 56/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure56 × 42%
+23.7

How strongly activity leans toward calls or puts.

Participation41 × 22%
+9.0

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

Trend agreement68 × 26%
+17.7

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

Volatility96 × 10%
+9.6

The intensity of implied volatility and the priced move.

Reconstructed score60.0Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 155.00; the largest put concentration is 60.00. The most active strike by current volume is 90.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
130
55.00-47.3%
41
134
60.00-42.6%
55
17
65.00-37.8%
51
83
80.00-23.4%
106
27
90.00-13.8%
8
40
95.00-9.0%
18
46
100.00-4.3%
157
16
105.000.5%
21
28
110.005.3%
131
21
115.0010.1%
56
17
120.0014.9%
109
2
130.0024.5%
29
36
140.0034.0%
23
1
150.0043.6%
60
0
155.0048.4%
172
20
160.0053.2%
141
0
175.0067.6%
57
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.27× front/back

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

1.15 21 Aug 22d
1.02 18 Sep 50d
1.00 20 Nov 113d
0.96 18 Dec 141d
0.96 15 Jan 169d
0.94 19 Feb 204d
0.94 19 Mar 232d
0.93 21 May 295d

Volatility by Strike

Upside optionality premium

Nearest expiry, within 20% of spot

Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.

85
90
95
100
105
110
115
120
125
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

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
v2.0
Contracts
730 / 730
  • 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 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: $556580 of estimated gross traded notional, calls · 91+ 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+56
1W price+0.5%
Call premium78%
Put premium22%
Notional split C 78% / P 22% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.05 Volume divided by open interest across the visible chain.
Trend fit 68/100 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 · 91+ days · ITM
Calls · 91+ days · ITM calls cluster with 92 contracts traded, $277965 estimated gross traded notional, and 50% of visible notional.
$277965
Puts · 91+ days · OTM puts cluster with 72 contracts traded, $119200 estimated gross traded notional, and 21% of visible notional.
$119200
Calls · 8-21 days · ITM calls cluster with 81 contracts traded, $72305 estimated gross traded notional, and 13% of visible notional.
$72305
Calls · 91+ days · OTM calls cluster with 78 contracts traded, $71690 estimated gross traded notional, and 13% of visible notional.
$71690
Puts · 8-21 days · OTM puts cluster with 29 contracts traded, $5202 estimated gross traded notional, and 1% of visible notional.
$5202

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

-

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
Close104.44
1W+0.5%
RS75.5
Fair value+174.6%
Options pressure56
Speculation41
Volatility96
Trend fit68

Today Versus Normal

Stored-options context

View history
Expected move 24.9% history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
IV 1.15 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Put-call 0.35 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Volume/OI 0.05 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 11:05 Volatility
Pressure 28
Move 23.4%
30 Jul 10:53 Volatility
Pressure 50
Move 28.2%
31 Jul 10:35 Volatility
Pressure 56
Move 24.9%

Strike Map

Where activity is clustering

Full strike map
Strike15.00
Calls · V 0 · OI 2
Puts · V 0 · OI 19
Strike17.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike22.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike25.00
Calls · V 0 · OI 4
Puts · V 0 · OI 0
Strike30.00
Calls · V 0 · OI 0
Puts · V 0 · OI 11
Strike35.00
Calls · V 0 · OI 6
Puts · V 0 · OI 0
Strike40.00
Calls · V 0 · OI 0
Puts · V 0 · OI 32

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts84
Avg IV1.15
Put-call0.26
Expiry18 Sep 2026
Contracts78
Avg IV1.02
Put-call-
Expiry20 Nov 2026
Contracts84
Avg IV1.00
Put-call0.02
Expiry18 Dec 2026
Contracts76
Avg IV0.96
Put-call-
Expiry15 Jan 2027
Contracts68
Avg IV0.96
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV1.16
Put IV1.13
Skew-0.03
18 Sep 2026Balanced skew
Call IV1.01
Put IV1.01
Skew-
20 Nov 2026Balanced skew
Call IV1.00
Put IV1.00
Skew-
18 Dec 2026Balanced skew
Call IV0.97
Put IV0.98
Skew0.01
15 Jan 2027Balanced skew
Call IV0.96
Put IV0.95
Skew-0.01

Contract Tape

Most active contracts

Full contract tape
ContractVPG260821C00090000
SideCall
Expiry21 Aug 2026
Strike90.00
Volume70
OI8
IV1.15
ContractVPG261120C00125000
SideCall
Expiry20 Nov 2026
Strike125.00
Volume55
OI59
IV0.98
ContractVPG270319C00080000
SideCall
Expiry19 Mar 2027
Strike80.00
Volume48
OI20
IV0.92
ContractVPG270319P00070000
SidePut
Expiry19 Mar 2027
Strike70.00
Volume38
OI-
IV0.92
ContractVPG270521P00080000
SidePut
Expiry21 May 2027
Strike80.00
Volume15
OI6
IV0.91
ContractVPG270521C00090000
SideCall
Expiry21 May 2027
Strike90.00
Volume14
OI4
IV0.90
ContractVPG260821P00060000
SidePut
Expiry21 Aug 2026
Strike60.00
Volume10
OI134
IV1.19
ContractVPG260821P00055000
SidePut
Expiry21 Aug 2026
Strike55.00
Volume10
OI130
IV1.21