Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
VET options intelligence
Vermilion Energy Inc. options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
57
Market data through 29 Jul 2026
Checked 30 Jul 2026 03:55 · complete available chain
Volatility expansion watch
Volatility pressure
VET currently carries volatility options pressure with a 57/100 conviction score. The nearest-chain expected move is 21.1%, with volume/open-interest participation at 0.04.
Expected move
21.1%
Wider near-term move priced
Activity / OI
0.04
Current volume is quieter versus prior open interest
Put-call
0.03
Call-side skew
Trend fit
0
Options are not fully confirming trend
Weekly backdrop
+14.5%
RS 9.5
Expected move
21.1%
Put-call volume
0.03
Volume / OI
0.04
Reference IV
0.91
Max pain
10.00
Underlying
11.26
Nearest expiry
21 Aug 2026
Contracts
90
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: $57320 of estimated gross traded notional, calls · 91+ days · otm, 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+100
1W price+14.5%
Call premium92%
Put premium8%
Notional split
C 92% / P 8%
Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness
0.04
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 7 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Calls · 91+ days · OTM
calls cluster with 1005 contracts traded, $50405 estimated gross traded notional, and 88% of visible notional.
$50405
Puts · 22-45 days · ITM
puts cluster with 15 contracts traded, $4605 estimated gross traded notional, and 8% of visible notional.
$4605
Calls · 22-45 days · OTM
calls cluster with 115 contracts traded, $1390 estimated gross traded notional, and 2% of visible notional.
$1390
Calls · 91+ days · ITM
calls cluster with 2 contracts traded, $390 estimated gross traded notional, and 1% of visible notional.
$390
Calls · 22-45 days · ITM
calls cluster with 2 contracts traded, $265 estimated gross traded notional, and 0% of visible notional.
$265
Setup Classification
Opportunity and risk frame
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
Options positioning is not confirming the underlying trend context.
Activity Anomaly
High anomaly
Current options activity is unusually hot versus this ticker's stored history.
Volume rank100th
Volume/OI rank100th
IV rank100th
Market Context
Underlying confirmation
Close11.26
1W+14.5%
RS9.5
Fair value+16.8%
Options pressure100
Speculation25
Volatility96
Trend fit0
Today Versus Normal
Stored-options context
30d avg 19.3% · 1 read
100th
90d avg 19.3% · 1 read
100th
180d avg 19.3% · 1 read
100th
30d avg 0.49 · 1 read
100th
90d avg 0.49 · 1 read
100th
180d avg 0.49 · 1 read
100th
30d avg 0.13 · 1 read
0th
90d avg 0.13 · 1 read
0th
180d avg 0.13 · 1 read
0th
30d avg 0.00 · 1 read
100th
90d avg 0.00 · 1 read
100th
180d avg 0.00 · 1 read
100th
Pressure Trail
Recent pressure and volatility
29 Jul 11:04
Bullish
Pressure 87
Move 19.3%
30 Jul 02:55
Volatility
Pressure 100
Move 21.1%
Strike Map
Where activity is clustering
Strike2.50
Calls · V 0 · OI 1
Puts · V 0 · OI 1
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 31
Puts · V 20 · OI 7
Strike10.00
Calls · V 2 · OI 488
Puts · V 0 · OI 1339
Strike12.50
Calls · V 110 · OI 298
Puts · V 9 · OI 3
Strike15.00
Calls · V 5 · OI 21
Puts · V 6 · OI 0
Strike17.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts16
Avg IV0.91
Put-call0.30
Expiry18 Sep 2026
Contracts20
Avg IV0.64
Put-call-
Expiry20 Nov 2026
Contracts18
Avg IV0.64
Put-call-
Expiry18 Dec 2026
Contracts20
Avg IV0.46
Put-call-
Expiry19 Mar 2027
Contracts16
Avg IV0.51
Put-call-
Skew
Call/put IV balance
21 Aug 2026Put IV premium
Call IV0.54
Put IV1.22
Skew0.68
18 Sep 2026Call IV premium
Call IV0.49
Put IV0.13
Skew-0.36
20 Nov 2026Put IV premium
Call IV0.61
Put IV0.86
Skew0.25
18 Dec 2026Put IV premium
Call IV0.50
Put IV0.64
Skew0.14
19 Mar 2027Call IV premium
Call IV0.49
Put IV0.07
Skew-0.42
Contract Tape
Most active contracts
ContractVET261120C00012500
SideCall
Expiry20 Nov 2026
Strike12.50
Volume504
OI616
IV0.51
ContractVET261218C00015000
SideCall
Expiry18 Dec 2026
Strike15.00
Volume500
OI683
IV0.50
ContractVET260821C00012500
SideCall
Expiry21 Aug 2026
Strike12.50
Volume110
OI298
IV0.54
ContractVET260821P00007500
SidePut
Expiry21 Aug 2026
Strike7.50
Volume20
OI7
IV0.70
ContractVET260821P00012500
SidePut
Expiry21 Aug 2026
Strike12.50
Volume9
OI3
IV1.08
ContractVET260918C00012500
SideCall
Expiry18 Sep 2026
Strike12.50
Volume6
OI4622
IV0.49
ContractVET260821P00015000
SidePut
Expiry21 Aug 2026
Strike15.00
Volume6
OI-
IV1.00
ContractVET260821C00015000
SideCall
Expiry21 Aug 2026
Strike15.00
Volume5
OI21
IV0.60
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.