Ticker Options Intelligence

GRC options intelligence

Gorman-Rupp Company options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 38 Market data through 31 Jul 2026 Checked 31 Jul 2026 21:52 · complete available chain

Options-market disagreement

Mixed pressure

GRC currently carries mixed options pressure with a 38/100 conviction score. The nearest-chain expected move is 7.7%, with volume/open-interest participation at 0.01.

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

Options-market disagreement

Expected move 7.7%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.65

Call-side skew

Trend fit 95

Options agree with trend context

Weekly backdrop -0.7%

RS 26.6

Expected move 7.7%
Put-call volume 0.65
Volume / OI 0.01
Reference IV 0.65
Max pain 80.00
Underlying 81.73
Nearest expiry 21 Aug 2026
Contracts 44

Research Brief

GRC has a mixed chain read with 38/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 75.43–88.03; The largest call open-interest concentration is 80.00; the largest put concentration is 80.00. The most active strike by current volume is 80.00.

Priced range75.43–88.03
Call concentration80.00
Put concentration80.00
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 75.43 to 88.03. Max pain at 80.00 sits inside that range, 2.1% below spot.

Spot Max pain
75.4381.73 ± 6.3088.03
Confirmation level

A close beyond 88.03 or below 75.43 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 38/100

Evidence alignment, not probability

Pressure is 9/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure9 × 42%
+3.9

How strongly activity leans toward calls or puts.

Participation8 × 22%
+1.8

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

Trend agreement95 × 26%
+24.6

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

Volatility76 × 10%
+7.6

The intensity of implied volatility and the priced move.

Reconstructed score38.0Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 80.00; the largest put concentration is 80.00. The most active strike by current volume is 80.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1
65.00-20.5%
0
0
70.00-14.4%
1
2
75.00-8.2%
0
7
80.00-2.1%
5
1
85.004.0%
2
0
90.0010.1%
3
0
95.0016.2%
1
0
100.0022.4%
1
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.

0.65 21 Aug 21d
0.52 18 Sep 49d
0.52 18 Dec 140d
0.51 19 Mar 231d

Volatility by Strike

Balanced wings

Nearest expiry, within 20% of spot

Comparable upside calls and downside puts carry broadly similar implied volatility.

70
75
80
85
90
95
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

A96/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
44 / 44
  • 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

Multi-expiry position-maintenance candidate

64/100
Primary intent Multi-expiry position-maintenance candidate

Activity is spread across expirations with heavier open interest than current volume, which can be consistent with position maintenance.

Flow vs price divergence No clean flow/price divergence

The options read is mixed, so divergence is not strong enough to classify.

Why this matters

Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $47805 of estimated gross traded notional, calls · 46-90 days · itm, and a no clean flow/price divergence backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+9
1W price-0.7%
Call premium89%
Put premium11%
Notional split C 89% / P 11% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.01 Volume divided by open interest across the visible chain.
Trend fit 95/100 Agreement between options pressure and Sharemaestro market context.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction. Roll detection is conservative because opening and closing legs are not directly observable in this snapshot.
Conviction clusters Calls · 46-90 days · ITM
Calls · 46-90 days · ITM calls cluster with 15 contracts traded, $27450 estimated gross traded notional, and 57% of visible notional.
$27450
Calls · 91+ days · ITM calls cluster with 4 contracts traded, $8305 estimated gross traded notional, and 17% of visible notional.
$8305
Calls · 91+ days · OTM calls cluster with 5 contracts traded, $1955 estimated gross traded notional, and 4% of visible notional.
$1955
Calls · 46-90 days · OTM calls cluster with 6 contracts traded, $1410 estimated gross traded notional, and 3% of visible notional.
$1410
Puts · 46-90 days · OTM puts cluster with 12 contracts traded, $1352 estimated gross traded notional, and 3% of visible notional.
$1352

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.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

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
Close81.19
1W-0.7%
RS26.6
Fair value+87.7%
Options pressure9
Speculation8
Volatility76
Trend fit95

Today Versus Normal

Stored-options context

View history
Expected move 7.7% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.65 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.65 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Volume/OI 0.01 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 11:01 Mixed
Pressure 2
Move 9.4%
30 Jul 10:50 Bearish
Pressure -100
Move 7.7%
31 Jul 03:27 Bullish
Pressure 88
Move 7.7%
31 Jul 16:59 Mixed
Pressure 11
Move 7.5%
31 Jul 19:44 Mixed
Pressure 11
Move 7.6%
31 Jul 20:52 Mixed
Pressure 9
Move 7.7%

Strike Map

Where activity is clustering

Full strike map
Strike65.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike70.00
Calls · V 1 · OI 1
Puts · V 0 · OI 0
Strike75.00
Calls · V 0 · OI 0
Puts · V 1 · OI 2
Strike80.00
Calls · V 2 · OI 5
Puts · V 4 · OI 7
Strike85.00
Calls · V 1 · OI 2
Puts · V 0 · OI 1
Strike90.00
Calls · V 1 · OI 3
Puts · V 0 · OI 0
Strike95.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike100.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts10
Avg IV0.65
Put-call1.00
Expiry18 Sep 2026
Contracts17
Avg IV0.52
Put-call0.59
Expiry18 Dec 2026
Contracts16
Avg IV0.52
Put-call0.60
Expiry19 Mar 2027
Contracts1
Avg IV0.51
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.47
Put IV0.71
Skew0.24
18 Sep 2026Put IV premium
Call IV0.59
Put IV0.67
Skew0.08
18 Dec 2026Put IV premium
Call IV0.50
Put IV0.59
Skew0.09
19 Mar 2027Incomplete skew
Call IV-
Put IV-
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractGRC260821C00095000
SideCall
Expiry21 Aug 2026
Strike95.00
Volume-
OI1
IV0.84
ContractGRC260821P00085000
SidePut
Expiry21 Aug 2026
Strike85.00
Volume-
OI1
IV0.66
ContractGRC260821P00065000
SidePut
Expiry21 Aug 2026
Strike65.00
Volume-
OI1
IV1.12
ContractGRC260821C00100000
SideCall
Expiry21 Aug 2026
Strike100.00
Volume-
OI1
IV0.99
ContractGRC261218C00110000
SideCall
Expiry18 Dec 2026
Strike110.00
Volume-
OI1
IV0.64
ContractGRC261218P00075000
SidePut
Expiry18 Dec 2026
Strike75.00
Volume-
OI1
IV0.59
ContractGRC270319C00075000
SideCall
Expiry19 Mar 2027
Strike75.00
Volume-
OI1
IV0.51
ContractGRC261218C00050000
SideCall
Expiry18 Dec 2026
Strike50.00
Volume-
OI1
IV0.56