Ticker Options Intelligence

CALM options intelligence

Cal-Maine Foods Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 37 Market data through 29 Jul 2026 Checked 30 Jul 2026 01:59 · complete available chain

Call-side pressure

Bullish pressure

CALM currently carries bullish options pressure with a 37/100 conviction score. The nearest-chain expected move is 8.4%, with volume/open-interest participation at 0.06.

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

Call-side pressure

Expected move 8.4%

Wider near-term move priced

Activity / OI 0.06

Current volume is quieter versus prior open interest

Put-call 0.61

Call-side skew

Trend fit 68

Options agree with trend context

Weekly backdrop +2.0%

RS -4.7

Expected move 8.4%
Put-call volume 0.61
Volume / OI 0.06
Reference IV 0.36
Max pain 85.00
Underlying 90.32
Nearest expiry 21 Aug 2026
Contracts 182

Options Intent Radar

Call-heavy activity with trend alignment

81/100
Primary intent Call-heavy activity with trend alignment

Call concentration and the underlying trend align, but aggregate volume cannot establish whether calls were bought or sold.

Flow vs price divergence Bullish flow confirms price

Options pressure and weekly price action are pointing in the same constructive direction.

Why this matters

Call-heavy activity with trend alignment matters because it connects the options headline to the actual evidence: $1.4M of estimated gross traded notional, calls · 91+ days · itm, and a bullish flow confirms price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+21
1W price+2.0%
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 0.06 Volume divided by open interest across the visible chain.
Trend fit 68/100 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.
Conviction clusters Calls · 91+ days · ITM
Calls · 91+ days · ITM calls cluster with 290 contracts traded, $800510 estimated gross traded notional, and 56% of visible notional.
$800510
Calls · 22-45 days · ITM calls cluster with 378 contracts traded, $373800 estimated gross traded notional, and 26% of visible notional.
$373800
Calls · 22-45 days · ATM calls cluster with 88 contracts traded, $51480 estimated gross traded notional, and 4% of visible notional.
$51480
Puts · 22-45 days · ITM puts cluster with 52 contracts traded, $37960 estimated gross traded notional, and 3% of visible notional.
$37960
Calls · 91+ days · OTM calls cluster with 51 contracts traded, $32678 estimated gross traded notional, and 2% of visible notional.
$32678

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 Bullish pressure over fair value

Call pressure is building while the stock sits above Sharemaestro fair value.

Activity Anomaly

Normal range

33

Activity is broadly in line with recent stored snapshots.

Volume rank0th
Volume/OI rank0th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close90.32
1W+2.0%
RS-4.7
Fair value+23.8%
Options pressure21
Speculation21
Volatility59
Trend fit68

Today Versus Normal

Stored-options context

View history
Expected move 8.4% elevated
30d avg 7.3% · 1 read 100th
90d avg 7.3% · 1 read 100th
180d avg 7.3% · 1 read 100th
IV 0.36 elevated
30d avg 0.33 · 1 read 100th
90d avg 0.33 · 1 read 100th
180d avg 0.33 · 1 read 100th
Put-call 0.61 muted
30d avg 3.05 · 1 read 0th
90d avg 3.05 · 1 read 0th
180d avg 3.05 · 1 read 0th
Volume/OI 0.06 muted
30d avg 0.19 · 1 read 0th
90d avg 0.19 · 1 read 0th
180d avg 0.19 · 1 read 0th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:51 Bearish
Pressure -54
Move 7.3%
30 Jul 00:59 Bullish
Pressure 21
Move 8.4%

Strike Map

Where activity is clustering

Full strike map
Strike45.00
Calls · V 1 · OI 48
Puts · V 0 · OI 16
Strike50.00
Calls · V 0 · OI 10
Puts · V 0 · OI 315
Strike55.00
Calls · V 0 · OI 3
Puts · V 0 · OI 715
Strike60.00
Calls · V 0 · OI 23
Puts · V 0 · OI 1300
Strike65.00
Calls · V 0 · OI 41
Puts · V 2 · OI 979
Strike70.00
Calls · V 0 · OI 32
Puts · V 2 · OI 5540
Strike75.00
Calls · V 0 · OI 181
Puts · V 4 · OI 765
Strike80.00
Calls · V 11 · OI 358
Puts · V 103 · OI 4004

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts36
Avg IV0.36
Put-call0.73
Expiry18 Sep 2026
Contracts36
Avg IV0.34
Put-call2.43
Expiry16 Oct 2026
Contracts36
Avg IV0.36
Put-call0.85
Expiry20 Nov 2026
Contracts36
Avg IV0.37
Put-call0.03
Expiry19 Feb 2027
Contracts38
Avg IV0.37
Put-call0.09

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.32
Put IV0.36
Skew0.04
18 Sep 2026Balanced skew
Call IV0.32
Put IV0.36
Skew0.04
16 Oct 2026Balanced skew
Call IV0.33
Put IV0.37
Skew0.04
20 Nov 2026Put IV premium
Call IV0.33
Put IV0.39
Skew0.06
19 Feb 2027Put IV premium
Call IV0.35
Put IV0.41
Skew0.06

Contract Tape

Most active contracts

Full contract tape
ContractCALM260821C00085000
SideCall
Expiry21 Aug 2026
Strike85.00
Volume366
OI2118
IV0.43
ContractCALM261120C00080000
SideCall
Expiry20 Nov 2026
Strike80.00
Volume201
OI451
IV0.42
ContractCALM260821P00090000
SidePut
Expiry21 Aug 2026
Strike90.00
Volume140
OI476
IV0.36
ContractCALM260918P00080000
SidePut
Expiry18 Sep 2026
Strike80.00
Volume136
OI174
IV0.39
ContractCALM260821P00085000
SidePut
Expiry21 Aug 2026
Strike85.00
Volume104
OI344
IV0.40
ContractCALM260821P00080000
SidePut
Expiry21 Aug 2026
Strike80.00
Volume103
OI4004
IV0.43
ContractCALM260821C00090000
SideCall
Expiry21 Aug 2026
Strike90.00
Volume88
OI1560
IV0.41
ContractCALM260821P00100000
SidePut
Expiry21 Aug 2026
Strike100.00
Volume52
OI25
IV0.34