Ticker Options Intelligence

RGR options intelligence

Sturm Ruger & Company Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 31 Market data through 12 Aug 2026 Checked 13 Aug 2026 12:22 · complete available chain

Call-side pressure

Bullish pressure

RGR currently carries bullish options pressure with a 31/100 conviction score. The nearest-chain expected move is 4.1%, with volume/open-interest participation at 0.00.

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

Call-side pressure

Expected move 4.1%

Near-term move context

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call 0.25

Call-side skew

Trend fit 17

Options are not fully confirming trend

Weekly backdrop -0.2%

RS -12.9

Expected move 4.1%
Put-call volume 0.25
Volume / OI 0.00
Reference IV 0.26
Max pain 35.00
Underlying 37.11
Nearest expiry 21 Aug 2026
Contracts 74

Research Brief

RGR has a bullish chain read with 31/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 35.58–38.64; The largest call open-interest concentration is 40.00; the largest put concentration is 35.00. The most active strike by current volume is 40.00.

Priced range35.58–38.64
Call concentration40.00
Put concentration35.00
Max pain reference35.00
What would confirm it
  • Price holds or improves while call-side concentration remains elevated.
What would weaken it
  • Price weakens while call pressure fades or reverses toward puts.
  • Options and the weekly trend are not yet giving the same message.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 35.58 to 38.64. Max pain at 35.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
35.5837.11 ± 1.5338.64
Confirmation level

A close beyond 38.64 or below 35.58 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 31/100

Evidence alignment, not probability

Pressure is 54/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure54 × 42%
+22.8

How strongly activity leans toward calls or puts.

Participation0 × 22%
+0.1

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

Trend agreement17 × 26%
+4.5

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

Volatility35 × 10%
+3.5

The intensity of implied volatility and the priced move.

Reconstructed score30.9Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 40.00; the largest put concentration is 35.00. The most active strike by current volume is 40.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
20.00-46.1%
0
0
22.50-39.4%
0
0
25.00-32.6%
0
16
30.00-19.2%
0
65
35.00-5.7%
15
6
40.007.8%
398
0
45.0021.3%
146
1
50.0034.7%
2
0
55.0048.2%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported + model-estimated Greeks · 96% coverage

Call-side gamma sensitivity outweighs the put-side proxy across the retained chain. The largest bars mark levels where delta-hedging sensitivity may be most concentrated.

Net profile+$31,695Delta change / 1% move
Positive peak40.00+$30,512
Negative peak35.00-$6,610
Nearest balance35.89Interpolated sign change
StrikeNegativePositiveNet / 1% move
20.00-46.1%
-$1,618
22.50-39.4%
-$11
25.00-32.6%
-$125
30.00-19.2%
-$1,206
35.00-5.7%
-$6,610
40.007.8%
+$30,512
45.0021.3%
+$8,144
50.0034.7%
+$2,377
55.0048.2%
+$534
60.0061.7%
-$303
Positive call-side proxy Negative put-side proxyHighlighted row is nearest spot strike

Scenario proxy = gamma × open interest × 100 shares × spot² × 1%. Calls are positive and puts negative by convention. Missing Greeks use a Black-Scholes estimate from stored IV with zero rate and dividend assumptions. Open interest does not reveal who is long or short, so this is not observed dealer positioning or a forecast.

Volatility Curve

Back-loaded volatility

0.75× front/back

Longer-dated options carry more implied volatility than the front expiry, so risk is priced farther out.

0.26 21 Aug 9d
0.30 18 Sep 37d
0.35 16 Oct 65d
0.35 15 Jan 156d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

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

30
35
40
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 matured · 0 directional

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
  • Auditable calculationoriginal version retained
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Eligible snapshots must have a dated market session, stored signal, and point-in-time market reference. Each observation uses one read per market session and the first stored weekly close on or immediately after expiry; its original calculation version is retained. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

High

A97/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
12 Aug 2026
Calculation
v2.0
Contracts
74 / 74
  • 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

53/100
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 Bullish flow before price confirmation

Call-side pressure is building before a meaningful weekly price response.

Why this matters

Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $194 of estimated gross traded notional, puts · 46-90 days · otm, and a bullish flow before price confirmation backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+54
1W price-0.2%
Call premium50%
Put premium50%
Notional split C 50% / P 50% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.00 Volume divided by open interest across the visible chain.
Trend fit 17/100 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 Puts · 46-90 days · OTM
Puts · 46-90 days · OTM puts cluster with 1 contracts traded, $98 estimated gross traded notional, and 50% of visible notional.
$98
Calls · 46-90 days · OTM calls cluster with 3 contracts traded, $75 estimated gross traded notional, and 39% of visible notional.
$75
Calls · 8-21 days · OTM calls cluster with 1 contracts traded, $21 estimated gross traded notional, and 11% of visible notional.
$21

Setup Classification

Opportunity and risk frame

Context, not advice
Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Activity Anomaly

Warming up

-

9 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 9 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close37.11
1W-0.2%
RS-12.9
Fair value-6.8%
Options pressure54
Speculation0
Volatility35
Trend fit17

Today Versus Normal

Stored-options context

View history
Expected move 4.1% history building
30d avg - · 9/10 sessions -
90d avg - · 9/30 sessions -
180d avg - · 9/60 sessions -
IV 0.26 history building
30d avg - · 9/10 sessions -
90d avg - · 9/30 sessions -
180d avg - · 9/60 sessions -
Put-call 0.25 history building
30d avg - · 9/10 sessions -
90d avg - · 9/30 sessions -
180d avg - · 9/60 sessions -
Volume/OI 0.00 history building
30d avg - · 9/10 sessions -
90d avg - · 9/30 sessions -
180d avg - · 9/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:21 Bullish
Pressure 52
Move 10.8%
30 Jul 10:27 Bullish
Pressure 49
Move 9.3%
31 Jul 13:13 Bullish
Pressure 80
Move 6.9%
31 Jul 15:11 Volatility
Pressure -64
Move 9.0%
2 Aug 18:38 Mixed
Pressure 16
Move 9.1%
4 Aug 10:43 Bullish
Pressure 81
Move 10.6%
5 Aug 11:13 Bullish
Pressure 59
Move 12.1%
6 Aug 11:20 Bullish
Pressure 56
Move 11.2%

Strike Map

Where activity is clustering

Full strike map
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 0
Puts · V 0 · OI 0
Strike30.00
Calls · V 0 · OI 0
Puts · V 0 · OI 16
Strike35.00
Calls · V 0 · OI 15
Puts · V 0 · OI 65
Strike40.00
Calls · V 1 · OI 398
Puts · V 0 · OI 6
Strike45.00
Calls · V 0 · OI 146
Puts · V 0 · OI 0
Strike50.00
Calls · V 0 · OI 2
Puts · V 0 · OI 1

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts18
Avg IV0.26
Put-call-
Expiry18 Sep 2026
Contracts18
Avg IV0.30
Put-call-
Expiry16 Oct 2026
Contracts20
Avg IV0.35
Put-call0.33
Expiry15 Jan 2027
Contracts18
Avg IV0.35
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.20
Put IV0.22
Skew0.02
18 Sep 2026Put IV premium
Call IV0.31
Put IV0.42
Skew0.12
16 Oct 2026Balanced skew
Call IV0.37
Put IV0.34
Skew-0.03
15 Jan 2027Call IV premium
Call IV0.37
Put IV0.30
Skew-0.07

Contract Tape

Most active contracts

Full contract tape
ContractRGR261016C00050000
SideCall
Expiry16 Oct 2026
Strike50.00
Volume2
OI69
IV0.41
ContractRGR260821C00040000
SideCall
Expiry21 Aug 2026
Strike40.00
Volume1
OI398
IV0.20
ContractRGR261016C00045000
SideCall
Expiry16 Oct 2026
Strike45.00
Volume1
OI106
IV0.37
ContractRGR261016P00035000
SidePut
Expiry16 Oct 2026
Strike35.00
Volume1
OI61
IV0.34
ContractRGR261016P00020000
SidePut
Expiry16 Oct 2026
Strike20.00
Volume-
OI1088
IV0.58
ContractRGR260821C00045000
SideCall
Expiry21 Aug 2026
Strike45.00
Volume-
OI146
IV0.49
ContractRGR261016P00030000
SidePut
Expiry16 Oct 2026
Strike30.00
Volume-
OI83
IV0.23
ContractRGR260821P00035000
SidePut
Expiry21 Aug 2026
Strike35.00
Volume-
OI65
IV0.22

Evidence context