Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
SIDU options intelligence
Sidus Space Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
57
Market data through 31 Jul 2026
Checked 2 Aug 2026 05:17 · complete available chain
Volatility expansion watch
Volatility pressure
SIDU currently carries volatility options pressure with a 57/100 conviction score. The nearest-chain expected move is 32.7%, with volume/open-interest participation at 0.02.
Expected move
32.7%
Wider near-term move priced
Activity / OI
0.02
Current volume is quieter versus prior open interest
Put-call
0.08
Call-side skew
Trend fit
0
Options are not fully confirming trend
Weekly backdrop
-4.9%
RS -28.8
Expected move
32.7%
Put-call volume
0.08
Volume / OI
0.02
Reference IV
1.32
Max pain
3.00
Underlying
1.76
Nearest expiry
21 Aug 2026
Contracts
134
Research Brief
SIDU has a volatility chain read with 57/100 evidence alignment.
The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 1.18–2.34; The largest call open-interest concentration is 4.00; the largest put concentration is 2.00. The most active strike by current volume is 1.00.
Priced range1.18–2.34
Call concentration4.00
Put concentration2.00
Max pain reference3.00
- A clear directional pressure reading develops and price begins to agree.
- Volatility falls and the chain remains directionally mixed.
- Options and the weekly trend are not yet giving the same message.
Priced Move
Where the chain says movement becomes exceptional
Options imply 1.18 to 2.34. Max pain at 3.00 lies outside the priced range, so it is a weak near-term anchor.
Spot
Max pain
1.181.76 ± 0.582.34
Confirmation level
A close beyond 2.34 or below 1.18 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 57/100
Pressure is 91/100 toward calls; conviction uses its strength, while the signal label carries its direction.
Directional pressure91 × 42%
+38.0
How strongly activity leans toward calls or puts.
Participation40 × 22%
+8.9
Volume relative to existing open interest and contract-level activity.
Trend agreement0 × 26%
+0.0
How closely the chain read agrees with the underlying trend backdrop.
Volatility96 × 10%
+9.6
The intensity of implied volatility and the priced move.
Positioning by Strike
Where open interest and current activity concentrate
The largest call open-interest concentration is 4.00; the largest put concentration is 2.00. The most active strike by current volume is 1.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.
Put open interestStrikeCall open interest
7
0.50-71.6%
100
76
1.00-43.2%
46
888
1.50-14.8%
442
4823
2.0013.6%
3921
2839
3.0070.5%
5740
1677
4.00127.3%
5867
1064
5.00184.1%
4628
35
6.00240.9%
3724
25
7.00297.7%
2392
6
8.00354.5%
3890
0
9.00411.4%
731
0
10.00468.2%
1177
0
11.00525.0%
643
0
12.00581.8%
130
0
13.00638.6%
228
Nearest spot strike Max pain strikeBars show relative OI within this expiry
Volatility Curve
Back-loaded volatility
Longer-dated options carry more implied volatility than the front expiry, so risk is priced farther out.
1.32
21 Aug
21d
1.43
18 Sep
49d
1.58
20 Nov
112d
1.64
18 Dec
140d
1.53
19 Feb
203d
1.55
19 Mar
231d
Volatility by Strike
Upside optionality premium
Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.
2
2
Put IV Call IV
Historical Replay
How matured reads behaved through expiry
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
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
- Chain status
- Complete available chain
- Market date
- 31 Jul 2026
- Calculation
- v2.0
- Contracts
- 134 / 134
- 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
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: $85603 of estimated gross traded notional, calls · 8-21 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+91
1W price-4.9%
Call premium87%
Put premium13%
Notional split
C 87% / P 13%
Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness
0.02
Volume divided by open interest across the visible chain.
Trend fit
0/100
Agreement between options pressure and Sharemaestro market context.
Event window
13 Aug
Matched earnings event is 11 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 · 8-21 days · ITM
calls cluster with 819 contracts traded, $60712 estimated gross traded notional, and 71% of visible notional.
$60712
Calls · 91+ days · OTM
calls cluster with 373 contracts traded, $5850 estimated gross traded notional, and 7% of visible notional.
$5850
Puts · 91+ days · ITM
puts cluster with 13 contracts traded, $4808 estimated gross traded notional, and 6% of visible notional.
$4808
Calls · 8-21 days · OTM
calls cluster with 308 contracts traded, $3953 estimated gross traded notional, and 5% of visible notional.
$3953
Puts · 8-21 days · ITM
puts cluster with 34 contracts traded, $3472 estimated gross traded notional, and 4% of visible notional.
$3472
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
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
Close1.76
1W-4.9%
RS-28.8
Fair value-53.2%
Options pressure91
Speculation40
Volatility96
Trend fit0
Today Versus Normal
Stored-options context
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
Pressure Trail
Recent pressure and volatility
29 Jul 11:28
Bullish
Pressure 67
Move 32.4%
30 Jul 06:08
Volatility
Pressure 95
Move 32.4%
31 Jul 10:32
Volatility
Pressure 94
Move 32.4%
31 Jul 21:57
Volatility
Pressure 80
Move 31.1%
2 Aug 02:16
Volatility
Pressure 80
Move 32.7%
2 Aug 04:17
Volatility
Pressure 91
Move 32.7%
Strike Map
Where activity is clustering
Strike0.50
Calls · V 0 · OI 100
Puts · V 0 · OI 7
Strike1.00
Calls · V 800 · OI 46
Puts · V 0 · OI 76
Strike1.50
Calls · V 19 · OI 442
Puts · V 22 · OI 888
Strike2.00
Calls · V 204 · OI 3921
Puts · V 17 · OI 4823
Strike3.00
Calls · V 26 · OI 5740
Puts · V 15 · OI 2839
Strike4.00
Calls · V 50 · OI 5867
Puts · V 1 · OI 1677
Strike5.00
Calls · V 19 · OI 4628
Puts · V 0 · OI 1064
Strike6.00
Calls · V 9 · OI 3724
Puts · V 0 · OI 35
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts30
Avg IV1.32
Put-call0.05
Expiry18 Sep 2026
Contracts30
Avg IV1.43
Put-call0.13
Expiry20 Nov 2026
Contracts30
Avg IV1.58
Put-call0.03
Expiry18 Dec 2026
Contracts14
Avg IV1.64
Put-call-
Expiry19 Feb 2027
Contracts16
Avg IV1.53
Put-call0.19
Skew
Call/put IV balance
21 Aug 2026Call IV premium
Call IV1.53
Put IV1.47
Skew-0.06
18 Sep 2026Put IV premium
Call IV1.55
Put IV1.95
Skew0.40
20 Nov 2026Call IV premium
Call IV1.61
Put IV1.52
Skew-0.09
18 Dec 2026Balanced skew
Call IV1.47
Put IV1.51
Skew0.04
19 Feb 2027Call IV premium
Call IV1.61
Put IV1.51
Skew-0.10
Contract Tape
Most active contracts
ContractSIDU260821C00001000
SideCall
Expiry21 Aug 2026
Strike1.00
Volume800
OI46
IV0.01
ContractSIDU260821C00002000
SideCall
Expiry21 Aug 2026
Strike2.00
Volume204
OI3921
IV1.53
ContractSIDU261120C00011000
SideCall
Expiry20 Nov 2026
Strike11.00
Volume173
OI2612
IV1.95
ContractSIDU261120C00006000
SideCall
Expiry20 Nov 2026
Strike6.00
Volume84
OI1578
IV1.66
ContractSIDU260918C00002000
SideCall
Expiry18 Sep 2026
Strike2.00
Volume51
OI428
IV1.50
ContractSIDU260821C00004000
SideCall
Expiry21 Aug 2026
Strike4.00
Volume50
OI5867
IV1.73
ContractSIDU270319P00001000
SidePut
Expiry19 Mar 2027
Strike1.00
Volume30
OI71
IV1.38
ContractSIDU270319C00005000
SideCall
Expiry19 Mar 2027
Strike5.00
Volume27
OI406
IV1.38
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.