Ticker Options Intelligence

OPRX options intelligence

OPTIMIZERx Corp options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 59 Market data through 16 Sep 2026 Checked 17 Sep 2026 13:40 · complete available chain

Volatility expansion watch

Volatility pressure

OPRX currently carries volatility options pressure with a 59/100 conviction score. The nearest-chain expected move is 28.5%, 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 Volatility

Volatility expansion watch

Expected move 28.5%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 6.67

Put-side skew

Trend fit 43

Options are not fully confirming trend

Weekly backdrop +0.0%

RS -35.2

Expected move 28.5%
Put-call volume 6.67
Volume / OI 0.01
Reference IV 3.85
Max pain 7.50
Underlying 7.29
Nearest expiry 18 Sep 2026
Contracts 56

Research Brief

OPRX has a volatility chain read with 59/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 5.21–9.37; The largest call open-interest concentration is 10.00; the largest put concentration is 7.50. The most active strike by current volume is 7.50.

Priced range5.21–9.37
Call concentration10.00
Put concentration7.50
Max pain reference7.50
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
  • Participation is above the ticker's stored normal, which makes the read more noteworthy.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • Options and the weekly trend are not yet giving the same message.
  • 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 18 Sep

Options imply 5.21 to 9.37. Max pain at 7.50 sits inside that range, 2.9% above spot.

Spot Max pain
5.217.29 ± 2.089.37
Confirmation level

A close beyond 9.37 or below 5.21 at the 18 Sep 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 59/100

Evidence alignment, not probability

Pressure is 70/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure70 × 42%
+29.2

How strongly activity leans toward calls or puts.

Participation40 × 22%
+8.8

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

Trend agreement43 × 26%
+11.2

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

Volatility96 × 10%
+9.6

The intensity of implied volatility and the priced move.

Reconstructed score58.9Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 10.00; the largest put concentration is 7.50. The most active strike by current volume is 7.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
2.50-65.7%
6
276
5.00-31.4%
444
751
7.502.9%
184
2
10.0037.2%
656
0
12.5071.5%
23
0
15.00105.8%
445
0
17.50140.1%
0
0
20.00174.3%
5
0
22.50208.6%
0
0
25.00242.9%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Negative gamma proxy

Reported Greeks · 96% coverage

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

Net profile-$228,220Delta change / 1% move
Positive peak10.00+$2,177
Negative peak7.50-$232,042
Nearest balance5.01Interpolated sign change
StrikeNegativePositiveNet / 1% move
2.50-65.7%
+$4
5.00-31.4%
+$1,218
7.502.9%
-$232,042
10.0037.2%
+$2,177
12.5071.5%
+$35
15.00105.8%
+$387
20.00174.3%
+$3
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

Front-loaded volatility

4.44× front/back

Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.

3.85 18 Sep 2d
1.09 16 Oct 30d
0.87 18 Dec 93d
0.87 19 Mar 184d

Volatility by Strike

Smile incomplete

Nearest expiry, within 20% of spot

There is not enough comparable OTM call and put volatility to classify the smile.

8
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

20 matured · 4 directional

Across 4 stored directional transitions, the next stored price moved in the labelled direction 50% of the time.

Directional follow-through50%
Moves contained by pricing85%
Average expiry move11.9%
16 Sep Volatility · 59 0.0% through expiry 28.5% priced · v2.0
14 Sep Volatility · 56 0.0% through expiry 16.0% priced · v2.0
11 Sep Volatility · 54 0.0% through expiry 13.4% priced · v2.0
10 Sep Bullish · 37 -7.4% through expiry 14.3% priced · v2.0
4 Sep Volatility · 51 -7.4% through expiry 14.7% priced · v2.0
3 Sep Mixed · 25 -8.3% through expiry 12.8% priced · v2.0
1 Sep Volatility · 52 -8.3% through expiry 17.6% priced · v2.0
28 Aug Volatility · 50 -8.3% through expiry 14.7% priced · v2.0
21 Aug Volatility · 61 -5.4% through expiry 14.3% priced · v2.0
20 Aug Volatility · 50 -11.6% through expiry 7.9% priced · v2.0
14 Aug Bullish · 30 -11.6% through expiry 14.4% priced · v2.0
13 Aug Volatility · 59 8.9% through expiry 27.9% priced · v2.0

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

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
16 Sep 2026
Calculation
v2.0
Contracts
56 / 56
  • 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

Volatility expansion bet

92/100
Primary intent Volatility expansion bet

The strongest message is movement risk: expected move and implied volatility are carrying more signal than direction.

Flow vs price divergence Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Volatility expansion bet matters because it connects the options headline to the actual evidence: $1,113 of estimated gross traded notional, puts · 22-45 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-70
1W price+0.0%
Call premium6%
Put premium94%
Notional split C 6% / P 94% 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 43/100 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 Puts · 22-45 days · ITM
Puts · 22-45 days · ITM puts cluster with 20 contracts traded, $1,050 estimated gross traded notional, and 94% of visible notional.
$1,050
Calls · 0-7 days · OTM calls cluster with 3 contracts traded, $63 estimated gross traded notional, and 6% of visible notional.
$63

Setup Classification

Opportunity and risk frame

Context, not advice
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.

Activity Anomaly

Above normal

67

Activity is running above the recent historical baseline.

Baseline: 21 completed sessions

Volume rank52th
Volume/OI rank52th
IV rank95th

Market Context

Underlying confirmation

Sharemaestro weekly
Close7.29
1W+0.0%
RS-35.2
Fair value-28.0%
Options pressure-70
Speculation40
Volatility96
Trend fit43

Today Versus Normal

Stored-options context

View history
Expected move 28.5% history building
30d avg - · 9/10 sessions -
90d avg - · 21/30 sessions -
180d avg - · 21/60 sessions -
IV 3.85 history building
30d avg - · 9/10 sessions -
90d avg - · 21/30 sessions -
180d avg - · 21/60 sessions -
Put-call 6.67 history building
30d avg - · 6/10 sessions -
90d avg - · 17/30 sessions -
180d avg - · 17/60 sessions -
Volume/OI 0.01 history building
30d avg - · 9/10 sessions -
90d avg - · 21/30 sessions -
180d avg - · 21/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:45 Mixed
Pressure 8
Move 31.5%
30 Jul 03:42 Volatility
Pressure 100
Move 34.7%
30 Jul 06:49 Volatility
Pressure 100
Move 34.0%
31 Jul 11:22 Volatility
Pressure 100
Move 30.3%
31 Jul 17:38 Volatility
Pressure 100
Move 46.3%
31 Jul 22:42 Volatility
Pressure 100
Move 46.8%
2 Aug 12:57 Volatility
Pressure 100
Move 49.1%
2 Aug 19:55 Volatility
Pressure 100
Move 41.0%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 6
Puts · V 0 · OI 0
Strike5.00
Calls · V 0 · OI 444
Puts · V 0 · OI 276
Strike7.50
Calls · V 2 · OI 184
Puts · V 0 · OI 751
Strike10.00
Calls · V 1 · OI 656
Puts · V 0 · OI 2
Strike12.50
Calls · V 0 · OI 23
Puts · V 0 · OI 0
Strike15.00
Calls · V 0 · OI 445
Puts · V 0 · OI 0
Strike17.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 5
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry18 Sep 2026
Contracts20
Avg IV3.85
Put-call-
Expiry16 Oct 2026
Contracts12
Avg IV1.09
Put-call-
Expiry18 Dec 2026
Contracts12
Avg IV0.87
Put-call-
Expiry19 Mar 2027
Contracts12
Avg IV0.87
Put-call-

Skew

Call/put IV balance

OTM demand
18 Sep 2026Put IV premium
Call IV1.90
Put IV2.74
Skew0.84
16 Oct 2026Put IV premium
Call IV0.48
Put IV0.71
Skew0.22
18 Dec 2026Call IV premium
Call IV0.66
Put IV0.41
Skew-0.25
19 Mar 2027Call IV premium
Call IV1.00
Put IV0.90
Skew-0.10

Contract Tape

Most active contracts

Full contract tape
ContractOPRX261016P00007500
SidePut
Expiry16 Oct 2026
Strike7.50
Volume20
OI4
IV0.65
ContractOPRX260918C00007500
SideCall
Expiry18 Sep 2026
Strike7.50
Volume2
OI184
IV1.28
ContractOPRX260918C00010000
SideCall
Expiry18 Sep 2026
Strike10.00
Volume1
OI656
IV1.90
ContractOPRX260918P00007500
SidePut
Expiry18 Sep 2026
Strike7.50
Volume-
OI751
IV0.10
ContractOPRX260918C00015000
SideCall
Expiry18 Sep 2026
Strike15.00
Volume-
OI445
IV3.98
ContractOPRX260918C00005000
SideCall
Expiry18 Sep 2026
Strike5.00
Volume-
OI444
IV4.86
ContractOPRX261218P00007500
SidePut
Expiry18 Dec 2026
Strike7.50
Volume-
OI370
IV0.77
ContractOPRX260918P00005000
SidePut
Expiry18 Sep 2026
Strike5.00
Volume-
OI276
IV2.74

Evidence context