Ticker Options Intelligence

ESE options intelligence

ESCO Technologies Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 51 Market data through 30 Jul 2026 Checked 31 Jul 2026 11:21 · complete available chain

Call-side pressure

Bullish pressure

ESE currently carries bullish options pressure with a 51/100 conviction score. The nearest-chain expected move is 9.7%, with volume/open-interest participation at 0.04.

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

Call-side pressure

Expected move 9.7%

Wider near-term move priced

Activity / OI 0.04

Current volume is quieter versus prior open interest

Put-call 0.03

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -3.8%

RS 14.7

Expected move 9.7%
Put-call volume 0.03
Volume / OI 0.04
Reference IV 0.46
Max pain 330.00
Underlying 327.78
Nearest expiry 21 Aug 2026
Contracts 276

Research Brief

ESE has a bullish chain read with 51/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 295.88–359.68; The largest call open-interest concentration is 340.00; the largest put concentration is 290.00. The most active strike by current volume is 330.00.

Priced range295.88–359.68
Call concentration340.00
Put concentration290.00
Max pain reference330.00
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.
  • 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 295.88 to 359.68. Max pain at 330.00 sits inside that range, 0.7% above spot.

Spot Max pain
295.88327.78 ± 31.90359.68
Confirmation level

A close beyond 359.68 or below 295.88 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 51/100

Evidence alignment, not probability

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

Directional pressure100 × 42%
+42.0

How strongly activity leans toward calls or puts.

Participation9 × 22%
+2.0

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.

Volatility71 × 10%
+7.1

The intensity of implied volatility and the priced move.

Reconstructed score51.1Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 340.00; the largest put concentration is 290.00. The most active strike by current volume is 330.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
250.00-23.7%
0
0
260.00-20.7%
0
0
270.00-17.6%
1
0
280.00-14.6%
1
20
290.00-11.5%
0
2
300.00-8.5%
0
0
310.00-5.4%
0
0
320.00-2.4%
0
8
330.000.7%
11
0
340.003.7%
35
0
350.006.8%
5
0
360.009.8%
9
0
370.0012.9%
1
0
380.0015.9%
0
0
390.0019.0%
5
0
400.0022.0%
1
0
410.0025.1%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.13× front/back

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

0.46 21 Aug 22d
0.41 18 Sep 50d
0.41 18 Dec 141d
0.41 19 Mar 232d

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.

270
280
290
300
310
320
330
340
350
360
370
380
390
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

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
30 Jul 2026
Calculation
v2.0
Contracts
276 / 276
  • 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

81/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence Bullish flow against weak price

Options are leaning call-side while the stock is down on the week, a divergence that needs price confirmation.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $60700 of estimated gross traded notional, calls · 46-90 days · itm, and a bullish flow against weak price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+100
1W price-3.8%
Call premium100%
Put premium0%
Notional split C 100% / P 0% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.04 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 6 Aug Matched earnings event is 5 days away.
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 · 46-90 days · ITM
Calls · 46-90 days · ITM calls cluster with 11 contracts traded, $33885 estimated gross traded notional, and 56% of visible notional.
$33885
Calls · 46-90 days · ATM calls cluster with 15 contracts traded, $21165 estimated gross traded notional, and 35% of visible notional.
$21165
Calls · 8-21 days · ATM calls cluster with 6 contracts traded, $4500 estimated gross traded notional, and 7% of visible notional.
$4500
Calls · 8-21 days · OTM calls cluster with 5 contracts traded, $890 estimated gross traded notional, and 1% of visible notional.
$890
Puts · 46-90 days · OTM puts cluster with 1 contracts traded, $260 estimated gross traded notional, and 0% of visible notional.
$260

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.

Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

Warning Bullish pressure over fair value

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

Activity Anomaly

Warming up

-

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

Baseline: 2 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close315.29
1W-3.8%
RS14.7
Fair value+85.3%
Options pressure100
Speculation9
Volatility71
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 9.7% history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
IV 0.46 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Put-call 0.03 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Volume/OI 0.04 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:32 Volatility
Pressure -71
Move 10.0%
30 Jul 10:30 Volatility
Pressure 28
Move 11.6%
31 Jul 10:21 Bullish
Pressure 100
Move 9.7%

Strike Map

Where activity is clustering

Full strike map
Strike250.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike260.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike270.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike280.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike290.00
Calls · V 0 · OI 0
Puts · V 0 · OI 20
Strike300.00
Calls · V 0 · OI 0
Puts · V 0 · OI 2
Strike310.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike320.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts40
Avg IV0.46
Put-call-
Expiry18 Sep 2026
Contracts86
Avg IV0.41
Put-call0.04
Expiry18 Dec 2026
Contracts78
Avg IV0.41
Put-call-
Expiry19 Mar 2027
Contracts72
Avg IV0.41
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.46
Put IV0.48
Skew0.02
18 Sep 2026Balanced skew
Call IV0.40
Put IV0.43
Skew0.04
18 Dec 2026Balanced skew
Call IV0.40
Put IV0.42
Skew0.03
19 Mar 2027Balanced skew
Call IV0.39
Put IV0.41
Skew0.03

Contract Tape

Most active contracts

Full contract tape
ContractESE260918C00300000
SideCall
Expiry18 Sep 2026
Strike300.00
Volume10
OI170
IV0.44
ContractESE260918C00330000
SideCall
Expiry18 Sep 2026
Strike330.00
Volume9
OI76
IV0.41
ContractESE260918C00320000
SideCall
Expiry18 Sep 2026
Strike320.00
Volume6
OI25
IV0.42
ContractESE260821C00330000
SideCall
Expiry21 Aug 2026
Strike330.00
Volume6
OI11
IV0.47
ContractESE260821C00390000
SideCall
Expiry21 Aug 2026
Strike390.00
Volume5
OI5
IV0.30
ContractESE260918C00250000
SideCall
Expiry18 Sep 2026
Strike250.00
Volume1
OI2
IV0.51
ContractESE260918P00250000
SidePut
Expiry18 Sep 2026
Strike250.00
Volume1
OI1
IV0.49
ContractESE260918C00360000
SideCall
Expiry18 Sep 2026
Strike360.00
Volume-
OI170
IV0.40