Ticker Options Intelligence

NBBK options intelligence

NB Bancorp, Inc. Common Stock options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 29 Market data through 12 Aug 2026 Checked 13 Aug 2026 14:22 · complete available chain

Options-market disagreement

Mixed pressure

NBBK currently carries mixed options pressure with a 29/100 conviction score. The nearest-chain expected move is 5.6%, 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 Mixed

Options-market disagreement

Expected move 5.6%

Near-term move context

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call -

Balanced tape

Trend fit 86

Options agree with trend context

Weekly backdrop -1.6%

RS -1.6

Expected move 5.6%
Put-call volume -
Volume / OI -
Reference IV 0.36
Max pain 20.00
Underlying 22.58
Nearest expiry 21 Aug 2026
Contracts 82

Research Brief

NBBK has a mixed chain read with 29/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 21.31–23.85; The largest call open-interest concentration is 22.50; the largest put concentration is 20.00. The most active strike by current volume is 10.00.

Priced range21.31–23.85
Call concentration22.50
Put concentration20.00
Max pain reference20.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
  • The current chain read already agrees with the stored weekly trend context.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • 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 21.31 to 23.85. Max pain at 20.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
21.3122.58 ± 1.2723.85
Confirmation level

A close beyond 23.85 or below 21.31 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 29/100

Evidence alignment, not probability

Pressure is 4/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure4 × 42%
+1.6

How strongly activity leans toward calls or puts.

Participation0 × 22%
+0.0

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

Trend agreement86 × 26%
+22.4

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

Volatility47 × 10%
+4.7

The intensity of implied volatility and the priced move.

Reconstructed score28.7Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 22.50; the largest put concentration is 20.00. The most active strike by current volume is 10.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
10.00-55.7%
0
10
12.50-44.6%
0
0
15.00-33.6%
0
0
17.50-22.5%
20
70
20.00-11.4%
12
20
22.50-0.4%
191
0
25.0010.7%
51
0
30.0032.9%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Balanced gamma proxy

Reported Greeks · 96% coverage

Call- and put-side gamma sensitivity is broadly balanced across the retained chain. Individual strike concentrations may still matter more than the chain-wide net.

Net profile-$1,235Delta change / 1% move
Positive peak20.00+$19,405
Negative peak22.50-$15,584
Nearest balance21.39Interpolated sign change
StrikeNegativePositiveNet / 1% move
7.50-66.8%
+$2
12.50-44.6%
-$13
15.00-33.6%
+$11
17.50-22.5%
+$3,430
20.00-11.4%
+$19,405
22.50-0.4%
-$15,584
25.0010.7%
-$8,500
30.0032.9%
+$13
35.0055.0%
+$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

1.38× front/back

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

0.36 21 Aug 9d
0.36 18 Sep 37d
0.37 20 Nov 100d
0.22 15 Jan 156d
0.26 19 Feb 191d

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.

20
23
25
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
82 / 82
  • 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

Likely noise

29/100
Primary intent Likely noise

Visible options activity is too thin or mixed to support a strong intent classification.

Flow vs price divergence No clean flow/price divergence

The options read is mixed, so divergence is not strong enough to classify.

Why this matters

Likely noise matters because it connects the options headline to the actual evidence: $0 of estimated gross traded notional, no dominant cluster, and a no clean flow/price divergence backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+4
1W price-1.6%
Call premium0%
Put premium0%
Notional split C 0% / P 0% 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 86/100 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 No dominant cluster

No high-conviction option cluster is visible in this snapshot.

Setup Classification

Opportunity and risk frame

Context, not advice
Positive Options-confirmed trend

Positioning agrees with the Sharemaestro trend backdrop.

Activity Anomaly

Normal range

53

Activity is broadly in line with recent stored snapshots.

Baseline: 10 completed sessions

Volume rank60th
Volume/OI rank60th
IV rank40th

Market Context

Underlying confirmation

Sharemaestro weekly
Close22.58
1W-1.6%
RS-1.6
Fair value+26.0%
Options pressure4
Speculation0
Volatility47
Trend fit86

Today Versus Normal

Stored-options context

View history
Expected move 5.6% muted
30d avg 8.4% · 10 sessions 20th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
IV 0.36 near normal
30d avg 0.41 · 10 sessions 40th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
Put-call - history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
Volume/OI 0.00 near normal
30d avg 0.01 · 10 sessions 60th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:15 Bullish
Pressure 100
Move 5.5%
30 Jul 11:02 Mixed
Pressure 6
Move 8.7%
31 Jul 05:35 Mixed
Pressure 6
Move 4.6%
31 Jul 13:35 Bullish
Pressure 63
Move 18.8%
31 Jul 14:35 Bullish
Pressure 63
Move 16.3%
1 Aug 22:05 Bullish
Pressure 100
Move 8.4%
4 Aug 01:49 Mixed
Pressure -15
Move 7.9%
5 Aug 10:35 Bearish
Pressure -92
Move 9.2%

Strike Map

Where activity is clustering

Full strike map
Strike10.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike12.50
Calls · V 0 · OI 0
Puts · V 0 · OI 10
Strike15.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike17.50
Calls · V 0 · OI 20
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 12
Puts · V 0 · OI 70
Strike22.50
Calls · V 0 · OI 191
Puts · V 0 · OI 20
Strike25.00
Calls · V 0 · OI 51
Puts · V 0 · OI 0
Strike30.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts16
Avg IV0.36
Put-call-
Expiry18 Sep 2026
Contracts14
Avg IV0.36
Put-call-
Expiry20 Nov 2026
Contracts16
Avg IV0.37
Put-call-
Expiry15 Jan 2027
Contracts22
Avg IV0.22
Put-call-
Expiry19 Feb 2027
Contracts14
Avg IV0.26
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.29
Put IV0.07
Skew-0.21
18 Sep 2026Call IV premium
Call IV0.14
Put IV0.04
Skew-0.10
20 Nov 2026Put IV premium
Call IV0.08
Put IV0.65
Skew0.57
15 Jan 2027Balanced skew
Call IV0.06
Put IV0.03
Skew-0.03
19 Feb 2027Put IV premium
Call IV0.05
Put IV0.33
Skew0.27

Contract Tape

Most active contracts

Full contract tape
ContractNBBK270115C00020000
SideCall
Expiry15 Jan 2027
Strike20.00
Volume-
OI801
IV0.39
ContractNBBK261120P00022500
SidePut
Expiry20 Nov 2026
Strike22.50
Volume-
OI400
IV0.28
ContractNBBK270115C00017500
SideCall
Expiry15 Jan 2027
Strike17.50
Volume-
OI211
IV0.46
ContractNBBK261120P00025000
SidePut
Expiry20 Nov 2026
Strike25.00
Volume-
OI200
IV0.31
ContractNBBK260821C00022500
SideCall
Expiry21 Aug 2026
Strike22.50
Volume-
OI191
IV0.42
ContractNBBK261120P00020000
SidePut
Expiry20 Nov 2026
Strike20.00
Volume-
OI100
IV0.65
ContractNBBK270115P00022500
SidePut
Expiry15 Jan 2027
Strike22.50
Volume-
OI85
IV0.03
ContractNBBK260821P00020000
SidePut
Expiry21 Aug 2026
Strike20.00
Volume-
OI70
IV0.41

Evidence context