Ticker Options Intelligence

KLIC options intelligence

Kulicke and Soffa Industries Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 55 Market data through 31 Jul 2026 Checked 1 Aug 2026 05:11 · complete available chain

Volatility expansion watch

Volatility pressure

KLIC currently carries volatility options pressure with a 55/100 conviction score. The nearest-chain expected move is 18.1%, 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 18.1%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.04

Call-side skew

Trend fit 15

Options are not fully confirming trend

Weekly backdrop -12.0%

RS 26.5

Expected move 18.1%
Put-call volume 0.04
Volume / OI 0.01
Reference IV 0.88
Max pain 105.00
Underlying 101.33
Nearest expiry 21 Aug 2026
Contracts 312

Research Brief

KLIC has a volatility chain read with 55/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 82.98–119.68; The largest call open-interest concentration is 105.00; the largest put concentration is 105.00. The most active strike by current volume is 100.00.

Priced range82.98–119.68
Call concentration105.00
Put concentration105.00
Max pain reference105.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
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 21 Aug

Options imply 82.98 to 119.68. Max pain at 105.00 sits inside that range, 3.6% above spot.

Spot Max pain
82.98101.33 ± 18.35119.68
Confirmation level

A close beyond 119.68 or below 82.98 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 55/100

Evidence alignment, not probability

Pressure is 97/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure97 × 42%
+40.6

How strongly activity leans toward calls or puts.

Participation5 × 22%
+1.2

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

Trend agreement15 × 26%
+3.8

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 score55.2Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 105.00; the largest put concentration is 105.00. The most active strike by current volume is 100.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
31
85.00-16.1%
25
108
90.00-11.2%
25
51
95.00-6.2%
13
49
100.00-1.3%
82
838
105.003.6%
721
43
110.008.6%
70
21
115.0013.5%
236
3
120.0018.4%
43
12
125.0023.4%
23
14
130.0028.3%
52
20
135.0033.2%
84
16
140.0038.2%
44
12
145.0043.1%
206
0
150.0048.0%
77
0
175.0072.7%
167
0
190.0087.5%
38
0
195.0092.4%
46
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.12× front/back

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

0.88 21 Aug 21d
0.85 18 Sep 49d
0.83 16 Oct 77d
0.83 20 Nov 112d
0.79 15 Jan 168d

Volatility by Strike

Balanced wings

Nearest expiry, within 20% of spot

Comparable upside calls and downside puts carry broadly similar implied volatility.

85
90
95
100
105
110
115
120
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

High

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
312 / 312
  • 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

95/100
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 Volatility flow versus price

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

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $37990 of estimated gross traded notional, calls · 8-21 days · atm, 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+97
1W price-12.0%
Call premium90%
Put premium10%
Notional split C 90% / P 10% 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 15/100 Agreement between options pressure and Sharemaestro market context.
Event window 5 Aug Matched earnings event is 3 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 · 8-21 days · ATM
Calls · 8-21 days · ATM calls cluster with 53 contracts traded, $21465 estimated gross traded notional, and 57% of visible notional.
$21465
Calls · 8-21 days · OTM calls cluster with 33 contracts traded, $5035 estimated gross traded notional, and 13% of visible notional.
$5035
Calls · 46-90 days · OTM calls cluster with 7 contracts traded, $2918 estimated gross traded notional, and 8% of visible notional.
$2918
Calls · 91+ days · OTM calls cluster with 3 contracts traded, $2478 estimated gross traded notional, and 7% of visible notional.
$2478
Puts · 8-21 days · OTM puts cluster with 3 contracts traded, $2340 estimated gross traded notional, and 6% of visible notional.
$2340

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.

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

Sharemaestro weekly
Close89.20
1W-12.0%
RS26.5
Fair value+76.2%
Options pressure97
Speculation5
Volatility96
Trend fit15

Today Versus Normal

Stored-options context

View history
Expected move 18.1% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.88 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.04 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.01 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:38 Volatility
Pressure 95
Move 20.2%
30 Jul 10:34 Mixed
Pressure -17
Move 23.2%
31 Jul 10:23 Volatility
Pressure 22
Move 19.2%
1 Aug 04:11 Volatility
Pressure 97
Move 18.1%

Strike Map

Where activity is clustering

Full strike map
Strike60.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike65.00
Calls · V 0 · OI 1
Puts · V 0 · OI 11
Strike70.00
Calls · V 0 · OI 2
Puts · V 0 · OI 12
Strike75.00
Calls · V 0 · OI 2
Puts · V 0 · OI 15
Strike80.00
Calls · V 0 · OI 6
Puts · V 0 · OI 23
Strike85.00
Calls · V 0 · OI 25
Puts · V 0 · OI 31
Strike90.00
Calls · V 1 · OI 25
Puts · V 3 · OI 108
Strike95.00
Calls · V 0 · OI 13
Puts · V 0 · OI 51

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts58
Avg IV0.88
Put-call0.05
Expiry18 Sep 2026
Contracts50
Avg IV0.85
Put-call-
Expiry16 Oct 2026
Contracts68
Avg IV0.83
Put-call-
Expiry20 Nov 2026
Contracts68
Avg IV0.83
Put-call-
Expiry15 Jan 2027
Contracts68
Avg IV0.79
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.92
Put IV0.90
Skew-0.02
18 Sep 2026Balanced skew
Call IV0.90
Put IV0.89
Skew-0.01
16 Oct 2026Balanced skew
Call IV0.85
Put IV0.83
Skew-0.02
20 Nov 2026Balanced skew
Call IV0.85
Put IV0.82
Skew-0.03
15 Jan 2027Balanced skew
Call IV0.77
Put IV0.80
Skew0.03

Contract Tape

Most active contracts

Full contract tape
ContractKLIC260821C00100000
SideCall
Expiry21 Aug 2026
Strike100.00
Volume53
OI82
IV0.92
ContractKLIC260821C00110000
SideCall
Expiry21 Aug 2026
Strike110.00
Volume14
OI70
IV0.89
ContractKLIC260821C00120000
SideCall
Expiry21 Aug 2026
Strike120.00
Volume12
OI43
IV0.93
ContractKLIC260821C00115000
SideCall
Expiry21 Aug 2026
Strike115.00
Volume5
OI236
IV0.89
ContractKLIC260821P00090000
SidePut
Expiry21 Aug 2026
Strike90.00
Volume3
OI108
IV0.87
ContractKLIC261016C00110000
SideCall
Expiry16 Oct 2026
Strike110.00
Volume3
OI56
IV0.81
ContractKLIC260918C00130000
SideCall
Expiry18 Sep 2026
Strike130.00
Volume3
OI24
IV0.90
ContractKLIC260821C00105000
SideCall
Expiry21 Aug 2026
Strike105.00
Volume2
OI721
IV0.92