Ticker Options Intelligence

PECO options intelligence

Phillips Edison & Co Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 68 Market data through 16 Sep 2026 Checked 17 Sep 2026 14:23 · complete available chain

Volatility expansion watch

Volatility pressure

PECO currently carries volatility options pressure with a 68/100 conviction score. The nearest-chain expected move is 17.0%, with volume/open-interest participation at 0.02.

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

Volatility expansion watch

Expected move 17.0%

Wider near-term move priced

Activity / OI 0.02

Current volume is quieter versus prior open interest

Put-call -

Balanced tape

Trend fit 48

Options are not fully confirming trend

Weekly backdrop -1.4%

RS -7.4

Expected move 17.0%
Put-call volume -
Volume / OI 0.02
Reference IV 1.02
Max pain 25.00
Underlying 38.41
Nearest expiry 18 Sep 2026
Contracts 74

Research Brief

PECO has a volatility chain read with 68/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 31.89–44.93; The largest call open-interest concentration is 40.00; the largest put concentration is 22.50. The most active strike by current volume is 22.50.

Priced range31.89–44.93
Call concentration40.00
Put concentration22.50
Max pain reference25.00
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 31.89 to 44.93. Max pain at 25.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
31.8938.41 ± 6.5244.93
Confirmation level

A close beyond 44.93 or below 31.89 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 68/100

Evidence alignment, not probability

Pressure is 89/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure89 × 42%
+37.3

How strongly activity leans toward calls or puts.

Participation40 × 22%
+8.9

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

Trend agreement48 × 26%
+12.4

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 score68.2Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 40.00; the largest put concentration is 22.50. The most active strike by current volume is 22.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1
22.50-41.4%
0
1
25.00-34.9%
0
0
30.00-21.9%
0
0
35.00-8.9%
0
0
40.004.1%
5
0
45.0017.2%
1
0
50.0030.2%
0
0
55.0043.2%
0
0
60.0056.2%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported Greeks · 100% coverage

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

Net profile+$9,390Delta change / 1% move
Positive peak40.00+$5,622
Negative peak25.00-$3
Nearest balance25.03Interpolated sign change
StrikeNegativePositiveNet / 1% move
20.00-47.9%
-$2
22.50-41.4%
-$2
25.00-34.9%
-$3
30.00-21.9%
+$551
35.00-8.9%
+$1,194
40.004.1%
+$5,622
45.0017.2%
+$1,192
55.0043.2%
+$838
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

5.78× front/back

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

1.02 18 Sep 2d
0.28 16 Oct 30d
0.24 15 Jan 121d
0.18 16 Apr 212d

Volatility by Strike

Upside optionality premium

Nearest expiry, within 20% of spot

Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.

35
40
45
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

12 matured · 4 directional

Across 4 stored directional transitions, the next stored price moved in the labelled direction 0% of the time.

Directional follow-through0%
Moves contained by pricing75%
Average expiry move5.7%
20 Aug Mixed · 32 -3.0% through expiry 4.5% priced · v2.0
14 Aug Bullish · 49 -3.0% through expiry 7.3% priced · v2.0
13 Aug Bullish · 48 -3.6% through expiry 6.4% priced · v2.0
12 Aug Mixed · 31 -3.6% through expiry 7.5% priced · v2.0
10 Aug Bullish · 50 -3.6% through expiry 8.7% priced · v2.0
7 Aug Mixed · 29 -3.6% through expiry 5.8% priced · v2.0
6 Aug Bullish · 48 -7.6% through expiry 7.1% priced · v2.0
5 Aug Volatility · 50 -7.6% through expiry 13.7% priced · v2.0
4 Aug Volatility · 51 -7.6% through expiry 18.3% priced · v2.0
3 Aug Mixed · 32 -7.6% through expiry 8.2% priced · v2.0
31 Jul Mixed · 31 -7.6% through expiry 7.3% priced · v2.0
30 Jul Mixed · 31 -9.8% through expiry 6.7% 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
74 / 74
  • 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: $1,225 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-89
1W price-1.4%
Call premium0%
Put premium100%
Notional split C 0% / P 100% 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 48/100 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 5 contracts traded, $1,225 estimated gross traded notional, and 100% of visible notional.
$1,225

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

High anomaly

91

Current options activity is unusually hot versus this ticker's stored history.

Baseline: 22 completed sessions

Volume rank86th
Volume/OI rank86th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close38.41
1W-1.4%
RS-7.4
Fair value+10.7%
Options pressure-89
Speculation40
Volatility96
Trend fit48

Today Versus Normal

Stored-options context

View history
Expected move 17.0% history building
30d avg - · 9/10 sessions -
90d avg - · 22/30 sessions -
180d avg - · 22/60 sessions -
IV 1.02 history building
30d avg - · 9/10 sessions -
90d avg - · 22/30 sessions -
180d avg - · 22/60 sessions -
Put-call - history building
30d avg - · 3/10 sessions -
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
Volume/OI 0.02 history building
30d avg - · 9/10 sessions -
90d avg - · 22/30 sessions -
180d avg - · 22/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:37 Bullish
Pressure 100
Move 6.2%
30 Jul 10:34 Mixed
Pressure 11
Move 6.5%
31 Jul 10:23 Mixed
Pressure 11
Move 6.7%
31 Jul 17:01 Volatility
Pressure 89
Move 15.7%
31 Jul 17:44 Volatility
Pressure 89
Move 15.7%
1 Aug 00:15 Volatility
Pressure 89
Move 16.7%
2 Aug 09:58 Mixed
Pressure 11
Move 7.3%
3 Aug 20:49 Volatility
Pressure 89
Move 14.2%

Strike Map

Where activity is clustering

Full strike map
Strike22.50
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike25.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike30.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike35.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike40.00
Calls · V 0 · OI 5
Puts · V 0 · OI 0
Strike45.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike50.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike55.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry18 Sep 2026
Contracts18
Avg IV1.02
Put-call-
Expiry16 Oct 2026
Contracts18
Avg IV0.28
Put-call-
Expiry15 Jan 2027
Contracts18
Avg IV0.24
Put-call-
Expiry16 Apr 2027
Contracts20
Avg IV0.18
Put-call-

Skew

Call/put IV balance

OTM demand
18 Sep 2026Put IV premium
Call IV0.39
Put IV0.50
Skew0.12
16 Oct 2026Call IV premium
Call IV0.20
Put IV0.13
Skew-0.07
15 Jan 2027Call IV premium
Call IV0.55
Put IV0.07
Skew-0.48
16 Apr 2027Put IV premium
Call IV0.02
Put IV0.29
Skew0.26

Contract Tape

Most active contracts

Full contract tape
ContractPECO261016P00040000
SidePut
Expiry16 Oct 2026
Strike40.00
Volume5
OI1
IV0.25
ContractPECO261016C00055000
SideCall
Expiry16 Oct 2026
Strike55.00
Volume-
OI181
IV0.50
ContractPECO261016C00045000
SideCall
Expiry16 Oct 2026
Strike45.00
Volume-
OI26
IV0.26
ContractPECO261016C00040000
SideCall
Expiry16 Oct 2026
Strike40.00
Volume-
OI23
IV0.20
ContractPECO270115C00045000
SideCall
Expiry15 Jan 2027
Strike45.00
Volume-
OI19
IV0.55
ContractPECO270115C00030000
SideCall
Expiry15 Jan 2027
Strike30.00
Volume-
OI17
IV0.37
ContractPECO270115C00035000
SideCall
Expiry15 Jan 2027
Strike35.00
Volume-
OI16
IV0.26
ContractPECO270115C00040000
SideCall
Expiry15 Jan 2027
Strike40.00
Volume-
OI14
IV0.04

Evidence context