Ticker Options Intelligence

PECO options intelligence

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

Conviction 50 Market data through 31 Jul 2026 Checked 1 Aug 2026 01:15 · complete available chain

Volatility expansion watch

Volatility pressure

PECO currently carries volatility options pressure with a 50/100 conviction score. The nearest-chain expected move is 16.7%, with volume/open-interest participation at 0.13.

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

Volatility expansion watch

Expected move 16.7%

Wider near-term move priced

Activity / OI 0.13

Current volume is quieter versus prior open interest

Put-call 0.12

Call-side skew

Trend fit 5

Options are not fully confirming trend

Weekly backdrop -2.4%

RS 5.6

Expected move 16.7%
Put-call volume 0.13
Volume / OI 0.13
Reference IV 0.70
Max pain 40.00
Underlying 43.53
Nearest expiry 21 Aug 2026
Contracts 23

Research Brief

PECO has a volatility chain read with 50/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 36.26–50.80; The largest call open-interest concentration is 45.00; the largest put concentration is 40.00. The most active strike by current volume is 45.00.

Priced range36.26–50.80
Call concentration45.00
Put concentration40.00
Max pain reference40.00
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 36.26 to 50.80. Max pain at 40.00 sits inside that range, 8.1% below spot.

Spot Max pain
36.2643.53 ± 7.2750.80
Confirmation level

A close beyond 50.80 or below 36.26 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 50/100

Evidence alignment, not probability

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

Directional pressure89 × 42%
+37.5

How strongly activity leans toward calls or puts.

Participation11 × 22%
+2.4

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

Trend agreement5 × 26%
+1.3

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

Volatility89 × 10%
+8.9

The intensity of implied volatility and the priced move.

Reconstructed score50.2Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 45.00; the largest put concentration is 40.00. The most active strike by current volume is 45.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1
40.00-8.1%
0
0
45.003.4%
3
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.92× front/back

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

0.70 21 Aug 21d
0.69 18 Sep 49d
0.45 16 Oct 77d
0.36 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.

40
45
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

A95/100
Retained chain100%
Implied volatility100%
Two-sided quotes96%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
23 / 23
  • 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: $48222 of estimated gross traded notional, calls · 91+ 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-2.4%
Call premium93%
Put premium7%
Notional split C 93% / P 7% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.13 Volume divided by open interest across the visible chain.
Trend fit 5/100 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 Calls · 91+ days · ITM
Calls · 91+ days · ITM calls cluster with 32 contracts traded, $40071 estimated gross traded notional, and 83% of visible notional.
$40071
Calls · 46-90 days · ITM calls cluster with 5 contracts traded, $4712 estimated gross traded notional, and 10% of visible notional.
$4712
Puts · 91+ days · ITM puts cluster with 2 contracts traded, $2964 estimated gross traded notional, and 6% of visible notional.
$2964
Puts · 46-90 days · OTM puts cluster with 2 contracts traded, $190 estimated gross traded notional, and 0% of visible notional.
$190
Calls · 91+ days · OTM calls cluster with 1 contracts traded, $165 estimated gross traded notional, and 0% of visible notional.
$165

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
Close42.49
1W-2.4%
RS5.6
Fair value+23.5%
Options pressure89
Speculation11
Volatility89
Trend fit5

Today Versus Normal

Stored-options context

View history
Expected move 16.7% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.70 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.12 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
Volume/OI 0.13 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 10:37 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%

Strike Map

Where activity is clustering

Full strike map
Strike40.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike45.00
Calls · V 1 · OI 3
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts2
Avg IV0.70
Put-call-
Expiry18 Sep 2026
Contracts1
Avg IV0.69
Put-call-
Expiry16 Oct 2026
Contracts9
Avg IV0.45
Put-call0.33
Expiry15 Jan 2027
Contracts11
Avg IV0.36
Put-call0.09

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.68
Put IV0.72
Skew0.04
18 Sep 2026Incomplete skew
Call IV-
Put IV-
Skew-
16 Oct 2026Balanced skew
Call IV0.43
Put IV0.44
Skew0.02
15 Jan 2027Balanced skew
Call IV0.35
Put IV0.36
Skew0.02

Contract Tape

Most active contracts

Full contract tape
ContractPECO261016C00055000
SideCall
Expiry16 Oct 2026
Strike55.00
Volume-
OI181
IV0.38
ContractPECO260918C00040000
SideCall
Expiry18 Sep 2026
Strike40.00
Volume-
OI5
IV0.69
ContractPECO270115P00040000
SidePut
Expiry15 Jan 2027
Strike40.00
Volume-
OI4
IV0.36
ContractPECO261016P00035000
SidePut
Expiry16 Oct 2026
Strike35.00
Volume-
OI4
IV0.65
ContractPECO270115P00045000
SidePut
Expiry15 Jan 2027
Strike45.00
Volume-
OI2
IV0.39
ContractPECO260821P00040000
SidePut
Expiry21 Aug 2026
Strike40.00
Volume-
OI1
IV0.72
ContractPECO261016C00050000
SideCall
Expiry16 Oct 2026
Strike50.00
Volume-
OI1
IV0.49
ContractPECO270115P00035000
SidePut
Expiry15 Jan 2027
Strike35.00
Volume-
OI-
IV0.06