Ticker Options Intelligence

SSNC options intelligence

SS&C Technologies Holdings Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 51 Market data through 12 Aug 2026 Checked 13 Aug 2026 11:24 · complete available chain

Call-side pressure

Bullish pressure

SSNC currently carries bullish options pressure with a 51/100 conviction score. The nearest-chain expected move is 2.8%, 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 Bullish

Call-side pressure

Expected move 2.8%

Near-term move context

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.06

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop +2.8%

RS -11.0

Expected move 2.8%
Put-call volume 0.06
Volume / OI 0.01
Reference IV 0.18
Max pain 70.00
Underlying 79.23
Nearest expiry 21 Aug 2026
Contracts 156

Research Brief

SSNC 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 77.01–81.45; The largest call open-interest concentration is 75.00; the largest put concentration is 65.00. The most active strike by current volume is 70.00.

Priced range77.01–81.45
Call concentration75.00
Put concentration65.00
Max pain reference70.00
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.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 77.01 to 81.45. Max pain at 70.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
77.0179.23 ± 2.2281.45
Confirmation level

A close beyond 81.45 or below 77.01 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 96/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure96 × 42%
+40.3

How strongly activity leans toward calls or puts.

Participation40 × 22%
+8.8

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.

Volatility24 × 10%
+2.4

The intensity of implied volatility and the priced move.

Reconstructed score51.5Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 75.00; the largest put concentration is 65.00. The most active strike by current volume is 70.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
35.00-55.8%
0
0
40.00-49.5%
0
1
45.00-43.2%
0
1
50.00-36.9%
0
11
55.00-30.6%
1
18
60.00-24.3%
0
38
65.00-18.0%
2
18
70.00-11.6%
82
12
75.00-5.3%
871
1
80.001.0%
95
20
85.007.3%
822
0
90.0013.6%
0
0
95.0019.9%
0
0
100.0026.2%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported + model-estimated Greeks · 84% 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+$174,822Delta change / 1% move
Positive peak85.00+$148,214
Negative peak70.00-$40,659
Nearest balance73.27Interpolated sign change
StrikeNegativePositiveNet / 1% move
40.00-49.5%
-$2
45.00-43.2%
-$2
50.00-36.9%
-$23
55.00-30.6%
-$127
60.00-24.3%
-$6,442
65.00-18.0%
-$25,679
70.00-11.6%
-$40,659
75.00-5.3%
+$21,580
80.001.0%
+$71,890
85.007.3%
+$148,214
90.0013.6%
+$6,945
95.0019.9%
-$918
100.0026.2%
+$36
105.0032.5%
+$9
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

Back-loaded volatility

0.62× front/back

Longer-dated options carry more implied volatility than the front expiry, so risk is priced farther out.

0.18 21 Aug 9d
0.19 18 Sep 37d
0.29 16 Oct 65d
0.32 18 Dec 128d
0.29 15 Jan 156d

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.

65
70
75
80
85
90
95
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

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
12 Aug 2026
Calculation
v2.0
Contracts
156 / 156
  • 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

Multi-expiry position-maintenance candidate

62/100
Primary intent Multi-expiry position-maintenance candidate

Activity is spread across expirations with heavier open interest than current volume, which can be consistent with position maintenance.

Flow vs price divergence Bullish flow confirms price

Options pressure and weekly price action are pointing in the same constructive direction.

Why this matters

Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $24,832 of estimated gross traded notional, calls · 91+ days · itm, and a bullish flow confirms price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+96
1W price+2.8%
Call premium99%
Put premium1%
Notional split C 99% / P 1% 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 0/100 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. Roll detection is conservative because opening and closing legs are not directly observable in this snapshot.
Conviction clusters Calls · 91+ days · ITM
Calls · 91+ days · ITM calls cluster with 16 contracts traded, $14,160 estimated gross traded notional, and 57% of visible notional.
$14,160
Calls · 91+ days · ATM calls cluster with 16 contracts traded, $9,520 estimated gross traded notional, and 38% of visible notional.
$9,520
Calls · 8-21 days · ITM calls cluster with 1 contracts traded, $1,000 estimated gross traded notional, and 4% of visible notional.
$1,000
Puts · 46-90 days · OTM puts cluster with 2 contracts traded, $152 estimated gross traded notional, and 1% of visible notional.
$152

Setup Classification

Opportunity and risk frame

Context, not advice
Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Activity Anomaly

Normal range

36

Activity is broadly in line with recent stored snapshots.

Baseline: 11 completed sessions

Volume rank45th
Volume/OI rank64th
IV rank0th

Market Context

Underlying confirmation

Sharemaestro weekly
Close79.23
1W+2.8%
RS-11.0
Fair value+11.8%
Options pressure96
Speculation40
Volatility24
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 2.8% muted
30d avg 6.0% · 11 sessions 0th
90d avg - · 11/30 sessions -
180d avg - · 11/60 sessions -
IV 0.18 muted
30d avg 0.26 · 11 sessions 0th
90d avg - · 11/30 sessions -
180d avg - · 11/60 sessions -
Put-call 0.06 muted
30d avg 1.89 · 11 sessions 9th
90d avg - · 11/30 sessions -
180d avg - · 11/60 sessions -
Volume/OI 0.01 near normal
30d avg 0.03 · 11 sessions 64th
90d avg - · 11/30 sessions -
180d avg - · 11/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:21 Bullish
Pressure 65
Move 7.8%
30 Jul 10:15 Bearish
Pressure -64
Move 7.9%
31 Jul 10:07 Bullish
Pressure 83
Move 6.9%
3 Aug 07:25 Bullish
Pressure 58
Move 6.3%
3 Aug 21:37 Bullish
Pressure 22
Move 6.9%
4 Aug 08:58 Bullish
Pressure 69
Move 6.9%
5 Aug 12:13 Bearish
Pressure -48
Move 5.6%
6 Aug 10:16 Bullish
Pressure 48
Move 6.4%

Strike Map

Where activity is clustering

Full strike map
Strike35.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike40.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike45.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike50.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike55.00
Calls · V 0 · OI 1
Puts · V 0 · OI 11
Strike60.00
Calls · V 0 · OI 0
Puts · V 0 · OI 18
Strike65.00
Calls · V 0 · OI 2
Puts · V 0 · OI 38
Strike70.00
Calls · V 1 · OI 82
Puts · V 0 · OI 18

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts28
Avg IV0.18
Put-call-
Expiry18 Sep 2026
Contracts28
Avg IV0.19
Put-call-
Expiry16 Oct 2026
Contracts28
Avg IV0.29
Put-call-
Expiry18 Dec 2026
Contracts40
Avg IV0.32
Put-call-
Expiry15 Jan 2027
Contracts32
Avg IV0.29
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.17
Put IV0.19
Skew0.02
18 Sep 2026Balanced skew
Call IV0.08
Put IV0.09
Skew0.01
16 Oct 2026Balanced skew
Call IV0.27
Put IV0.30
Skew0.03
18 Dec 2026Put IV premium
Call IV0.28
Put IV0.37
Skew0.09
15 Jan 2027Put IV premium
Call IV0.26
Put IV0.32
Skew0.06

Contract Tape

Most active contracts

Full contract tape
ContractSSNC261218C00075000
SideCall
Expiry18 Dec 2026
Strike75.00
Volume16
OI70
IV0.29
ContractSSNC261218C00080000
SideCall
Expiry18 Dec 2026
Strike80.00
Volume16
OI3
IV0.29
ContractSSNC261016P00065000
SidePut
Expiry16 Oct 2026
Strike65.00
Volume1
OI96
IV0.39
ContractSSNC260821C00070000
SideCall
Expiry21 Aug 2026
Strike70.00
Volume1
OI82
IV0.01
ContractSSNC261016P00070000
SidePut
Expiry16 Oct 2026
Strike70.00
Volume1
OI40
IV0.36
ContractSSNC260821C00075000
SideCall
Expiry21 Aug 2026
Strike75.00
Volume-
OI871
IV0.01
ContractSSNC260821C00085000
SideCall
Expiry21 Aug 2026
Strike85.00
Volume-
OI822
IV0.17
ContractSSNC261218P00070000
SidePut
Expiry18 Dec 2026
Strike70.00
Volume-
OI364
IV0.37

Evidence context