Ticker Options Intelligence

WRB options intelligence

W. R. Berkley Corp options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 39 Market data through 29 Jul 2026 Checked 30 Jul 2026 02:06 · complete available chain

Options-market disagreement

Mixed pressure

WRB currently carries mixed options pressure with a 39/100 conviction score. The nearest-chain expected move is 6.0%, with volume/open-interest participation at 0.01.

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

Options-market disagreement

Expected move 6.0%

Near-term move context

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.86

Balanced tape

Trend fit 79

Options agree with trend context

Weekly backdrop +5.4%

RS 1.9

Expected move 6.0%
Put-call volume 0.86
Volume / OI 0.01
Reference IV 0.23
Max pain 72.00
Underlying 75.46
Nearest expiry 21 Aug 2026
Contracts 150

Options Intent Radar

Multi-expiry position-maintenance candidate

64/100
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 No clean flow/price divergence

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

Why this matters

Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $14725 of estimated gross traded notional, calls · 91+ days · itm, 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+12
1W price+5.4%
Call premium78%
Put premium22%
Notional split C 78% / P 22% 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 79/100 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 12 contracts traded, $10500 estimated gross traded notional, and 71% of visible notional.
$10500
Puts · 91+ days · OTM puts cluster with 10 contracts traded, $2875 estimated gross traded notional, and 20% of visible notional.
$2875
Calls · 46-90 days · ITM calls cluster with 1 contracts traded, $730 estimated gross traded notional, and 5% of visible notional.
$730
Puts · 22-45 days · ATM puts cluster with 2 contracts traded, $370 estimated gross traded notional, and 3% of visible notional.
$370
Calls · 46-90 days · OTM calls cluster with 1 contracts traded, $250 estimated gross traded notional, and 2% of visible notional.
$250

Setup Classification

Opportunity and risk frame

Context, not advice
Positive Options-confirmed trend

Positioning agrees with the Sharemaestro trend backdrop.

Activity Anomaly

Normal range

33

Activity is broadly in line with recent stored snapshots.

Volume rank0th
Volume/OI rank0th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close75.46
1W+5.4%
RS1.9
Fair value+29.8%
Options pressure12
Speculation40
Volatility40
Trend fit79

Today Versus Normal

Stored-options context

View history
Expected move 6.0% elevated
30d avg 5.1% · 1 read 100th
90d avg 5.1% · 1 read 100th
180d avg 5.1% · 1 read 100th
IV 0.23 elevated
30d avg 0.22 · 1 read 100th
90d avg 0.22 · 1 read 100th
180d avg 0.22 · 1 read 100th
Put-call 0.86 elevated
30d avg 0.16 · 1 read 100th
90d avg 0.16 · 1 read 100th
180d avg 0.16 · 1 read 100th
Volume/OI 0.01 muted
30d avg 0.07 · 1 read 0th
90d avg 0.07 · 1 read 0th
180d avg 0.07 · 1 read 0th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:16 Bullish
Pressure 77
Move 5.1%
30 Jul 01:06 Mixed
Pressure 12
Move 6.0%

Strike Map

Where activity is clustering

Full strike map
Strike44.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike47.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike49.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike54.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike59.50
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike62.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike64.50
Calls · V 0 · OI 0
Puts · V 0 · OI 19
Strike67.00
Calls · V 0 · OI 4
Puts · V 0 · OI 561

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts34
Avg IV0.23
Put-call-
Expiry18 Sep 2026
Contracts36
Avg IV0.27
Put-call-
Expiry16 Oct 2026
Contracts42
Avg IV0.26
Put-call-
Expiry15 Jan 2027
Contracts38
Avg IV0.26
Put-call0.83

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.27
Put IV0.44
Skew0.18
18 Sep 2026Balanced skew
Call IV0.32
Put IV0.31
Skew-0.01
16 Oct 2026Put IV premium
Call IV0.27
Put IV0.35
Skew0.08
15 Jan 2027Put IV premium
Call IV0.23
Put IV0.32
Skew0.09

Contract Tape

Most active contracts

Full contract tape
ContractWRB270115C00069500
SideCall
Expiry15 Jan 2027
Strike69.50
Volume12
OI103
IV0.21
ContractWRB270115P00069500
SidePut
Expiry15 Jan 2027
Strike69.50
Volume10
OI2
IV0.30
ContractWRB260821P00074500
SidePut
Expiry21 Aug 2026
Strike74.50
Volume2
OI39
IV0.33
ContractWRB261016C00069500
SideCall
Expiry16 Oct 2026
Strike69.50
Volume1
OI197
IV0.20
ContractWRB261016C00079500
SideCall
Expiry16 Oct 2026
Strike79.50
Volume1
OI79
IV0.27
ContractWRB260821P00067000
SidePut
Expiry21 Aug 2026
Strike67.00
Volume-
OI561
IV0.44
ContractWRB260821C00077000
SideCall
Expiry21 Aug 2026
Strike77.00
Volume-
OI233
IV0.27
ContractWRB261016P00064500
SidePut
Expiry16 Oct 2026
Strike64.50
Volume-
OI205
IV0.14