Ticker Options Intelligence

CACI options intelligence

CACI International Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 48 Market data through 31 Jul 2026 Checked 1 Aug 2026 09:43 · complete available chain

Volatility expansion watch

Volatility pressure

CACI currently carries volatility options pressure with a 48/100 conviction score. The nearest-chain expected move is 10.5%, 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 10.5%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.11

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop +5.5%

RS -16.9

Expected move 10.5%
Put-call volume 0.11
Volume / OI 0.01
Reference IV 0.54
Max pain 450.00
Underlying 486.77
Nearest expiry 21 Aug 2026
Contracts 380

Research Brief

CACI has a volatility chain read with 48/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 435.62–537.92; The largest call open-interest concentration is 510.00; the largest put concentration is 490.00. The most active strike by current volume is 480.00.

Priced range435.62–537.92
Call concentration510.00
Put concentration490.00
Max pain reference450.00
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 435.62 to 537.92. Max pain at 450.00 sits inside that range, 7.6% below spot.

Spot Max pain
435.62486.77 ± 51.15537.92
Confirmation level

A close beyond 537.92 or below 435.62 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 48/100

Evidence alignment, not probability

Pressure is 88/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure88 × 42%
+37.0

How strongly activity leans toward calls or puts.

Participation15 × 22%
+3.3

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.

Volatility78 × 10%
+7.8

The intensity of implied volatility and the priced move.

Reconstructed score48.0Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 510.00; the largest put concentration is 490.00. The most active strike by current volume is 480.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
14
400.00-17.8%
0
7
410.00-15.8%
1
2
420.00-13.7%
89
12
430.00-11.7%
0
13
440.00-9.6%
6
21
450.00-7.6%
3
4
460.00-5.5%
4
22
470.00-3.4%
53
12
480.00-1.4%
64
24
490.000.7%
56
23
500.002.7%
31
0
510.004.8%
136
0
520.006.8%
54
2
530.008.9%
16
0
540.0010.9%
10
0
580.0019.2%
67
1
610.0025.3%
21
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.21× front/back

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

0.54 21 Aug 21d
0.48 18 Sep 49d
0.45 18 Dec 140d
0.45 19 Mar 231d

Volatility by Strike

Balanced wings

Nearest expiry, within 20% of spot

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

390
400
410
420
430
440
450
460
470
480
490
500
510
520
530
540
550
560
570
580
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
380 / 380
  • 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

80/100
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: $325800 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+88
1W price+5.5%
Call premium97%
Put premium3%
Notional split C 97% / P 3% 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.
Event window 5 Aug Matched earnings event is 4 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 · 91+ days · ITM
Calls · 91+ days · ITM calls cluster with 20 contracts traded, $147600 estimated gross traded notional, and 45% of visible notional.
$147600
Calls · 91+ days · ATM calls cluster with 20 contracts traded, $137200 estimated gross traded notional, and 42% of visible notional.
$137200
Calls · 8-21 days · OTM calls cluster with 5 contracts traded, $11010 estimated gross traded notional, and 3% of visible notional.
$11010
Calls · 8-21 days · ATM calls cluster with 3 contracts traded, $10360 estimated gross traded notional, and 3% of visible notional.
$10360
Calls · 91+ days · OTM calls cluster with 5 contracts traded, $9725 estimated gross traded notional, and 3% of visible notional.
$9725

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
Close486.77
1W+5.5%
RS-16.9
Fair value+8.0%
Options pressure88
Speculation15
Volatility78
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 10.5% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.54 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.11 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 10:26 Volatility
Pressure -50
Move 11.7%
30 Jul 10:22 Bullish
Pressure 34
Move 10.8%
31 Jul 10:11 Mixed
Pressure -5
Move 10.7%
1 Aug 08:43 Volatility
Pressure 88
Move 10.5%

Strike Map

Where activity is clustering

Full strike map
Strike340.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike350.00
Calls · V 0 · OI 1
Puts · V 0 · OI 2
Strike360.00
Calls · V 0 · OI 0
Puts · V 0 · OI 5
Strike370.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike380.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike390.00
Calls · V 0 · OI 0
Puts · V 0 · OI 7
Strike400.00
Calls · V 0 · OI 0
Puts · V 0 · OI 14
Strike410.00
Calls · V 0 · OI 1
Puts · V 0 · OI 7

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts62
Avg IV0.54
Put-call-
Expiry18 Sep 2026
Contracts114
Avg IV0.48
Put-call-
Expiry18 Dec 2026
Contracts114
Avg IV0.45
Put-call0.04
Expiry19 Mar 2027
Contracts90
Avg IV0.45
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.55
Put IV0.52
Skew-0.03
18 Sep 2026Balanced skew
Call IV0.47
Put IV0.47
Skew-
18 Dec 2026Balanced skew
Call IV0.44
Put IV0.45
Skew0.01
19 Mar 2027Balanced skew
Call IV0.43
Put IV0.44
Skew0.01

Contract Tape

Most active contracts

Full contract tape
ContractCACI261218C00470000
SideCall
Expiry18 Dec 2026
Strike470.00
Volume20
OI28
IV0.46
ContractCACI261218C00480000
SideCall
Expiry18 Dec 2026
Strike480.00
Volume20
OI11
IV0.46
ContractCACI261218C00620000
SideCall
Expiry18 Dec 2026
Strike620.00
Volume5
OI10
IV0.44
ContractCACI260918P00410000
SidePut
Expiry18 Sep 2026
Strike410.00
Volume4
OI-
IV0.51
ContractCACI260821C00510000
SideCall
Expiry21 Aug 2026
Strike510.00
Volume2
OI136
IV0.55
ContractCACI260821C00480000
SideCall
Expiry21 Aug 2026
Strike480.00
Volume2
OI64
IV0.55
ContractCACI260821C00500000
SideCall
Expiry21 Aug 2026
Strike500.00
Volume2
OI31
IV0.57
ContractCACI260821C00490000
SideCall
Expiry21 Aug 2026
Strike490.00
Volume1
OI56
IV0.56