Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
EOSE options intelligence
Eos Energy Enterprises Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
53
Market data through 31 Jul 2026
Checked 1 Aug 2026 19:19 · complete available chain
Volatility expansion watch
Volatility pressure
EOSE currently carries volatility options pressure with a 53/100 conviction score. The nearest-chain expected move is 20.4%, with volume/open-interest participation at 0.02.
Expected move
20.4%
Wider near-term move priced
Activity / OI
0.02
Current volume is quieter versus prior open interest
Put-call
0.15
Call-side skew
Trend fit
0
Options are not fully confirming trend
Weekly backdrop
-2.6%
RS -68.1
Expected move
20.4%
Put-call volume
0.15
Volume / OI
0.02
Reference IV
2.41
Max pain
4.00
Underlying
3.38
Nearest expiry
7 Aug 2026
Contracts
732
Research Brief
EOSE has a volatility chain read with 53/100 evidence alignment.
The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 2.69–4.07; The largest call open-interest concentration is 4.00; the largest put concentration is 3.50. The most active strike by current volume is 3.50.
Priced range2.69–4.07
Call concentration4.00
Put concentration3.50
Max pain reference4.00
- A clear directional pressure reading develops and price begins to agree.
- 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
Options imply 2.69 to 4.07. Max pain at 4.00 sits inside that range, 18.3% above spot.
Spot
Max pain
2.693.38 ± 0.694.07
Confirmation level
A close beyond 4.07 or below 2.69 at the 7 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 53/100
Pressure is 81/100 toward calls; conviction uses its strength, while the signal label carries its direction.
Directional pressure81 × 42%
+34.2
How strongly activity leans toward calls or puts.
Participation40 × 22%
+8.9
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.
Volatility96 × 10%
+9.6
The intensity of implied volatility and the priced move.
Positioning by Strike
Where open interest and current activity concentrate
The largest call open-interest concentration is 4.00; the largest put concentration is 3.50. The most active strike by current volume is 3.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.
Put open interestStrikeCall open interest
0
0.50-85.2%
430
6
1.00-70.4%
233
0
1.50-55.6%
95
201
2.00-40.8%
1
633
2.50-26.0%
1
1261
3.00-11.2%
631
1266
3.503.6%
801
1038
4.0018.3%
4192
298
4.5033.1%
1168
257
5.0047.9%
1569
618
5.5062.7%
2257
183
6.0077.5%
2047
38
6.5092.3%
2413
39
7.00107.1%
770
39
7.50121.9%
170
20
8.00136.7%
234
1
11.00225.4%
155
Nearest spot strike Max pain strikeBars show relative OI within this expiry
Volatility Curve
Front-loaded volatility
Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.
2.41
7 Aug
7d
1.84
14 Aug
14d
1.61
21 Aug
21d
1.47
28 Aug
28d
1.63
4 Sep
35d
0.16
11 Sep
42d
1.51
18 Sep
49d
1.36
16 Oct
77d
Volatility by Strike
Upside optionality premium
Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.
3
4
4
Put IV Call IV
Historical Replay
How matured reads behaved through expiry
Forward validation is building. The earliest eligible stored read expires 31 Jul 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
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
- Chain status
- Complete available chain
- Market date
- 31 Jul 2026
- Calculation
- v2.0
- Contracts
- 732 / 732
- 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
Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.
Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.
Earnings/event positioning matters because it connects the options headline to the actual evidence: $2.3M of estimated gross traded notional, calls · 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+81
1W price-2.6%
Call premium85%
Put premium15%
Notional split
C 85% / P 15%
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
0/100
Agreement between options pressure and Sharemaestro market context.
Event window
5 Aug
Matched earnings event is 3 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Calls · 22-45 days · ITM
calls cluster with 3588 contracts traded, $944176 estimated gross traded notional, and 40% of visible notional.
$944176
Calls · 91+ days · OTM
calls cluster with 10523 contracts traded, $698111 estimated gross traded notional, and 30% of visible notional.
$698111
Puts · 91+ days · ITM
puts cluster with 243 contracts traded, $222128 estimated gross traded notional, and 9% of visible notional.
$222128
Calls · 8-21 days · ITM
calls cluster with 758 contracts traded, $92542 estimated gross traded notional, and 4% of visible notional.
$92542
Calls · 0-7 days · OTM
calls cluster with 4503 contracts traded, $84082 estimated gross traded notional, and 4% of visible notional.
$84082
Setup Classification
Opportunity and risk frame
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
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
Close3.38
1W-2.6%
RS-68.1
Fair value-33.3%
Options pressure81
Speculation40
Volatility96
Trend fit0
Today Versus Normal
Stored-options context
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
Pressure Trail
Recent pressure and volatility
29 Jul 10:54
Volatility
Pressure 73
Move 8.2%
30 Jul 10:44
Bullish
Pressure 62
Move 12.2%
31 Jul 10:30
Volatility
Pressure 77
Move 6.8%
31 Jul 15:39
Bullish
Pressure 45
Move 4.9%
31 Jul 16:49
Bullish
Pressure 52
Move 4.8%
31 Jul 18:05
Bullish
Pressure 54
Move 3.7%
31 Jul 22:07
Bullish
Pressure 64
Move 7.2%
1 Aug 02:59
Volatility
Pressure 77
Move 7.2%
Strike Map
Where activity is clustering
Strike0.50
Calls · V 36 · OI 430
Puts · V 0 · OI 0
Strike1.00
Calls · V 102 · OI 233
Puts · V 0 · OI 6
Strike1.50
Calls · V 1 · OI 95
Puts · V 15 · OI 0
Strike2.00
Calls · V 1 · OI 1
Puts · V 1 · OI 201
Strike2.50
Calls · V 0 · OI 1
Puts · V 112 · OI 633
Strike3.00
Calls · V 475 · OI 631
Puts · V 695 · OI 1261
Strike3.50
Calls · V 1717 · OI 801
Puts · V 899 · OI 1266
Strike4.00
Calls · V 1952 · OI 4192
Puts · V 140 · OI 1038
Term Structure
Expiration activity
Expiry7 Aug 2026
Contracts48
Avg IV2.41
Put-call0.37
Expiry14 Aug 2026
Contracts40
Avg IV1.84
Put-call0.24
Expiry21 Aug 2026
Contracts70
Avg IV1.61
Put-call0.07
Expiry28 Aug 2026
Contracts34
Avg IV1.47
Put-call0.03
Expiry4 Sep 2026
Contracts32
Avg IV1.63
Put-call0.09
Skew
Call/put IV balance
7 Aug 2026Call IV premium
Call IV1.82
Put IV1.73
Skew-0.09
14 Aug 2026Call IV premium
Call IV1.75
Put IV1.09
Skew-0.66
21 Aug 2026Call IV premium
Call IV1.66
Put IV1.48
Skew-0.19
28 Aug 2026Call IV premium
Call IV1.67
Put IV1.40
Skew-0.27
4 Sep 2026Call IV premium
Call IV1.75
Put IV1.50
Skew-0.25
Contract Tape
Most active contracts
ContractEOSE260807C00004000
SideCall
Expiry7 Aug 2026
Strike4.00
Volume1952
OI4192
IV1.82
ContractEOSE280121C00010000
SideCall
Expiry21 Jan 2028
Strike10.00
Volume1798
OI51687
IV1.25
ContractEOSE260807C00003500
SideCall
Expiry7 Aug 2026
Strike3.50
Volume1717
OI801
IV1.93
ContractEOSE260828C00001000
SideCall
Expiry28 Aug 2026
Strike1.00
Volume1504
OI325
IV4.22
ContractEOSE261120C00006000
SideCall
Expiry20 Nov 2026
Strike6.00
Volume1388
OI20428
IV1.41
ContractEOSE270115C00012500
SideCall
Expiry15 Jan 2027
Strike12.50
Volume1297
OI66906
IV1.42
ContractEOSE270115C00015000
SideCall
Expiry15 Jan 2027
Strike15.00
Volume1171
OI36436
IV1.51
ContractEOSE261120C00010000
SideCall
Expiry20 Nov 2026
Strike10.00
Volume1163
OI5490
IV1.50
Research Graph
Related research and context
Sharemaestro research
Related News
No recent ticker-specific news yet.
Market Watch
No recent market-watch posts yet.
Earnings
Plain English Guide
Options context
What usually looks constructive
What usually looks cautious
Options can move quickly and can lose value fast. Treat this as research context, not a buy or sell instruction.