Ticker Options Intelligence

SIEB options intelligence

Siebert Financial Corp options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 51 Market data through 29 Jul 2026 Checked 30 Jul 2026 00:19 · complete available chain

Volatility expansion watch

Volatility pressure

SIEB currently carries volatility options pressure with a 51/100 conviction score. The nearest-chain expected move is 45.2%, with volume/open-interest participation at 0.26.

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

Volatility expansion watch

Expected move 45.2%

Wider near-term move priced

Activity / OI 0.26

Current volume is quieter versus prior open interest

Put-call 0.12

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -1.2%

RS -41.6

Expected move 45.2%
Put-call volume 0.12
Volume / OI 0.26
Reference IV 2.65
Max pain 2.50
Underlying 1.66
Nearest expiry 21 Aug 2026
Contracts 8

Options Intent Radar

Earnings/event positioning

84/100
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: $305 of estimated gross traded notional, calls · 91+ days · otm, 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+91
1W price-1.2%
Call premium54%
Put premium46%
Notional split C 54% / P 46% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.26 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 11 Aug Matched earnings event is 12 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 · OTM
Calls · 91+ days · OTM calls cluster with 15 contracts traded, $150 estimated gross traded notional, and 49% of visible notional.
$150
Puts · 22-45 days · ITM puts cluster with 2 contracts traded, $140 estimated gross traded notional, and 46% of visible notional.
$140
Calls · 22-45 days · OTM calls cluster with 2 contracts traded, $15 estimated gross traded notional, and 5% of visible notional.
$15

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

High anomaly

100

Current options activity is unusually hot versus this ticker's stored history.

Volume rank100th
Volume/OI rank100th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close1.66
1W-1.2%
RS-41.6
Fair value-33.8%
Options pressure91
Speculation14
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 45.2% elevated
30d avg 39.2% · 1 read 100th
90d avg 39.2% · 1 read 100th
180d avg 39.2% · 1 read 100th
IV 2.65 elevated
30d avg 0.98 · 1 read 100th
90d avg 0.98 · 1 read 100th
180d avg 0.98 · 1 read 100th
Put-call 0.12 elevated
30d avg 0.00 · 1 read 100th
90d avg 0.00 · 1 read 100th
180d avg 0.00 · 1 read 100th
Volume/OI 0.26 elevated
30d avg 0.01 · 1 read 100th
90d avg 0.01 · 1 read 100th
180d avg 0.01 · 1 read 100th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:47 Volatility
Pressure 100
Move 39.2%
29 Jul 23:19 Volatility
Pressure 91
Move 45.2%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 1 · OI 21
Puts · V 2 · OI 2
Strike5.00
Calls · V 1 · OI 22
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 1
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts4
Avg IV2.65
Put-call1.00
Expiry20 Nov 2026
Contracts3
Avg IV1.16
Put-call-
Expiry19 Feb 2027
Contracts1
Avg IV0.97
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Incomplete skew
Call IV2.28
Put IV-
Skew-
20 Nov 2026Incomplete skew
Call IV1.27
Put IV-
Skew-
19 Feb 2027Incomplete skew
Call IV0.97
Put IV-
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractSIEB261120C00005000
SideCall
Expiry20 Nov 2026
Strike5.00
Volume-
OI6
IV1.72
ContractSIEB260821C00007500
SideCall
Expiry21 Aug 2026
Strike7.50
Volume-
OI1
IV3.48
ContractSIEB261120C00007500
SideCall
Expiry20 Nov 2026
Strike7.50
Volume-
OI-
IV0.50
ContractSIEB261120C00002500
SideCall
Expiry20 Nov 2026
Strike2.50
Volume14
OI14
IV1.27
ContractSIEB260821P00002500
SidePut
Expiry21 Aug 2026
Strike2.50
Volume2
OI2
IV2.00
ContractSIEB260821C00005000
SideCall
Expiry21 Aug 2026
Strike5.00
Volume1
OI22
IV2.83
ContractSIEB260821C00002500
SideCall
Expiry21 Aug 2026
Strike2.50
Volume1
OI21
IV2.28
ContractSIEB270219C00005000
SideCall
Expiry19 Feb 2027
Strike5.00
Volume1
OI8
IV0.97