Ticker Options Intelligence

SFL options intelligence

SFL Corporation Ltd options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 48 Market data through 31 Jul 2026 Checked 2 Aug 2026 13:09 · complete available chain

Call-side pressure

Bullish pressure

SFL currently carries bullish options pressure with a 48/100 conviction score. The nearest-chain expected move is 5.7%, with volume/open-interest participation at 0.02.

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

Call-side pressure

Expected move 5.7%

Near-term move context

Activity / OI 0.02

Current volume is quieter versus prior open interest

Put-call 0.04

Call-side skew

Trend fit 1

Options are not fully confirming trend

Weekly backdrop +3.5%

RS 24.0

Expected move 5.7%
Put-call volume 0.04
Volume / OI 0.02
Reference IV 0.45
Max pain 10.00
Underlying 12.34
Nearest expiry 21 Aug 2026
Contracts 72

Research Brief

SFL has a bullish 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 11.64–13.04; The largest call open-interest concentration is 12.50; the largest put concentration is 10.00. The most active strike by current volume is 12.50.

Priced range11.64–13.04
Call concentration12.50
Put concentration10.00
Max pain reference10.00
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.
  • 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 11.64 to 13.04. Max pain at 10.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
11.6412.34 ± 0.7013.04
Confirmation level

A close beyond 13.04 or below 11.64 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 100/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure100 × 42%
+42.0

How strongly activity leans toward calls or puts.

Participation3 × 22%
+0.7

Volume relative to existing open interest and contract-level activity.

Trend agreement1 × 26%
+0.3

How closely the chain read agrees with the underlying trend backdrop.

Volatility54 × 10%
+5.4

The intensity of implied volatility and the priced move.

Reconstructed score48.5Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 12.50; the largest put concentration is 10.00. The most active strike by current volume is 12.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
2.50-79.7%
1
0
5.00-59.5%
0
129
7.50-39.2%
10
563
10.00-19.0%
400
193
12.501.3%
3322
0
15.0021.6%
136
0
17.5041.8%
1
0
20.0062.1%
1
0
22.5082.3%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported + model-estimated Greeks · 94% 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+$263,580Delta change / 1% move
Positive peak12.50+$254,687
Negative peak10.00-$1,307
Nearest balance10.01Interpolated sign change
StrikeNegativePositiveNet / 1% move
2.50-79.7%
+$2
7.50-39.2%
-$211
10.00-19.0%
-$1,307
12.501.3%
+$254,687
15.0021.6%
+$10,379
17.5041.8%
+$34
20.0062.1%
-$6
22.5082.3%
+$1
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

Front-loaded volatility

1.76× front/back

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

0.45 21 Aug 21d
0.31 18 Sep 49d
0.40 20 Nov 112d
0.26 19 Feb 203d

Volatility by Strike

Smile incomplete

Nearest expiry, within 20% of spot

There is not enough comparable OTM call and put volatility to classify the smile.

10
13
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
31 Jul 2026
Calculation
v2.0
Contracts
72 / 72
  • 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

81/100
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 Bullish flow confirms price

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

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $17,720 of estimated gross traded notional, calls · 8-21 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+100
1W price+3.5%
Call premium98%
Put premium2%
Notional split C 98% / P 2% 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 1/100 Agreement between options pressure and Sharemaestro market context.
Event window 18 Aug Matched earnings event is 15 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 · 8-21 days · ITM
Calls · 8-21 days · ITM calls cluster with 54 contracts traded, $12,825 estimated gross traded notional, and 72% of visible notional.
$12,825
Calls · 91+ days · ATM calls cluster with 34 contracts traded, $2,762 estimated gross traded notional, and 16% of visible notional.
$2,762
Calls · 8-21 days · ATM calls cluster with 53 contracts traded, $1,590 estimated gross traded notional, and 9% of visible notional.
$1,590
Puts · 91+ days · ATM puts cluster with 2 contracts traded, $200 estimated gross traded notional, and 1% of visible notional.
$200
Calls · 91+ days · OTM calls cluster with 8 contracts traded, $182 estimated gross traded notional, and 1% of visible notional.
$182

Setup Classification

Opportunity and risk frame

Context, not advice
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.

Warning Bullish pressure over fair value

Call pressure is building while the stock sits above Sharemaestro fair value.

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
Close12.34
1W+3.5%
RS24.0
Fair value+35.7%
Options pressure100
Speculation3
Volatility54
Trend fit1

Today Versus Normal

Stored-options context

View history
Expected move 5.7% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.45 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.04 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.02 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 11:06 Bullish
Pressure 100
Move 7.8%
30 Jul 10:54 Bullish
Pressure 98
Move 5.0%
31 Jul 10:35 Bullish
Pressure 87
Move 5.7%
31 Jul 14:48 Bullish
Pressure 26
Move 6.1%
31 Jul 15:50 Bullish
Pressure 30
Move 5.9%
2 Aug 12:09 Bullish
Pressure 100
Move 5.7%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 10
Puts · V 0 · OI 129
Strike10.00
Calls · V 54 · OI 400
Puts · V 0 · OI 563
Strike12.50
Calls · V 53 · OI 3322
Puts · V 4 · OI 193
Strike15.00
Calls · V 0 · OI 136
Puts · V 0 · OI 0
Strike17.50
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts18
Avg IV0.45
Put-call0.04
Expiry18 Sep 2026
Contracts18
Avg IV0.31
Put-call-
Expiry20 Nov 2026
Contracts18
Avg IV0.40
Put-call0.10
Expiry19 Feb 2027
Contracts18
Avg IV0.26
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.31
Put IV0.44
Skew0.14
18 Sep 2026Balanced skew
Call IV0.26
Put IV0.30
Skew0.04
20 Nov 2026Put IV premium
Call IV0.30
Put IV0.41
Skew0.12
19 Feb 2027Put IV premium
Call IV0.27
Put IV0.41
Skew0.14

Contract Tape

Most active contracts

Full contract tape
ContractSFL260821C00010000
SideCall
Expiry21 Aug 2026
Strike10.00
Volume54
OI400
IV0.49
ContractSFL260821C00012500
SideCall
Expiry21 Aug 2026
Strike12.50
Volume53
OI3322
IV0.31
ContractSFL261120C00012500
SideCall
Expiry20 Nov 2026
Strike12.50
Volume17
OI1198
IV0.26
ContractSFL270219C00012500
SideCall
Expiry19 Feb 2027
Strike12.50
Volume17
OI71
IV0.24
ContractSFL270219C00015000
SideCall
Expiry19 Feb 2027
Strike15.00
Volume5
OI15
IV0.27
ContractSFL260821P00012500
SidePut
Expiry21 Aug 2026
Strike12.50
Volume4
OI193
IV0.28
ContractSFL261120C00015000
SideCall
Expiry20 Nov 2026
Strike15.00
Volume3
OI517
IV0.30
ContractSFL261120P00012500
SidePut
Expiry20 Nov 2026
Strike12.50
Volume2
OI43
IV0.37