Ticker Options Intelligence

IMSR options intelligence

Terrestrial Energy Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 51 Market data through 30 Jul 2026 Checked 31 Jul 2026 11:41 · complete available chain

Volatility expansion watch

Volatility pressure

IMSR currently carries volatility options pressure with a 51/100 conviction score. The nearest-chain expected move is 26.6%, 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 26.6%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.12

Call-side skew

Trend fit 14

Options are not fully confirming trend

Weekly backdrop +0.6%

Sharemaestro weekly context

Expected move 26.6%
Put-call volume 0.12
Volume / OI 0.01
Reference IV 1.44
Max pain 7.50
Underlying 4.88
Nearest expiry 21 Aug 2026
Contracts 114

Research Brief

IMSR has a volatility chain read with 51/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 3.58–6.18; The largest call open-interest concentration is 20.00; the largest put concentration is 5.00. The most active strike by current volume is 5.00.

Priced range3.58–6.18
Call concentration20.00
Put concentration5.00
Max pain reference7.50
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 3.58 to 6.18. Max pain at 7.50 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
3.584.88 ± 1.306.18
Confirmation level

A close beyond 6.18 or below 3.58 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 51/100

Evidence alignment, not probability

Pressure is 86/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure86 × 42%
+36.1

How strongly activity leans toward calls or puts.

Participation8 × 22%
+1.7

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

Trend agreement14 × 26%
+3.6

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

Volatility96 × 10%
+9.6

The intensity of implied volatility and the priced move.

Reconstructed score51.0Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 20.00; the largest put concentration is 5.00. The most active strike by current volume is 5.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
2216
2.50-48.8%
74
10070
5.002.5%
1369
1787
7.5053.7%
1728
607
10.00104.9%
3976
40
12.50156.1%
8316
5
15.00207.4%
1438
0
17.50258.6%
259
0
20.00309.8%
10716
0
22.50361.1%
46
1
25.00412.3%
1786
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.32× front/back

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

1.44 21 Aug 22d
1.24 18 Sep 50d
1.28 20 Nov 113d
1.21 18 Dec 141d
1.17 15 Jan 169d
1.20 19 Feb 204d
1.09 21 Jan 540d

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.

5
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

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
30 Jul 2026
Calculation
v2.0
Contracts
114 / 114
  • 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

93/100
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: $58210 of estimated gross traded notional, calls · 8-21 days · atm, 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+86
1W price+0.6%
Call premium65%
Put premium35%
Notional split C 65% / P 35% 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 14/100 Agreement between options pressure and Sharemaestro market context.
Event window 10 Aug Matched earnings event is 8 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 · ATM
Calls · 8-21 days · ATM calls cluster with 314 contracts traded, $24335 estimated gross traded notional, and 42% of visible notional.
$24335
Puts · 91+ days · ITM puts cluster with 22 contracts traded, $13700 estimated gross traded notional, and 24% of visible notional.
$13700
Calls · 91+ days · OTM calls cluster with 101 contracts traded, $8090 estimated gross traded notional, and 14% of visible notional.
$8090
Puts · 8-21 days · ITM puts cluster with 12 contracts traded, $2940 estimated gross traded notional, and 5% of visible notional.
$2940
Calls · 91+ days · ITM calls cluster with 6 contracts traded, $2070 estimated gross traded notional, and 4% of visible notional.
$2070

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

-

2 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 2 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close4.91
1W+0.6%
RS-
Fair value-38.9%
Options pressure86
Speculation8
Volatility96
Trend fit14

Today Versus Normal

Stored-options context

View history
Expected move 26.6% history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
IV 1.44 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Put-call 0.12 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Volume/OI 0.01 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:13 Volatility
Pressure 87
Move 27.7%
30 Jul 10:59 Bullish
Pressure 37
Move 24.6%
31 Jul 10:41 Volatility
Pressure 86
Move 26.6%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 74
Puts · V 0 · OI 2216
Strike5.00
Calls · V 314 · OI 1369
Puts · V 24 · OI 10070
Strike7.50
Calls · V 147 · OI 1728
Puts · V 12 · OI 1787
Strike10.00
Calls · V 8 · OI 3976
Puts · V 0 · OI 607
Strike12.50
Calls · V 0 · OI 8316
Puts · V 0 · OI 40
Strike15.00
Calls · V 0 · OI 1438
Puts · V 0 · OI 5
Strike17.50
Calls · V 6 · OI 259
Puts · V 0 · OI 0
Strike20.00
Calls · V 1 · OI 10716
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts20
Avg IV1.44
Put-call0.08
Expiry18 Sep 2026
Contracts8
Avg IV1.24
Put-call0.46
Expiry20 Nov 2026
Contracts14
Avg IV1.28
Put-call-
Expiry18 Dec 2026
Contracts20
Avg IV1.21
Put-call-
Expiry15 Jan 2027
Contracts20
Avg IV1.17
Put-call0.08

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV1.27
Put IV1.48
Skew0.20
18 Sep 2026Call IV premium
Call IV1.28
Put IV0.98
Skew-0.30
20 Nov 2026Call IV premium
Call IV1.25
Put IV1.20
Skew-0.06
18 Dec 2026Balanced skew
Call IV1.20
Put IV1.23
Skew0.04
15 Jan 2027Balanced skew
Call IV1.21
Put IV1.22
Skew0.02

Contract Tape

Most active contracts

Full contract tape
ContractIMSR260821C00005000
SideCall
Expiry21 Aug 2026
Strike5.00
Volume314
OI1369
IV1.30
ContractIMSR260821C00007500
SideCall
Expiry21 Aug 2026
Strike7.50
Volume147
OI1728
IV1.27
ContractIMSR270115C00010000
SideCall
Expiry15 Jan 2027
Strike10.00
Volume32
OI1589
IV1.21
ContractIMSR260918C00007500
SideCall
Expiry18 Sep 2026
Strike7.50
Volume26
OI177
IV1.28
ContractIMSR260821P00005000
SidePut
Expiry21 Aug 2026
Strike5.00
Volume24
OI10070
IV1.28
ContractIMSR261120C00010000
SideCall
Expiry20 Nov 2026
Strike10.00
Volume19
OI1784
IV1.59
ContractIMSR261218C00010000
SideCall
Expiry18 Dec 2026
Strike10.00
Volume18
OI2105
IV1.23
ContractIMSR280121C00020000
SideCall
Expiry21 Jan 2028
Strike20.00
Volume15
OI309
IV1.15