Ticker Options Intelligence

SIFY options intelligence

Sify Technologies Limited options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 52 Market data through 16 Sep 2026 Checked 17 Sep 2026 12:47 · complete available chain

Volatility expansion watch

Volatility pressure

SIFY currently carries volatility options pressure with a 52/100 conviction score. The nearest-chain expected move is 12.5%, with volume/open-interest participation at 0.04.

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

Volatility expansion watch

Expected move 12.5%

Wider near-term move priced

Activity / OI 0.04

Current volume is quieter versus prior open interest

Put-call 0.00

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -0.9%

RS -12.4

Expected move 12.5%
Put-call volume -
Volume / OI 0.04
Reference IV 1.69
Max pain 15.00
Underlying 13.78
Nearest expiry 18 Sep 2026
Contracts 88

Research Brief

SIFY has a volatility chain read with 52/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 12.05–15.51; The largest call open-interest concentration is 15.00; the largest put concentration is 15.00. The most active strike by current volume is 15.00.

Priced range12.05–15.51
Call concentration15.00
Put concentration15.00
Max pain reference15.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
  • Participation is above the ticker's stored normal, which makes the read more noteworthy.
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 18 Sep

Options imply 12.05 to 15.51. Max pain at 15.00 sits inside that range, 8.9% above spot.

Spot Max pain
12.0513.78 ± 1.7315.51
Confirmation level

A close beyond 15.51 or below 12.05 at the 18 Sep 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 52/100

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.

Participation4 × 22%
+0.8

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.

Reconstructed score52.4Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 15.00; the largest put concentration is 15.00. The most active strike by current volume is 15.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
2.50-81.9%
0
0
5.00-63.7%
0
0
7.50-45.6%
0
0
10.00-27.4%
0
0
12.50-9.3%
0
20
15.008.9%
70
0
17.5027.0%
15
0
20.0045.1%
12
0
22.5063.3%
0
0
25.0081.4%
0
0
30.00117.7%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported Greeks · 100% 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+$15,855Delta change / 1% move
Positive peak12.50+$6,241
Negative peak-No negative strike
Nearest balance-Interpolated sign change
StrikeNegativePositiveNet / 1% move
2.50-81.9%
+$1
7.50-45.6%
+$1,087
10.00-27.4%
+$1,808
12.50-9.3%
+$6,241
15.008.9%
+$3,228
17.5027.0%
+$3,235
20.0045.1%
+$176
22.5063.3%
+$15
25.0081.4%
+$58
30.00117.7%
+$8
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

2.07× front/back

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

1.69 18 Sep 2d
0.98 16 Oct 30d
0.76 15 Jan 121d
0.81 16 Apr 212d

Volatility by Strike

Upside optionality premium

Nearest expiry, within 20% of spot

Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.

13
15
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

19 matured · 2 directional

Across 2 stored directional transitions, the next stored price moved in the labelled direction 50% of the time.

Directional follow-through50%
Moves contained by pricing100%
Average expiry move3.8%
16 Sep Volatility · 52 -0.9% through expiry 12.5% priced · v2.0
14 Sep Volatility · 52 -0.9% through expiry 13.8% priced · v2.0
10 Sep Volatility · 52 -4.8% through expiry 17.4% priced · v2.0
8 Sep Volatility · 57 -4.8% through expiry 18.8% priced · v2.0
3 Sep Volatility · 51 -5.1% through expiry 9.7% priced · v2.0
1 Sep Volatility · 53 -5.1% through expiry 10.4% priced · v2.0
28 Aug Volatility · 52 -5.1% through expiry 10.9% priced · v2.0
20 Aug Volatility · 52 -5.8% through expiry 9.3% priced · v2.0
14 Aug Bullish · 49 -5.8% through expiry 6.8% priced · v2.0
13 Aug Volatility · 52 -7.2% through expiry 10.2% priced · v2.0
12 Aug Volatility · 52 -7.2% through expiry 13.5% priced · v2.0
10 Aug Volatility · 50 -7.2% through expiry 10.1% priced · v2.0

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
16 Sep 2026
Calculation
v2.0
Contracts
88 / 88
  • 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

Volatility expansion bet

92/100
Primary intent Volatility expansion bet

The strongest message is movement risk: expected move and implied volatility are carrying more signal than 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

Volatility expansion bet matters because it connects the options headline to the actual evidence: $25,088 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+100
1W price-0.9%
Call premium100%
Put premium0%
Notional split C 100% / P 0% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.04 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
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 41 contracts traded, $15,272 estimated gross traded notional, and 61% of visible notional.
$15,272
Calls · 91+ days · OTM calls cluster with 40 contracts traded, $9,800 estimated gross traded notional, and 39% of visible notional.
$9,800
Calls · 0-7 days · OTM calls cluster with 3 contracts traded, $15 estimated gross traded notional, and 0% 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

Above normal

72

Activity is running above the recent historical baseline.

Baseline: 20 completed sessions

Volume rank65th
Volume/OI rank55th
IV rank95th

Market Context

Underlying confirmation

Sharemaestro weekly
Close13.66
1W-0.9%
RS-12.4
Fair value+59.4%
Options pressure100
Speculation4
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 12.5% history building
30d avg - · 7/10 sessions -
90d avg - · 20/30 sessions -
180d avg - · 20/60 sessions -
IV 1.69 history building
30d avg - · 7/10 sessions -
90d avg - · 20/30 sessions -
180d avg - · 20/60 sessions -
Put-call 0.00 history building
30d avg - · 7/10 sessions -
90d avg - · 19/30 sessions -
180d avg - · 19/60 sessions -
Volume/OI 0.04 history building
30d avg - · 7/10 sessions -
90d avg - · 20/30 sessions -
180d avg - · 20/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:11 Bullish
Pressure 23
Move 23.6%
30 Jul 05:06 Mixed
Pressure 10
Move 23.7%
30 Jul 15:39 Volatility
Pressure 89
Move 42.6%
31 Jul 07:18 Bullish
Pressure 79
Move 15.6%
2 Aug 18:36 Volatility
Pressure 88
Move 29.7%
3 Aug 06:06 Volatility
Pressure 100
Move 22.5%
3 Aug 21:26 Volatility
Pressure 88
Move 26.6%
4 Aug 19:51 Volatility
Pressure 91
Move 23.8%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike10.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike12.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike15.00
Calls · V 3 · OI 70
Puts · V 0 · OI 20
Strike17.50
Calls · V 0 · OI 15
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 12
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry18 Sep 2026
Contracts22
Avg IV1.69
Put-call-
Expiry16 Oct 2026
Contracts22
Avg IV0.98
Put-call-
Expiry15 Jan 2027
Contracts22
Avg IV0.76
Put-call-
Expiry16 Apr 2027
Contracts22
Avg IV0.81
Put-call-

Skew

Call/put IV balance

OTM demand
18 Sep 2026Call IV premium
Call IV0.84
Put IV0.52
Skew-0.32
16 Oct 2026Put IV premium
Call IV0.76
Put IV1.42
Skew0.66
15 Jan 2027Put IV premium
Call IV0.72
Put IV0.95
Skew0.23
16 Apr 2027Put IV premium
Call IV0.91
Put IV0.98
Skew0.07

Contract Tape

Most active contracts

Full contract tape
ContractSIFY270416C00012500
SideCall
Expiry16 Apr 2027
Strike12.50
Volume41
OI557
IV0.82
ContractSIFY270416C00015000
SideCall
Expiry16 Apr 2027
Strike15.00
Volume40
OI125
IV0.74
ContractSIFY260918C00015000
SideCall
Expiry18 Sep 2026
Strike15.00
Volume3
OI70
IV0.84
ContractSIFY270115C00007500
SideCall
Expiry15 Jan 2027
Strike7.50
Volume-
OI207
IV0.99
ContractSIFY270115C00012500
SideCall
Expiry15 Jan 2027
Strike12.50
Volume-
OI140
IV0.86
ContractSIFY270115C00017500
SideCall
Expiry15 Jan 2027
Strike17.50
Volume-
OI138
IV0.72
ContractSIFY261016C00010000
SideCall
Expiry16 Oct 2026
Strike10.00
Volume-
OI100
IV1.36
ContractSIFY261016C00017500
SideCall
Expiry16 Oct 2026
Strike17.50
Volume-
OI97
IV0.82

Evidence context