Ticker Options Intelligence

HYPR options intelligence

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

Conviction 54 Market data through 16 Sep 2026 Checked 16 Sep 2026 20:41 · partial chain

Volatility expansion watch

Volatility pressure

HYPR currently carries volatility options pressure with a 54/100 conviction score. The nearest-chain expected move is 57.0%, 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 Volatility

Volatility expansion watch

Expected move 57.0%

Wider near-term move priced

Activity / OI 0.02

Current volume is quieter versus prior open interest

Put-call 0.04

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -2.9%

RS -40.5

Expected move 57.0%
Put-call volume 0.04
Volume / OI 0.02
Reference IV 11.68
Max pain 0.50
Underlying 0.79
Nearest expiry 18 Sep 2026
Contracts 22

Research Brief

HYPR has a volatility chain read with 54/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 0.3401–1.24; The largest call open-interest concentration is 1.00; the largest put concentration is 1.00. The most active strike by current volume is 1.50.

Priced range0.3401–1.24
Call concentration1.00
Put concentration1.00
Max pain reference0.50
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 0.3401 to 1.24. Max pain at 0.50 sits inside that range, 36.7% below spot.

Spot Max pain
0.340.79 ± 0.451.24
Confirmation level

A close beyond 1.24 or below 0.3401 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 54/100

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.

Participation9 × 22%
+2.1

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 score53.7Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 1.00; the largest put concentration is 1.00. The most active strike by current volume is 1.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1
0.50-36.7%
2
2
1.0026.6%
5
0
1.5089.8%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Model-estimated 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+$2,039Delta change / 1% move
Positive peak2.00+$1,221
Negative peak-No negative strike
Nearest balance-Interpolated sign change
StrikeNegativePositiveNet / 1% move
0.50-36.7%
+$0
1.0026.6%
+$316
1.5089.8%
+$42
2.00153.1%
+$1,221
2.50216.4%
+$389
5.00532.8%
+$71
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

6.33× front/back

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

11.68 18 Sep 2d
3.78 16 Oct 30d
1.74 15 Jan 121d
1.84 16 Apr 212d

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.

Comparable strike volatility is unavailable.

Put IV Call IV

Historical Replay

How matured reads behaved through expiry

13 matured · 0 directional

13 stored transitions are available, but none had a directional bullish or bearish label.

Directional follow-through-
Moves contained by pricing100%
Average expiry move4.1%
19 Aug Volatility · 52 1.0% through expiry 44.2% priced · v2.0
14 Aug Mixed · 27 1.0% through expiry 35.0% priced · v2.0
13 Aug Volatility · 52 -5.5% through expiry 44.3% priced · v2.0
12 Aug Volatility · 55 -5.5% through expiry 169.1% priced · v2.0
11 Aug Volatility · 61 -5.5% through expiry 29.2% priced · v2.0
10 Aug Volatility · 52 -5.5% through expiry 31.8% priced · v2.0
7 Aug Volatility · 61 -5.5% through expiry 15.6% priced · v2.0
6 Aug Volatility · 52 -3.6% through expiry 48.7% priced · v2.0
5 Aug Volatility · 52 -3.6% through expiry 32.3% priced · v2.0
4 Aug Volatility · 53 -3.6% through expiry 34.2% priced · v2.0
3 Aug Volatility · 53 -3.6% through expiry 172.6% priced · v2.0
31 Jul Volatility · 52 -3.6% through expiry 172.6% 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 quotes91%
Open interest100%
Chain status
Retained chain subset
Market date
16 Sep 2026
Calculation
v2.0
Contracts
22 / 22
  • 100% of provider contracts were retained for this snapshot.

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: $4,362 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+100
1W price-2.9%
Call premium76%
Put premium24%
Notional split C 76% / P 24% 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.
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 338 contracts traded, $3,154 estimated gross traded notional, and 72% of visible notional.
$3,154
Puts · 91+ days · ITM puts cluster with 10 contracts traded, $500 estimated gross traded notional, and 11% of visible notional.
$500
Puts · 22-45 days · ITM puts cluster with 2 contracts traded, $360 estimated gross traded notional, and 8% of visible notional.
$360
Puts · 0-7 days · ITM puts cluster with 3 contracts traded, $185 estimated gross traded notional, and 4% of visible notional.
$185
Calls · 22-45 days · OTM calls cluster with 22 contracts traded, $110 estimated gross traded notional, and 3% of visible notional.
$110

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

87

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

Baseline: 23 completed sessions

Volume rank83th
Volume/OI rank78th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close0.7901
1W-2.9%
RS-40.5
Fair value-27.4%
Options pressure100
Speculation9
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 57.0% history building
30d avg - · 9/10 sessions -
90d avg - · 23/30 sessions -
180d avg - · 23/60 sessions -
IV 11.68 history building
30d avg - · 9/10 sessions -
90d avg - · 23/30 sessions -
180d avg - · 23/60 sessions -
Put-call 0.04 history building
30d avg - · 9/10 sessions -
90d avg - · 21/30 sessions -
180d avg - · 21/60 sessions -
Volume/OI 0.02 history building
30d avg - · 9/10 sessions -
90d avg - · 23/30 sessions -
180d avg - · 23/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:43 Volatility
Pressure 100
Move 179.8%
30 Jul 11:21 Mixed
Pressure -8
Move 174.5%
30 Jul 15:31 Volatility
Pressure 100
Move 177.2%
30 Jul 15:46 Volatility
Pressure 100
Move 177.2%
3 Aug 07:56 Volatility
Pressure 100
Move 172.6%
3 Aug 16:36 Volatility
Pressure 100
Move 172.6%
5 Aug 05:26 Volatility
Pressure 100
Move 34.2%
6 Aug 10:32 Volatility
Pressure 100
Move 32.3%

Strike Map

Where activity is clustering

Full strike map
Strike0.50
Calls · V 1 · OI 2
Puts · V 0 · OI 1
Strike1.00
Calls · V 0 · OI 5
Puts · V 1 · OI 2
Strike1.50
Calls · V 0 · OI 0
Puts · V 2 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry18 Sep 2026
Contracts5
Avg IV11.68
Put-call3.00
Expiry16 Oct 2026
Contracts5
Avg IV3.78
Put-call0.09
Expiry15 Jan 2027
Contracts8
Avg IV1.74
Put-call0.03
Expiry16 Apr 2027
Contracts4
Avg IV1.84
Put-call-

Skew

Call/put IV balance

OTM demand
18 Sep 2026Put IV premium
Call IV3.06
Put IV18.25
Skew15.19
16 Oct 2026Incomplete skew
Call IV6.84
Put IV-
Skew-
15 Jan 2027Incomplete skew
Call IV1.22
Put IV-
Skew-
16 Apr 2027Incomplete skew
Call IV1.03
Put IV-
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractHYPR270416C00002000
SideCall
Expiry16 Apr 2027
Strike2.00
Volume-
OI15
IV3.11
ContractHYPR260918C00001000
SideCall
Expiry18 Sep 2026
Strike1.00
Volume-
OI5
IV3.06
ContractHYPR270416C00001500
SideCall
Expiry16 Apr 2027
Strike1.50
Volume-
OI5
IV1.28
ContractHYPR270416C00000500
SideCall
Expiry16 Apr 2027
Strike0.50
Volume-
OI1
IV1.95
ContractHYPR260918P00000500
SidePut
Expiry18 Sep 2026
Strike0.50
Volume-
OI1
IV18.25
ContractHYPR261016C00007500
SideCall
Expiry16 Oct 2026
Strike7.50
Volume-
OI-
IV0.50
ContractHYPR270115P00002500
SidePut
Expiry15 Jan 2027
Strike2.50
Volume-
OI-
IV0.00
ContractHYPR270115C00007500
SideCall
Expiry15 Jan 2027
Strike7.50
Volume-
OI-
IV0.50

Evidence context