Ticker Options Intelligence

QSI options intelligence

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

Conviction 53 Market data through 3 Aug 2026 Checked 4 Aug 2026 04:19 · complete available chain

Volatility expansion watch

Volatility pressure

QSI currently carries volatility options pressure with a 53/100 conviction score. The nearest-chain expected move is 57.6%, 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 57.6%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.02

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -7.5%

RS -44.6

Expected move 57.6%
Put-call volume 0.02
Volume / OI 0.01
Reference IV 4.23
Max pain 1.00
Underlying 0.71
Nearest expiry 7 Aug 2026
Contracts 98

Research Brief

QSI has a volatility chain read with 53/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 0.30–1.12; The largest call open-interest concentration is 1.00; the largest put concentration is 0.50. The most active strike by current volume is 0.50.

Priced range0.30–1.12
Call concentration1.00
Put concentration0.50
Max pain reference1.00
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 7 Aug

Options imply 0.30 to 1.12. Max pain at 1.00 sits inside that range, 40.4% above spot.

Spot Max pain
0.300.71 ± 0.411.12
Confirmation level

A close beyond 1.12 or below 0.30 at the 7 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 53/100

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%
+0.9

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 score52.5Matches 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 0.50. The most active strike by current volume is 0.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
25
0.50-29.8%
2
9
1.0040.4%
145
3
1.50110.6%
4
0
2.00180.7%
54
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported Greeks · 78% 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+$13,307Delta change / 1% move
Positive peak1.50+$4,073
Negative peak-No negative strike
Nearest balance-Interpolated sign change
StrikeNegativePositiveNet / 1% move
0.50-29.8%
+$909
1.0040.4%
+$1,788
1.50110.6%
+$4,073
2.00180.7%
+$3,437
2.50250.9%
+$1,745
5.00601.9%
+$739
7.50952.8%
+$84
10.001303.7%
+$532
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

3.84× front/back

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

4.23 7 Aug 4d
2.96 14 Aug 11d
1.61 21 Aug 18d
2.48 28 Aug 25d
2.18 4 Sep 32d
0.85 11 Sep 39d
1.18 18 Sep 46d
1.29 16 Oct 74d

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

1 matured · 0 directional

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

Directional follow-through-
Moves contained by pricing100%
Average expiry move7.5%
30 Jul Volatility · 60 -7.5% through expiry 19.2% 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

High

A97/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
3 Aug 2026
Calculation
v2.0
Contracts
98 / 98
  • 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

85/100
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: $12,338 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-7.5%
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 0.01 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 4 Aug Matched earnings event is 0 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 931 contracts traded, $11,633 estimated gross traded notional, and 94% of visible notional.
$11,633
Calls · 22-45 days · OTM calls cluster with 24 contracts traded, $182 estimated gross traded notional, and 1% of visible notional.
$182
Puts · 91+ days · ITM puts cluster with 1 contracts traded, $130 estimated gross traded notional, and 1% of visible notional.
$130
Calls · 91+ days · ITM calls cluster with 4 contracts traded, $120 estimated gross traded notional, and 1% of visible notional.
$120
Puts · 46-90 days · OTM puts cluster with 18 contracts traded, $90 estimated gross traded notional, and 1% of visible notional.
$90

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

-

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

Baseline: 4 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close0.71
1W-7.5%
RS-44.6
Fair value-50.4%
Options pressure100
Speculation4
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 57.6% history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
IV 4.23 history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
Put-call 0.02 history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
Volume/OI 0.01 history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:39 Volatility
Pressure -34
Move 36.4%
30 Jul 11:18 Volatility
Pressure 99
Move 46.7%
31 Jul 10:52 Volatility
Pressure 100
Move 19.2%
31 Jul 17:07 Volatility
Pressure 74
Move 20.8%
31 Jul 18:43 Volatility
Pressure 74
Move 20.8%
1 Aug 00:12 Bullish
Pressure 48
Move 28.6%
1 Aug 02:00 Bullish
Pressure 57
Move 32.3%
1 Aug 09:11 Bullish
Pressure 56
Move 47.9%

Strike Map

Where activity is clustering

Full strike map
Strike0.50
Calls · V 1 · OI 2
Puts · V 2 · OI 25
Strike1.00
Calls · V 3 · OI 145
Puts · V 0 · OI 9
Strike1.50
Calls · V 0 · OI 4
Puts · V 0 · OI 3
Strike2.00
Calls · V 1 · OI 54
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry7 Aug 2026
Contracts8
Avg IV4.23
Put-call0.40
Expiry14 Aug 2026
Contracts8
Avg IV2.96
Put-call-
Expiry21 Aug 2026
Contracts14
Avg IV1.61
Put-call-
Expiry28 Aug 2026
Contracts8
Avg IV2.48
Put-call-
Expiry4 Sep 2026
Contracts8
Avg IV2.18
Put-call-

Skew

Call/put IV balance

OTM demand
7 Aug 2026Put IV premium
Call IV2.23
Put IV3.08
Skew0.85
14 Aug 2026Put IV premium
Call IV1.34
Put IV1.86
Skew0.52
21 Aug 2026Put IV premium
Call IV1.05
Put IV1.46
Skew0.41
28 Aug 2026Put IV premium
Call IV0.88
Put IV1.23
Skew0.35
4 Sep 2026Put IV premium
Call IV0.79
Put IV1.10
Skew0.31

Contract Tape

Most active contracts

Full contract tape
ContractQSI270115C00001000
SideCall
Expiry15 Jan 2027
Strike1.00
Volume327
OI7705
IV1.37
ContractQSI270115C00002500
SideCall
Expiry15 Jan 2027
Strike2.50
Volume316
OI7324
IV1.55
ContractQSI270115C00002000
SideCall
Expiry15 Jan 2027
Strike2.00
Volume119
OI15895
IV1.50
ContractQSI270115C00001500
SideCall
Expiry15 Jan 2027
Strike1.50
Volume112
OI13970
IV1.36
ContractQSI270115C00005000
SideCall
Expiry15 Jan 2027
Strike5.00
Volume36
OI9553
IV1.33
ContractQSI260918C00001000
SideCall
Expiry18 Sep 2026
Strike1.00
Volume21
OI180
IV1.47
ContractQSI261016P00000500
SidePut
Expiry16 Oct 2026
Strike0.50
Volume18
OI50
IV0.73
ContractQSI270115C00010000
SideCall
Expiry15 Jan 2027
Strike10.00
Volume11
OI9840
IV1.67