Ticker Options Intelligence

WLTH options intelligence

Wealthfront Corporation Common Stock options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 48 Market data through 11 Aug 2026 Checked 12 Aug 2026 13:45 · complete available chain

Volatility expansion watch

Volatility pressure

WLTH currently carries volatility options pressure with a 48/100 conviction score. The nearest-chain expected move is 10.3%, with volume/open-interest participation at 0.00.

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

Volatility expansion watch

Expected move 10.3%

Wider near-term move priced

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call 0.22

Call-side skew

Trend fit 34

Options are not fully confirming trend

Weekly backdrop +2.2%

Sharemaestro weekly context

Expected move 10.3%
Put-call volume 0.22
Volume / OI 0.00
Reference IV 0.79
Max pain 7.50
Underlying 9.70
Nearest expiry 21 Aug 2026
Contracts 78

Research Brief

WLTH has a volatility 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 8.70–10.70; The largest call open-interest concentration is 10.00; the largest put concentration is 7.50. The most active strike by current volume is 12.50.

Priced range8.70–10.70
Call concentration10.00
Put concentration7.50
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.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 8.70 to 10.70. Max pain at 7.50 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
8.709.70 ± 1.0010.70
Confirmation level

A close beyond 10.70 or below 8.70 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 66/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure66 × 42%
+27.6

How strongly activity leans toward calls or puts.

Participation8 × 22%
+1.8

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

Trend agreement34 × 26%
+8.9

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 score47.9Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 10.00; the largest put concentration is 7.50. 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
6
2.50-74.2%
2
1
5.00-48.5%
5
1335
7.50-22.7%
183
51
10.003.1%
1289
0
12.5028.9%
20
0
15.0054.6%
107
0
17.5080.4%
0
0
20.00106.2%
1
0
22.50132.0%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported Greeks · 89% 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+$62,017Delta change / 1% move
Positive peak10.00+$76,894
Negative peak7.50-$32,110
Nearest balance8.24Interpolated sign change
StrikeNegativePositiveNet / 1% move
2.50-74.2%
-$2
5.00-48.5%
+$79
7.50-22.7%
-$32,110
10.003.1%
+$76,894
12.5028.9%
+$16,594
15.0054.6%
+$420
17.5080.4%
+$39
20.00106.2%
+$102
22.50132.0%
+$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

Balanced volatility curve

1.08× front/back

Near- and longer-dated implied volatility are broadly aligned; no exceptional front-expiry premium is visible.

0.79 21 Aug 10d
0.53 18 Sep 38d
0.68 16 Oct 66d
0.65 20 Nov 101d
0.73 19 Feb 192d

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
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
11 Aug 2026
Calculation
v2.0
Contracts
78 / 78
  • 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

89/100
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: $7,020 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+66
1W price+2.2%
Call premium92%
Put premium8%
Notional split C 92% / P 8% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.00 Volume divided by open interest across the visible chain.
Trend fit 34/100 Agreement between options pressure and Sharemaestro market context.
Event window 3 Sep Matched earnings event is 21 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 18 contracts traded, $3,015 estimated gross traded notional, and 43% of visible notional.
$3,015
Calls · 91+ days · ITM calls cluster with 6 contracts traded, $2,940 estimated gross traded notional, and 42% of visible notional.
$2,940
Puts · 8-21 days · ITM puts cluster with 8 contracts traded, $560 estimated gross traded notional, and 8% of visible notional.
$560
Calls · 8-21 days · ITM calls cluster with 1 contracts traded, $445 estimated gross traded notional, and 6% of visible notional.
$445
Calls · 8-21 days · OTM calls cluster with 12 contracts traded, $60 estimated gross traded notional, and 1% of visible notional.
$60

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

Normal range

50

Activity is broadly in line with recent stored snapshots.

Baseline: 10 completed sessions

Volume rank60th
Volume/OI rank60th
IV rank30th

Market Context

Underlying confirmation

Sharemaestro weekly
Close9.70
1W+2.2%
RS-
Fair value-3.2%
Options pressure66
Speculation8
Volatility96
Trend fit34

Today Versus Normal

Stored-options context

View history
Expected move 10.3% near normal
30d avg 10.7% · 10 sessions 40th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
IV 0.79 near normal
30d avg 0.82 · 10 sessions 30th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
Put-call 0.22 history building
30d avg - · 9/10 sessions -
90d avg - · 9/30 sessions -
180d avg - · 9/60 sessions -
Volume/OI 0.00 near normal
30d avg 0.01 · 10 sessions 60th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:03 Bearish
Pressure -20
Move 12.4%
30 Jul 10:52 Mixed
Pressure -7
Move 12.7%
30 Jul 17:39 Volatility
Pressure -53
Move 13.5%
30 Jul 19:05 Volatility
Pressure -52
Move 13.5%
30 Jul 20:02 Volatility
Pressure -52
Move 13.8%
2 Aug 01:55 Bullish
Pressure 100
Move 11.1%
4 Aug 10:15 Volatility
Pressure 98
Move 10.5%
5 Aug 10:51 Volatility
Pressure 100
Move 9.7%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 2
Puts · V 0 · OI 6
Strike5.00
Calls · V 1 · OI 5
Puts · V 0 · OI 1
Strike7.50
Calls · V 0 · OI 183
Puts · V 0 · OI 1335
Strike10.00
Calls · V 0 · OI 1289
Puts · V 8 · OI 51
Strike12.50
Calls · V 12 · OI 20
Puts · V 0 · OI 0
Strike15.00
Calls · V 0 · OI 107
Puts · V 0 · OI 0
Strike17.50
Calls · V 0 · OI 0
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 IV0.79
Put-call0.62
Expiry18 Sep 2026
Contracts14
Avg IV0.53
Put-call-
Expiry16 Oct 2026
Contracts14
Avg IV0.68
Put-call-
Expiry20 Nov 2026
Contracts18
Avg IV0.65
Put-call-
Expiry19 Feb 2027
Contracts14
Avg IV0.73
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.73
Put IV0.77
Skew0.04
18 Sep 2026Call IV premium
Call IV0.46
Put IV0.40
Skew-0.07
16 Oct 2026Put IV premium
Call IV0.75
Put IV0.83
Skew0.09
20 Nov 2026Call IV premium
Call IV0.82
Put IV0.75
Skew-0.08
19 Feb 2027Balanced skew
Call IV0.64
Put IV0.61
Skew-0.03

Contract Tape

Most active contracts

Full contract tape
ContractWLTH270219C00010000
SideCall
Expiry19 Feb 2027
Strike10.00
Volume18
OI80
IV0.64
ContractWLTH260821C00012500
SideCall
Expiry21 Aug 2026
Strike12.50
Volume12
OI20
IV0.77
ContractWLTH260821P00010000
SidePut
Expiry21 Aug 2026
Strike10.00
Volume8
OI51
IV0.75
ContractWLTH270219C00005000
SideCall
Expiry19 Feb 2027
Strike5.00
Volume6
OI6
IV0.77
ContractWLTH260821C00005000
SideCall
Expiry21 Aug 2026
Strike5.00
Volume1
OI5
IV0.01
ContractWLTH261120C00010000
SideCall
Expiry20 Nov 2026
Strike10.00
Volume-
OI4071
IV0.52
ContractWLTH261120P00007500
SidePut
Expiry20 Nov 2026
Strike7.50
Volume-
OI3658
IV0.75
ContractWLTH261120P00010000
SidePut
Expiry20 Nov 2026
Strike10.00
Volume-
OI1470
IV0.52

Evidence context