Ticker Options Intelligence

OSBC options intelligence

Old Second Bancorp Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 56 Market data through 29 Jul 2026 Checked 30 Jul 2026 00:34 · complete available chain

Volatility expansion watch

Volatility pressure

OSBC currently carries volatility options pressure with a 56/100 conviction score. The nearest-chain expected move is 17.7%, with volume/open-interest participation at 0.55.

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

Volatility expansion watch

Expected move 17.7%

Wider near-term move priced

Activity / OI 0.55

Current volume is elevated versus prior open interest

Put-call 0.06

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop +1.6%

RS 11.7

Expected move 17.7%
Put-call volume 0.06
Volume / OI 0.55
Reference IV 0.83
Max pain 22.50
Underlying 24.03
Nearest expiry 21 Aug 2026
Contracts 23

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: $54002 of estimated gross traded notional, calls · 46-90 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+99
1W price+1.6%
Call premium99%
Put premium1%
Notional split C 99% / P 1% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.55 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 · 46-90 days · ITM
Calls · 46-90 days · ITM calls cluster with 64 contracts traded, $48798 estimated gross traded notional, and 90% of visible notional.
$48798
Calls · 46-90 days · OTM calls cluster with 29 contracts traded, $3118 estimated gross traded notional, and 6% of visible notional.
$3118
Calls · 91+ days · ITM calls cluster with 2 contracts traded, $665 estimated gross traded notional, and 1% of visible notional.
$665
Puts · 46-90 days · OTM puts cluster with 3 contracts traded, $368 estimated gross traded notional, and 1% of visible notional.
$368
Calls · 22-45 days · ITM calls cluster with 1 contracts traded, $340 estimated gross traded notional, and 1% of visible notional.
$340

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

100

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

Volume rank100th
Volume/OI rank100th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close24.03
1W+1.6%
RS11.7
Fair value+42.7%
Options pressure99
Speculation25
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 17.7% elevated
30d avg 5.9% · 1 read 100th
90d avg 5.9% · 1 read 100th
180d avg 5.9% · 1 read 100th
IV 0.83 elevated
30d avg 0.23 · 1 read 100th
90d avg 0.23 · 1 read 100th
180d avg 0.23 · 1 read 100th
Put-call 0.06 elevated
30d avg 0.00 · 1 read 100th
90d avg 0.00 · 1 read 100th
180d avg 0.00 · 1 read 100th
Volume/OI 0.55 elevated
30d avg 0.36 · 1 read 100th
90d avg 0.36 · 1 read 100th
180d avg 0.36 · 1 read 100th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:12 Bullish
Pressure 100
Move 5.9%
29 Jul 23:34 Volatility
Pressure 99
Move 17.7%

Strike Map

Where activity is clustering

Full strike map
Strike22.50
Calls · V 1 · OI 40
Puts · V 0 · OI 1
Strike25.00
Calls · V 6 · OI 4
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts3
Avg IV0.83
Put-call-
Expiry18 Sep 2026
Contracts10
Avg IV0.80
Put-call0.03
Expiry18 Dec 2026
Contracts8
Avg IV0.63
Put-call1.00
Expiry19 Mar 2027
Contracts2
Avg IV0.50
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.76
Put IV1.06
Skew0.30
18 Sep 2026Put IV premium
Call IV0.28
Put IV0.90
Skew0.63
18 Dec 2026Call IV premium
Call IV0.75
Put IV0.52
Skew-0.23
19 Mar 2027Call IV premium
Call IV0.60
Put IV0.39
Skew-0.20

Contract Tape

Most active contracts

Full contract tape
ContractOSBC260918P00025000
SidePut
Expiry18 Sep 2026
Strike25.00
Volume-
OI1
IV1.10
ContractOSBC270319P00022500
SidePut
Expiry19 Mar 2027
Strike22.50
Volume-
OI1
IV0.39
ContractOSBC260918C00040000
SideCall
Expiry18 Sep 2026
Strike40.00
Volume-
OI1
IV0.73
ContractOSBC270319C00025000
SideCall
Expiry19 Mar 2027
Strike25.00
Volume-
OI1
IV0.60
ContractOSBC261218P00025000
SidePut
Expiry18 Dec 2026
Strike25.00
Volume-
OI1
IV0.83
ContractOSBC261218C00030000
SideCall
Expiry18 Dec 2026
Strike30.00
Volume-
OI1
IV0.60
ContractOSBC260821P00022500
SidePut
Expiry21 Aug 2026
Strike22.50
Volume-
OI1
IV1.06
ContractOSBC260918C00022500
SideCall
Expiry18 Sep 2026
Strike22.50
Volume29
OI40
IV0.42