Primary read
Bullish
Call-side pressure
Ticker Options Intelligence
MBLY options intelligence
Mobileye Global Inc. Class A Common Stock options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
37
Market data through 3 Aug 2026
Checked 4 Aug 2026 11:34 · complete available chain
Call-side pressure
Bullish pressure
MBLY currently carries bullish options pressure with a 37/100 conviction score. The nearest-chain expected move is 6.7%, with volume/open-interest participation at 0.03.
Expected move
6.7%
Wider near-term move priced
Activity / OI
0.03
Current volume is quieter versus prior open interest
Put-call
0.76
Balanced tape
Trend fit
43
Options are not fully confirming trend
Weekly backdrop
-1.4%
RS -32.1
Expected move
6.7%
Put-call volume
0.76
Volume / OI
0.03
Reference IV
0.78
Max pain
7.50
Underlying
7.94
Nearest expiry
7 Aug 2026
Contracts
542
Research Brief
MBLY has a bullish chain read with 37/100 evidence alignment.
The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 7.41–8.47; The largest call open-interest concentration is 9.00; the largest put concentration is 8.50. The most active strike by current volume is 7.00.
Priced range7.41–8.47
Call concentration9.00
Put concentration8.50
Max pain reference7.50
- Price holds or improves while call-side concentration remains elevated.
- Price weakens while call pressure fades or reverses toward puts.
- Options and the weekly trend are not yet giving the same message.
Priced Move
Where the chain says movement becomes exceptional
Options imply 7.41 to 8.47. Max pain at 7.50 sits inside that range, 5.5% below spot.
Spot
Max pain
7.417.94 ± 0.538.47
Confirmation level
A close beyond 8.47 or below 7.41 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 37/100
Pressure is 20/100 toward calls; conviction uses its strength, while the signal label carries its direction.
Directional pressure20 × 42%
+8.5
How strongly activity leans toward calls or puts.
Participation41 × 22%
+9.0
Volume relative to existing open interest and contract-level activity.
Trend agreement43 × 26%
+11.1
How closely the chain read agrees with the underlying trend backdrop.
Volatility82 × 10%
+8.2
The intensity of implied volatility and the priced move.
Positioning by Strike
Where open interest and current activity concentrate
The largest call open-interest concentration is 9.00; the largest put concentration is 8.50. The most active strike by current volume is 7.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.
Put open interestStrikeCall open interest
0
3.00-62.2%
702
0
3.50-55.9%
533
0
4.00-49.6%
182
36
6.00-24.4%
34
167
6.50-18.1%
2
234
7.00-11.8%
6
707
7.50-5.5%
16
458
8.000.8%
515
776
8.507.1%
1009
102
9.0013.4%
1915
89
9.5019.6%
382
11
10.0025.9%
481
69
10.5032.2%
275
11
11.0038.5%
356
0
11.5044.8%
73
1
12.0051.1%
139
1
12.5057.4%
56
Nearest spot strike Max pain strikeBars show relative OI within this expiry
Gamma Profile by Strike
Positive gamma proxy
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+$436,100Delta change / 1% move
Positive peak12.00+$119,391
Negative peak7.00-$23,044
Nearest balance7.50Interpolated sign change
StrikeNegativePositiveNet / 1% move
3.00-62.2%
+$949
3.50-55.9%
+$736
4.00-49.6%
+$728
4.50-43.3%
+$476
5.00-37.0%
+$1,933
5.50-30.7%
+$326
6.00-24.4%
-$4,672
6.50-18.1%
-$5,552
7.00-11.8%
-$23,044
7.50-5.5%
-$213
8.000.8%
+$74,306
8.507.1%
+$19,581
9.0013.4%
+$10,632
9.5019.6%
+$1,271
10.0025.9%
+$67,835
10.5032.2%
+$2,798
11.0038.5%
+$26,178
11.5044.8%
+$431
12.0051.1%
+$119,391
12.5057.4%
+$113
13.0063.7%
+$10,815
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
Near- and longer-dated implied volatility are broadly aligned; no exceptional front-expiry premium is visible.
0.78
7 Aug
4d
0.70
14 Aug
11d
0.73
21 Aug
18d
0.78
28 Aug
25d
0.72
4 Sep
32d
0.70
11 Sep
39d
0.68
18 Sep
46d
0.70
20 Nov
109d
Volatility by Strike
Downside protection premium
Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.
7
7
8
8
9
9
10
Put IV Call IV
Historical Replay
How matured reads behaved through expiry
Across 1 stored directional transitions, the next stored price moved in the labelled direction 0% of the time.
Directional follow-through0%
Moves contained by pricing100%
Average expiry move1.4%
30 Jul
Bullish · 39
-1.4% through expiry
3.7% 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
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
- Chain status
- Complete available chain
- Market date
- 3 Aug 2026
- Calculation
- v2.0
- Contracts
- 542 / 542
- 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
Short-dated OTM call concentration
Call activity is concentrated in upside and shorter-dated contracts; trade direction remains unconfirmed without aggressor data.
Options are leaning call-side while the stock is down on the week, a divergence that needs price confirmation.
Short-dated OTM call concentration matters because it connects the options headline to the actual evidence: $770,312 of estimated gross traded notional, calls · 22-45 days · itm, and a bullish flow against weak price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.
Options pressure+20
1W price-1.4%
Call premium66%
Put premium34%
Notional split
C 66% / P 34%
Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness
0.03
Volume divided by open interest across the visible chain.
Trend fit
43/100
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.
Calls · 22-45 days · ITM
calls cluster with 321 contracts traded, $205,588 estimated gross traded notional, and 27% of visible notional.
$205,588
Puts · 0-7 days · ITM
puts cluster with 227 contracts traded, $133,250 estimated gross traded notional, and 17% of visible notional.
$133,250
Calls · 91+ days · OTM
calls cluster with 1299 contracts traded, $125,215 estimated gross traded notional, and 16% of visible notional.
$125,215
Puts · 91+ days · ITM
puts cluster with 133 contracts traded, $58,018 estimated gross traded notional, and 8% of visible notional.
$58,018
Calls · 91+ days · ATM
calls cluster with 219 contracts traded, $49,639 estimated gross traded notional, and 6% of visible notional.
$49,639
Setup Classification
Opportunity and risk frame
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
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
Close7.94
1W-1.4%
RS-32.1
Fair value-59.1%
Options pressure20
Speculation41
Volatility82
Trend fit43
Today Versus Normal
Stored-options context
30d avg - · 4/10 sessions
-
90d avg - · 4/30 sessions
-
180d avg - · 4/60 sessions
-
30d avg - · 4/10 sessions
-
90d avg - · 4/30 sessions
-
180d avg - · 4/60 sessions
-
30d avg - · 4/10 sessions
-
90d avg - · 4/30 sessions
-
180d avg - · 4/60 sessions
-
30d avg - · 4/10 sessions
-
90d avg - · 4/30 sessions
-
180d avg - · 4/60 sessions
-
Pressure Trail
Recent pressure and volatility
29 Jul 10:30
Volatility
Pressure 74
Move 7.2%
30 Jul 10:25
Bullish
Pressure 37
Move 5.6%
31 Jul 10:20
Bullish
Pressure 40
Move 3.7%
31 Jul 19:50
Bullish
Pressure 57
Move 1.6%
31 Jul 20:43
Bullish
Pressure 57
Move 3.2%
1 Aug 00:03
Bullish
Pressure 39
Move 7.3%
1 Aug 03:25
Bullish
Pressure 90
Move 3.2%
2 Aug 14:48
Volatility
Pressure 84
Move 7.4%
Strike Map
Where activity is clustering
Strike1.00
Calls · V 21 · OI 8
Puts · V 0 · OI 0
Strike2.00
Calls · V 23 · OI 8
Puts · V 3 · OI 0
Strike3.00
Calls · V 6 · OI 702
Puts · V 0 · OI 0
Strike3.50
Calls · V 6 · OI 533
Puts · V 0 · OI 0
Strike4.00
Calls · V 2 · OI 182
Puts · V 0 · OI 0
Strike4.50
Calls · V 3 · OI 24
Puts · V 0 · OI 0
Strike5.00
Calls · V 6 · OI 38
Puts · V 0 · OI 3
Strike5.50
Calls · V 4 · OI 3
Puts · V 0 · OI 0
Term Structure
Expiration activity
Expiry7 Aug 2026
Contracts64
Avg IV0.78
Put-call2.50
Expiry14 Aug 2026
Contracts66
Avg IV0.70
Put-call0.29
Expiry21 Aug 2026
Contracts68
Avg IV0.73
Put-call0.22
Expiry28 Aug 2026
Contracts56
Avg IV0.78
Put-call0.29
Expiry4 Sep 2026
Contracts52
Avg IV0.72
Put-call0.06
Skew
Call/put IV balance
7 Aug 2026Balanced skew
Call IV0.78
Put IV0.81
Skew0.04
14 Aug 2026Call IV premium
Call IV0.78
Put IV0.69
Skew-0.09
21 Aug 2026Balanced skew
Call IV0.73
Put IV0.70
Skew-0.03
28 Aug 2026Put IV premium
Call IV0.69
Put IV0.76
Skew0.07
4 Sep 2026Balanced skew
Call IV0.73
Put IV0.72
Skew-0.01
Contract Tape
Most active contracts
ContractMBLY260807P00007000
SidePut
Expiry7 Aug 2026
Strike7.00
Volume2583
OI234
IV0.79
ContractMBLY260918C00010000
SideCall
Expiry18 Sep 2026
Strike10.00
Volume514
OI82
IV0.73
ContractMBLY270115C00009000
SideCall
Expiry15 Jan 2027
Strike9.00
Volume505
OI3338
IV0.68
ContractMBLY260807C00009000
SideCall
Expiry7 Aug 2026
Strike9.00
Volume399
OI1915
IV0.78
ContractMBLY260807C00008500
SideCall
Expiry7 Aug 2026
Strike8.50
Volume355
OI1009
IV0.78
ContractMBLY261120C00009000
SideCall
Expiry20 Nov 2026
Strike9.00
Volume336
OI908
IV0.71
ContractMBLY260807C00008000
SideCall
Expiry7 Aug 2026
Strike8.00
Volume294
OI515
IV0.82
ContractMBLY260821C00010000
SideCall
Expiry21 Aug 2026
Strike10.00
Volume285
OI4183
IV0.75
Research Graph
Related research and context
Sharemaestro research
Related News
No recent ticker-specific news yet.
Market Watch
No recent market-watch posts yet.
Earnings
Plain English Guide
Options context
What usually looks constructive
What usually looks cautious
Options can move quickly and can lose value fast. Treat this as research context, not a buy or sell instruction.