Ticker Options Intelligence

MFP options intelligence

Midera Food Processing Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 44 Market data through 7 Aug 2026 Checked 8 Aug 2026 02:14 · complete available chain

Call-side pressure

Bullish pressure

MFP currently carries bullish options pressure with a 44/100 conviction score. The nearest-chain expected move is 8.5%, 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 Bullish

Call-side pressure

Expected move 8.5%

Wider near-term move priced

Activity / OI 0.02

Current volume is quieter versus prior open interest

Put-call 0.00

Call-side skew

Trend fit 2

Options are not fully confirming trend

Weekly backdrop +1.6%

Sharemaestro weekly context

Expected move 8.5%
Put-call volume -
Volume / OI 0.02
Reference IV 0.43
Max pain 45.00
Underlying 47.95
Nearest expiry 21 Aug 2026
Contracts 70

Research Brief

MFP has a bullish chain read with 44/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 43.88–52.02; The largest call open-interest concentration is 55.00; the largest put concentration is 45.00. The most active strike by current volume is 25.00.

Priced range43.88–52.02
Call concentration55.00
Put concentration45.00
Max pain reference45.00
What would confirm it
  • Price holds or improves while call-side concentration remains elevated.
What would weaken it
  • 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

Size, not direction · through 21 Aug

Options imply 43.88 to 52.02. Max pain at 45.00 sits inside that range, 6.2% below spot.

Spot Max pain
43.8847.95 ± 4.0752.02
Confirmation level

A close beyond 52.02 or below 43.88 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 44/100

Evidence alignment, not probability

Pressure is 88/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure88 × 42%
+37.0

How strongly activity leans toward calls or puts.

Participation2 × 22%
+0.4

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

Trend agreement2 × 26%
+0.6

How closely the chain read agrees with the underlying trend backdrop.

Volatility64 × 10%
+6.4

The intensity of implied volatility and the priced move.

Reconstructed score44.4Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 55.00; the largest put concentration is 45.00. The most active strike by current volume is 25.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
25.00-47.9%
0
0
30.00-37.4%
0
0
35.00-27.0%
0
0
40.00-16.6%
0
5
45.00-6.2%
0
0
50.004.3%
0
0
55.0014.7%
3
0
60.0025.1%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Negative gamma proxy

Reported Greeks · 100% coverage

Put-side gamma sensitivity outweighs the call-side proxy across the retained chain. The largest bars mark levels where delta-hedging sensitivity may be most concentrated.

Net profile-$2,052Delta change / 1% move
Positive peak55.00+$774
Negative peak45.00-$2,443
Nearest balance52.16Interpolated sign change
StrikeNegativePositiveNet / 1% move
30.00-37.4%
-$82
35.00-27.0%
-$214
40.00-16.6%
-$151
45.00-6.2%
-$2,443
50.004.3%
-$590
55.0014.7%
+$774
60.0025.1%
+$654
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

Back-loaded volatility

0.75× front/back

Longer-dated options carry more implied volatility than the front expiry, so risk is priced farther out.

0.43 21 Aug 14d
0.65 18 Sep 42d
0.67 20 Nov 105d
0.58 19 Feb 196d

Volatility by Strike

Upside optionality premium

Nearest expiry, within 20% of spot

Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.

40
45
50
55
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

High

A97/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
7 Aug 2026
Calculation
v2.0
Contracts
70 / 70
  • 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

74/100
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 Bullish flow confirms price

Options pressure and weekly price action are pointing in the same constructive direction.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $975 of estimated gross traded notional, calls · 91+ days · otm, and a bullish flow confirms price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+88
1W price+1.6%
Call premium100%
Put premium0%
Notional split C 100% / P 0% 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 2/100 Agreement between options pressure and Sharemaestro market context.
Event window 13 Aug Matched earnings event is 5 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 2 contracts traded, $975 estimated gross traded notional, and 100% of visible notional.
$975

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
Close47.95
1W+1.6%
RS-
Fair value+7.5%
Options pressure88
Speculation2
Volatility64
Trend fit2

Today Versus Normal

Stored-options context

View history
Expected move 8.5% history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
IV 0.43 history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
Put-call 0.00 history building
30d avg - · 0/10 sessions -
90d avg - · 0/30 sessions -
180d avg - · 0/60 sessions -
Volume/OI 0.02 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
3 Aug 10:01 Volatility
Pressure -100
Move 14.7%
4 Aug 11:01 Bearish
Pressure -100
Move 9.8%
5 Aug 12:16 Mixed
Pressure -12
Move 13.8%
6 Aug 11:38 Mixed
Pressure -12
Move 9.6%
7 Aug 19:56 Bearish
Pressure -23
Move 16.2%
8 Aug 01:14 Bullish
Pressure 88
Move 8.5%

Strike Map

Where activity is clustering

Full strike map
Strike25.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike30.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike35.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike40.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike45.00
Calls · V 0 · OI 0
Puts · V 0 · OI 5
Strike50.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike55.00
Calls · V 0 · OI 3
Puts · V 0 · OI 0
Strike60.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts16
Avg IV0.43
Put-call-
Expiry18 Sep 2026
Contracts18
Avg IV0.65
Put-call-
Expiry20 Nov 2026
Contracts18
Avg IV0.67
Put-call-
Expiry19 Feb 2027
Contracts18
Avg IV0.58
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.20
Put IV0.06
Skew-0.14
18 Sep 2026Balanced skew
Call IV0.72
Put IV0.72
Skew-
20 Nov 2026Balanced skew
Call IV0.60
Put IV0.65
Skew0.05
19 Feb 2027Balanced skew
Call IV0.57
Put IV0.59
Skew0.02

Contract Tape

Most active contracts

Full contract tape
ContractMFP270219C00060000
SideCall
Expiry19 Feb 2027
Strike60.00
Volume1
OI15
IV0.54
ContractMFP270219C00050000
SideCall
Expiry19 Feb 2027
Strike50.00
Volume1
OI5
IV0.57
ContractMFP261120P00035000
SidePut
Expiry20 Nov 2026
Strike35.00
Volume-
OI32
IV0.21
ContractMFP270219P00045000
SidePut
Expiry19 Feb 2027
Strike45.00
Volume-
OI15
IV0.57
ContractMFP270219C00055000
SideCall
Expiry19 Feb 2027
Strike55.00
Volume-
OI15
IV0.55
ContractMFP270219P00030000
SidePut
Expiry19 Feb 2027
Strike30.00
Volume-
OI13
IV0.24
ContractMFP261120P00030000
SidePut
Expiry20 Nov 2026
Strike30.00
Volume-
OI10
IV0.32
ContractMFP270219P00050000
SidePut
Expiry19 Feb 2027
Strike50.00
Volume-
OI8
IV0.55