Ticker Options Intelligence

CLGN options intelligence

Collplant Biotechnologies Ltd options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 80 Market data through 31 Jul 2026 Checked 2 Aug 2026 01:01 · complete available chain

Volatility expansion watch

Volatility pressure

CLGN currently carries volatility options pressure with a 80/100 conviction score. The nearest-chain expected move is 1416.8%, with volume/open-interest participation at 1.04.

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

Volatility expansion watch

Expected move 1416.8%

Wider near-term move priced

Activity / OI 1.04

Current volume is elevated versus prior open interest

Put-call 94.00

Put-side skew

Trend fit 67

Options agree with trend context

Weekly backdrop -13.3%

RS -81.7

Expected move 1416.8%
Put-call volume 94.00
Volume / OI 1.04
Reference IV 7.88
Max pain 5.00
Underlying 0.27
Nearest expiry 21 Aug 2026
Contracts 24

Research Brief

CLGN has a volatility chain read with 80/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 0.00–4.14; The largest call open-interest concentration is 2.50; the largest put concentration is 2.50. The most active strike by current volume is 7.50.

Priced range0.00–4.14
Call concentration2.50
Put concentration2.50
Max pain reference5.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
  • The current chain read already agrees with the stored weekly trend context.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • 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 21 Aug

Options imply 0.00 to 4.14. Max pain at 5.00 lies outside the priced range, so it is a weak near-term anchor. The theoretical downside extends below zero, so the displayed lower bound is floored at 0.00.

Spot Max pain
0.000.27 ± 3.864.14
Confirmation level

A close beyond 4.14 or below 0.00 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 80/100

Evidence alignment, not probability

Pressure is 93/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure93 × 42%
+38.9

How strongly activity leans toward calls or puts.

Participation64 × 22%
+14.1

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

Trend agreement67 × 26%
+17.3

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 score80.0Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 2.50; the largest put concentration is 2.50. The most active strike by current volume is 7.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
12
2.50816.4%
7
5
5.001732.8%
1
6
7.502649.3%
1
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

2.14× front/back

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

7.88 21 Aug 21d
1.89 18 Sep 49d
2.03 16 Oct 77d
3.68 15 Jan 168d

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

0 directional observations

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
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. 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
31 Jul 2026
Calculation
v2.0
Contracts
24 / 24
  • 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

95/100
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: $52924 of estimated gross traded notional, puts · 8-21 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-93
1W price-13.3%
Call premium0%
Put premium100%
Notional split C 0% / P 100% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 1.04 Volume divided by open interest across the visible chain.
Trend fit 67/100 Agreement between options pressure and Sharemaestro market context.
Event window 19 Aug Matched earnings event is 17 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 Puts · 8-21 days · ITM
Puts · 8-21 days · ITM puts cluster with 50 contracts traded, $31458 estimated gross traded notional, and 59% of visible notional.
$31458
Puts · 46-90 days · ITM puts cluster with 44 contracts traded, $21460 estimated gross traded notional, and 41% of visible notional.
$21460
Calls · 46-90 days · OTM calls cluster with 1 contracts traded, $6 estimated gross traded notional, and 0% of visible notional.
$6

Setup Classification

Opportunity and risk frame

Context, not advice
Positive Options-confirmed trend

Positioning agrees with the Sharemaestro trend backdrop.

Warning Speculative chase

Participation is active enough to treat follow-through risk carefully.

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.

Activity Anomaly

Warming up

-

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

Baseline: 3 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close0.27
1W-13.3%
RS-81.7
Fair value-92.0%
Options pressure-93
Speculation64
Volatility96
Trend fit67

Today Versus Normal

Stored-options context

View history
Expected move 1416.8% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 7.88 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 94.00 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
Volume/OI 1.04 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:51 Mixed
Pressure 7
Move 830.7%
29 Jul 23:04 Volatility
Pressure -56
Move 989.5%
31 Jul 10:12 Volatility
Pressure -93
Move 711.6%
1 Aug 07:45 Volatility
Pressure -93
Move 1227.8%
2 Aug 00:01 Volatility
Pressure -93
Move 1416.8%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 7
Puts · V 7 · OI 12
Strike5.00
Calls · V 0 · OI 1
Puts · V 20 · OI 5
Strike7.50
Calls · V 0 · OI 1
Puts · V 23 · OI 6

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts6
Avg IV7.88
Put-call-
Expiry18 Sep 2026
Contracts6
Avg IV1.89
Put-call-
Expiry16 Oct 2026
Contracts6
Avg IV2.03
Put-call-
Expiry15 Jan 2027
Contracts6
Avg IV3.68
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Incomplete skew
Call IV4.92
Put IV-
Skew-
18 Sep 2026Incomplete skew
Call IV3.21
Put IV-
Skew-
16 Oct 2026Incomplete skew
Call IV2.56
Put IV-
Skew-
15 Jan 2027Incomplete skew
Call IV1.73
Put IV-
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractCLGN260821P00007500
SidePut
Expiry21 Aug 2026
Strike7.50
Volume23
OI6
IV10.00
ContractCLGN260821P00005000
SidePut
Expiry21 Aug 2026
Strike5.00
Volume20
OI5
IV10.00
ContractCLGN260918P00005000
SidePut
Expiry18 Sep 2026
Strike5.00
Volume16
OI5
IV0.01
ContractCLGN260918P00007500
SidePut
Expiry18 Sep 2026
Strike7.50
Volume16
OI1
IV0.01
ContractCLGN260918P00002500
SidePut
Expiry18 Sep 2026
Strike2.50
Volume12
OI4
IV0.01
ContractCLGN260821P00002500
SidePut
Expiry21 Aug 2026
Strike2.50
Volume7
OI12
IV10.00
ContractCLGN261016C00005000
SideCall
Expiry16 Oct 2026
Strike5.00
Volume1
OI1
IV3.08
ContractCLGN261016C00002500
SideCall
Expiry16 Oct 2026
Strike2.50
Volume-
OI41
IV2.56