Ticker Options Intelligence

DNLI options intelligence

Denali Therapeutics Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 48 Market data through 29 Jul 2026 Checked 30 Jul 2026 03:44 · complete available chain

Volatility expansion watch

Volatility pressure

DNLI currently carries volatility options pressure with a 48/100 conviction score. The nearest-chain expected move is 14.2%, with volume/open-interest participation at 0.01.

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

Volatility expansion watch

Expected move 14.2%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.02

Call-side skew

Trend fit 11

Options are not fully confirming trend

Weekly backdrop -0.8%

RS 14.5

Expected move 14.2%
Put-call volume 0.02
Volume / OI 0.01
Reference IV 0.66
Max pain 22.50
Underlying 23.11
Nearest expiry 21 Aug 2026
Contracts 82

Options Intent Radar

Earnings/event positioning

81/100
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: $46500 of estimated gross traded notional, calls · 91+ 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+86
1W price-0.8%
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 0.01 Volume divided by open interest across the visible chain.
Trend fit 11/100 Agreement between options pressure and Sharemaestro market context.
Event window 10 Aug Matched earnings event is 11 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 · ITM
Calls · 91+ days · ITM calls cluster with 79 contracts traded, $39500 estimated gross traded notional, and 85% of visible notional.
$39500
Calls · 22-45 days · OTM calls cluster with 43 contracts traded, $5268 estimated gross traded notional, and 11% of visible notional.
$5268
Calls · 46-90 days · OTM calls cluster with 10 contracts traded, $1550 estimated gross traded notional, and 3% of visible notional.
$1550
Puts · 91+ days · OTM puts cluster with 1 contracts traded, $140 estimated gross traded notional, and 0% of visible notional.
$140
Puts · 46-90 days · OTM puts cluster with 2 contracts traded, $42 estimated gross traded notional, and 0% of visible notional.
$42

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

33

Activity is broadly in line with recent stored snapshots.

Volume rank0th
Volume/OI rank0th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close23.11
1W-0.8%
RS14.5
Fair value+17.3%
Options pressure86
Speculation2
Volatility87
Trend fit11

Today Versus Normal

Stored-options context

View history
Expected move 14.2% muted
30d avg 14.7% · 1 read 0th
90d avg 14.7% · 1 read 0th
180d avg 14.7% · 1 read 0th
IV 0.66 elevated
30d avg 0.62 · 1 read 100th
90d avg 0.62 · 1 read 100th
180d avg 0.62 · 1 read 100th
Put-call 0.02 elevated
30d avg 0.00 · 1 read 100th
90d avg 0.00 · 1 read 100th
180d avg 0.00 · 1 read 100th
Volume/OI 0.01 muted
30d avg 0.06 · 1 read 0th
90d avg 0.06 · 1 read 0th
180d avg 0.06 · 1 read 0th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:52 Volatility
Pressure 90
Move 14.7%
30 Jul 02:44 Volatility
Pressure 86
Move 14.2%

Strike Map

Where activity is clustering

Full strike map
Strike12.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike15.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike17.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 3
Puts · V 0 · OI 1
Strike22.50
Calls · V 0 · OI 1
Puts · V 0 · OI 190
Strike25.00
Calls · V 43 · OI 365
Puts · V 0 · OI 1
Strike30.00
Calls · V 0 · OI 171
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts14
Avg IV0.66
Put-call-
Expiry18 Sep 2026
Contracts26
Avg IV0.34
Put-call0.20
Expiry18 Dec 2026
Contracts26
Avg IV0.72
Put-call0.01
Expiry19 Mar 2027
Contracts16
Avg IV0.64
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.71
Put IV0.55
Skew-0.16
18 Sep 2026Call IV premium
Call IV0.57
Put IV0.09
Skew-0.48
18 Dec 2026Balanced skew
Call IV0.69
Put IV0.69
Skew-
19 Mar 2027Balanced skew
Call IV0.69
Put IV0.68
Skew-0.01

Contract Tape

Most active contracts

Full contract tape
ContractDNLI261218C00022500
SideCall
Expiry18 Dec 2026
Strike22.50
Volume79
OI497
IV0.73
ContractDNLI260821C00025000
SideCall
Expiry21 Aug 2026
Strike25.00
Volume43
OI365
IV0.71
ContractDNLI260918C00025000
SideCall
Expiry18 Sep 2026
Strike25.00
Volume10
OI429
IV0.06
ContractDNLI260918P00015000
SidePut
Expiry18 Sep 2026
Strike15.00
Volume2
OI261
IV0.52
ContractDNLI261218P00017500
SidePut
Expiry18 Dec 2026
Strike17.50
Volume1
OI329
IV0.77
ContractDNLI261218P00010000
SidePut
Expiry18 Dec 2026
Strike10.00
Volume-
OI2113
IV0.56
ContractDNLI261218P00015000
SidePut
Expiry18 Dec 2026
Strike15.00
Volume-
OI691
IV0.32
ContractDNLI260918C00020000
SideCall
Expiry18 Sep 2026
Strike20.00
Volume-
OI647
IV0.61