Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
NUCL options intelligence
Eagle Nuclear Energy Corp. Common stock options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
53
Market data through 12 Aug 2026
Checked 13 Aug 2026 13:21 · complete available chain
Volatility expansion watch
Volatility pressure
NUCL currently carries volatility options pressure with a 53/100 conviction score. The nearest-chain expected move is 22.2%, with volume/open-interest participation at 0.00.
Expected move
22.2%
Wider near-term move priced
Activity / OI
0.00
Current volume is quieter versus prior open interest
Put-call
0.00
Call-side skew
Trend fit
0
Options are not fully confirming trend
Weekly backdrop
+36.3%
Sharemaestro weekly context
Expected move
22.2%
Put-call volume
-
Volume / OI
0.00
Reference IV
1.20
Max pain
7.00
Underlying
7.77
Nearest expiry
21 Aug 2026
Contracts
172
Research Brief
NUCL has a volatility chain read with 53/100 evidence alignment.
The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 6.05–9.49; The largest call open-interest concentration is 12.00; the largest put concentration is 6.00. The most active strike by current volume is 8.00.
Priced range6.05–9.49
Call concentration12.00
Put concentration6.00
Max pain reference7.00
- A clear directional pressure reading develops and price begins to agree.
- Volatility falls and the chain remains directionally mixed.
- Options and the weekly trend are not yet giving the same message.
- 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
Options imply 6.05 to 9.49. Max pain at 7.00 sits inside that range, 9.9% below spot.
Spot
Max pain
6.057.77 ± 1.729.49
Confirmation level
A close beyond 9.49 or below 6.05 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 53/100
Pressure is 100/100 toward calls; conviction uses its strength, while the signal label carries its direction.
Directional pressure100 × 42%
+42.0
How strongly activity leans toward calls or puts.
Participation8 × 22%
+1.8
Volume relative to existing open interest and contract-level activity.
Trend agreement0 × 26%
+0.0
How closely the chain read agrees with the underlying trend backdrop.
Volatility96 × 10%
+9.6
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 12.00; the largest put concentration is 6.00. The most active strike by current volume is 8.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.
Put open interestStrikeCall open interest
4
1.00-87.1%
0
0
2.00-74.3%
0
0
3.00-61.4%
0
46
5.00-35.6%
6
198
6.00-22.8%
17
4
7.00-9.9%
167
70
8.003.0%
192
21
9.0015.8%
14
23
10.0028.7%
309
14
11.0041.6%
1
20
12.0054.4%
3197
0
13.0067.3%
248
2
14.0080.2%
7
1
15.0093.1%
0
2
16.00105.9%
1
1
19.00144.5%
0
1
20.00157.4%
0
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+$62,680Delta change / 1% move
Positive peak12.00+$51,520
Negative peak9.00-$1,977
Nearest balance8.61Interpolated sign change
StrikeNegativePositiveNet / 1% move
1.00-87.1%
-$0
3.00-61.4%
+$1
4.00-48.5%
-$5
5.00-35.6%
-$41
6.00-22.8%
+$687
7.00-9.9%
+$3,329
8.003.0%
+$3,060
9.0015.8%
-$1,977
10.0028.7%
-$597
11.0041.6%
+$2,979
12.0054.4%
+$51,520
13.0067.3%
+$3,425
14.0080.2%
+$442
15.0093.1%
-$30
16.00105.9%
-$32
17.00118.8%
-$25
18.00131.7%
-$19
19.00144.5%
-$18
20.00157.4%
-$30
21.00170.3%
-$2
23.00196.0%
-$2
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
Front-loaded volatility
Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.
1.20
21 Aug
9d
1.05
18 Sep
37d
0.99
18 Dec
128d
0.93
19 Mar
219d
Volatility by Strike
Upside optionality premium
Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.
7
8
9
Put IV Call IV
Historical Replay
How matured reads behaved through expiry
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
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
- Chain status
- Complete available chain
- Market date
- 12 Aug 2026
- Calculation
- v2.0
- Contracts
- 172 / 172
- 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
Volatility expansion bet
The strongest message is movement risk: expected move and implied volatility are carrying more signal than direction.
Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.
Volatility expansion bet matters because it connects the options headline to the actual evidence: $7,582 of estimated gross traded notional, calls · 91+ days · otm, 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+100
1W price+36.3%
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
0.00
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.
Calls · 91+ days · OTM
calls cluster with 55 contracts traded, $6,950 estimated gross traded notional, and 92% of visible notional.
$6,950
Calls · 8-21 days · OTM
calls cluster with 7 contracts traded, $228 estimated gross traded notional, and 3% of visible notional.
$228
Calls · 91+ days · ITM
calls cluster with 1 contracts traded, $205 estimated gross traded notional, and 3% of visible notional.
$205
Calls · 8-21 days · ITM
calls cluster with 1 contracts traded, $180 estimated gross traded notional, and 2% of visible notional.
$180
Calls · 22-45 days · OTM
calls cluster with 1 contracts traded, $20 estimated gross traded notional, and 0% of visible notional.
$20
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.
Options positioning is not confirming the underlying trend context.
Activity Anomaly
Normal range
Activity is broadly in line with recent stored snapshots.
Baseline: 11 completed sessions
Volume rank18th
Volume/OI rank18th
IV rank64th
Market Context
Underlying confirmation
Close7.77
1W+36.3%
RS-
Fair value-7.6%
Options pressure100
Speculation8
Volatility96
Trend fit0
Today Versus Normal
Stored-options context
30d avg 20.5% · 11 sessions
64th
90d avg - · 11/30 sessions
-
180d avg - · 11/60 sessions
-
30d avg 1.19 · 11 sessions
64th
90d avg - · 11/30 sessions
-
180d avg - · 11/60 sessions
-
30d avg 0.16 · 11 sessions
9th
90d avg - · 11/30 sessions
-
180d avg - · 11/60 sessions
-
30d avg 0.03 · 11 sessions
18th
90d avg - · 11/30 sessions
-
180d avg - · 11/60 sessions
-
Pressure Trail
Recent pressure and volatility
29 Jul 11:36
Volatility
Pressure 100
Move 23.7%
30 Jul 11:16
Volatility
Pressure 100
Move 29.2%
31 Jul 00:10
Volatility
Pressure 64
Move 26.2%
31 Jul 01:43
Volatility
Pressure 77
Move 26.1%
2 Aug 18:23
Volatility
Pressure 46
Move 19.3%
4 Aug 10:41
Volatility
Pressure 67
Move 20.2%
5 Aug 11:11
Volatility
Pressure 59
Move 19.3%
6 Aug 04:46
Volatility
Pressure 74
Move 20.2%
Strike Map
Where activity is clustering
Strike1.00
Calls · V 0 · OI 0
Puts · V 0 · OI 4
Strike2.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike3.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike4.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike5.00
Calls · V 0 · OI 6
Puts · V 0 · OI 46
Strike6.00
Calls · V 1 · OI 17
Puts · V 0 · OI 198
Strike7.00
Calls · V 0 · OI 167
Puts · V 0 · OI 4
Strike8.00
Calls · V 7 · OI 192
Puts · V 0 · OI 70
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts50
Avg IV1.20
Put-call-
Expiry18 Sep 2026
Contracts48
Avg IV1.05
Put-call-
Expiry18 Dec 2026
Contracts48
Avg IV0.99
Put-call-
Expiry19 Mar 2027
Contracts26
Avg IV0.93
Put-call-
Skew
Call/put IV balance
21 Aug 2026Call IV premium
Call IV0.87
Put IV0.41
Skew-0.47
18 Sep 2026Put IV premium
Call IV0.84
Put IV1.90
Skew1.05
18 Dec 2026Put IV premium
Call IV0.84
Put IV1.46
Skew0.61
19 Mar 2027Put IV premium
Call IV0.88
Put IV1.43
Skew0.55
Contract Tape
Most active contracts
ContractNUCL270319C00008000
SideCall
Expiry19 Mar 2027
Strike8.00
Volume54
OI54
IV0.54
ContractNUCL260821C00008000
SideCall
Expiry21 Aug 2026
Strike8.00
Volume7
OI192
IV0.87
ContractNUCL261218C00010000
SideCall
Expiry18 Dec 2026
Strike10.00
Volume1
OI662
IV0.72
ContractNUCL261218C00006000
SideCall
Expiry18 Dec 2026
Strike6.00
Volume1
OI143
IV0.51
ContractNUCL260918C00010000
SideCall
Expiry18 Sep 2026
Strike10.00
Volume1
OI116
IV0.40
ContractNUCL260821C00006000
SideCall
Expiry21 Aug 2026
Strike6.00
Volume1
OI17
IV1.02
ContractNUCL261218C00012000
SideCall
Expiry18 Dec 2026
Strike12.00
Volume-
OI8233
IV0.84
ContractNUCL260821C00012000
SideCall
Expiry21 Aug 2026
Strike12.00
Volume-
OI3197
IV1.27
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
No upcoming matched earnings event.
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.