Ticker Options Intelligence

PDYN options intelligence

Palladyne AI Corp options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 49 Market data through 31 Jul 2026 Checked 2 Aug 2026 05:45 · complete available chain

Volatility expansion watch

Volatility pressure

PDYN currently carries volatility options pressure with a 49/100 conviction score. The nearest-chain expected move is 22.5%, with volume/open-interest participation at 0.01.

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

Volatility expansion watch

Expected move 22.5%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.09

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop +5.9%

RS -28.6

Expected move 22.5%
Put-call volume 0.09
Volume / OI 0.01
Reference IV 1.26
Max pain 6.00
Underlying 5.23
Nearest expiry 21 Aug 2026
Contracts 158

Research Brief

PDYN has a volatility chain read with 49/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 4.05–6.41; The largest call open-interest concentration is 6.00; the largest put concentration is 5.00. The most active strike by current volume is 7.00.

Priced range4.05–6.41
Call concentration6.00
Put concentration5.00
Max pain reference6.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • 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 4.05 to 6.41. Max pain at 6.00 sits inside that range, 14.7% above spot.

Spot Max pain
4.055.23 ± 1.186.41
Confirmation level

A close beyond 6.41 or below 4.05 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 49/100

Evidence alignment, not probability

Pressure is 92/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure92 × 42%
+38.7

How strongly activity leans toward calls or puts.

Participation4 × 22%
+0.9

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.

Reconstructed score49.2Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 6.00; the largest put concentration is 5.00. 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
7
1.00-80.9%
11
42
2.00-61.8%
0
22
3.00-42.6%
0
142
4.00-23.5%
36
947
5.00-4.4%
302
295
6.0014.7%
949
36
7.0033.8%
516
20
8.0053.0%
688
1
9.0072.1%
91
0
10.0091.2%
30
0
11.00110.3%
1
0
12.00129.4%
41
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Balanced volatility curve

1.11× front/back

Near- and longer-dated implied volatility are broadly aligned; no exceptional front-expiry premium is visible.

1.26 21 Aug 21d
1.04 18 Sep 49d
1.10 16 Oct 77d
1.15 20 Nov 112d
1.29 15 Jan 168d
1.14 21 Jan 539d

Volatility by Strike

Balanced wings

Nearest expiry, within 20% of spot

Comparable upside calls and downside puts carry broadly similar implied volatility.

5
6
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

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
158 / 158
  • 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

87/100
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: $19788 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+92
1W price+5.9%
Call premium88%
Put premium12%
Notional split C 88% / P 12% 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 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 5 Aug Matched earnings event is 3 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 115 contracts traded, $7982 estimated gross traded notional, and 40% of visible notional.
$7982
Calls · 91+ days · ITM calls cluster with 27 contracts traded, $5310 estimated gross traded notional, and 27% of visible notional.
$5310
Calls · 46-90 days · OTM calls cluster with 36 contracts traded, $2160 estimated gross traded notional, and 11% of visible notional.
$2160
Puts · 8-21 days · ITM puts cluster with 10 contracts traded, $1875 estimated gross traded notional, and 9% of visible notional.
$1875
Calls · 8-21 days · ITM calls cluster with 17 contracts traded, $1232 estimated gross traded notional, and 6% of visible notional.
$1232

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

-

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
Close5.23
1W+5.9%
RS-28.6
Fair value+13.8%
Options pressure92
Speculation4
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 22.5% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 1.26 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.09 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.01 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 11:28 Bullish
Pressure 76
Move 23.8%
29 Jul 23:12 Bullish
Pressure 23
Move 21.8%
31 Jul 10:12 Volatility
Pressure 92
Move 22.3%
1 Aug 06:36 Volatility
Pressure 92
Move 23.8%
2 Aug 04:45 Volatility
Pressure 92
Move 22.5%

Strike Map

Where activity is clustering

Full strike map
Strike1.00
Calls · V 0 · OI 11
Puts · V 0 · OI 7
Strike2.00
Calls · V 0 · OI 0
Puts · V 0 · OI 42
Strike3.00
Calls · V 0 · OI 0
Puts · V 0 · OI 22
Strike4.00
Calls · V 0 · OI 36
Puts · V 0 · OI 142
Strike5.00
Calls · V 17 · OI 302
Puts · V 10 · OI 947
Strike6.00
Calls · V 3 · OI 949
Puts · V 0 · OI 295
Strike7.00
Calls · V 20 · OI 516
Puts · V 10 · OI 36
Strike8.00
Calls · V 11 · OI 688
Puts · V 0 · OI 20

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts24
Avg IV1.26
Put-call0.39
Expiry18 Sep 2026
Contracts20
Avg IV1.04
Put-call-
Expiry16 Oct 2026
Contracts38
Avg IV1.10
Put-call-
Expiry20 Nov 2026
Contracts32
Avg IV1.15
Put-call-
Expiry15 Jan 2027
Contracts30
Avg IV1.29
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV1.22
Put IV1.29
Skew0.07
18 Sep 2026Put IV premium
Call IV1.04
Put IV1.18
Skew0.14
16 Oct 2026Put IV premium
Call IV0.99
Put IV1.18
Skew0.19
20 Nov 2026Call IV premium
Call IV1.11
Put IV1.05
Skew-0.06
15 Jan 2027Put IV premium
Call IV1.13
Put IV1.87
Skew0.74

Contract Tape

Most active contracts

Full contract tape
ContractPDYN261120C00008000
SideCall
Expiry20 Nov 2026
Strike8.00
Volume76
OI159
IV1.11
ContractPDYN261016C00007000
SideCall
Expiry16 Oct 2026
Strike7.00
Volume28
OI390
IV1.17
ContractPDYN280121C00020000
SideCall
Expiry21 Jan 2028
Strike20.00
Volume20
OI1035
IV1.15
ContractPDYN270115C00005000
SideCall
Expiry15 Jan 2027
Strike5.00
Volume20
OI807
IV1.06
ContractPDYN260821C00007000
SideCall
Expiry21 Aug 2026
Strike7.00
Volume20
OI516
IV1.22
ContractPDYN260821C00005000
SideCall
Expiry21 Aug 2026
Strike5.00
Volume17
OI302
IV1.21
ContractPDYN260821C00008000
SideCall
Expiry21 Aug 2026
Strike8.00
Volume11
OI688
IV1.29
ContractPDYN270115C00010000
SideCall
Expiry15 Jan 2027
Strike10.00
Volume10
OI1003
IV1.05