Ticker Options Intelligence

IMPP options intelligence

Imperial Petroleum Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 49 Market data through 11 Aug 2026 Checked 12 Aug 2026 13:40 · complete available chain

Volatility expansion watch

Volatility pressure

IMPP currently carries volatility options pressure with a 49/100 conviction score. The nearest-chain expected move is 9.0%, with volume/open-interest participation at 0.00.

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

Volatility expansion watch

Expected move 9.0%

Wider near-term move priced

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call 0.09

Call-side skew

Trend fit 1

Options are not fully confirming trend

Weekly backdrop -1.9%

RS -0.8

Expected move 9.0%
Put-call volume 0.09
Volume / OI 0.00
Reference IV 0.84
Max pain 5.00
Underlying 4.61
Nearest expiry 21 Aug 2026
Contracts 80

Research Brief

IMPP 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 4.19–5.03; The largest call open-interest concentration is 5.00; the largest put concentration is 5.00. The most active strike by current volume is 1.00.

Priced range4.19–5.03
Call concentration5.00
Put concentration5.00
Max pain reference5.00
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.
  • 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 4.19 to 5.03. Max pain at 5.00 sits inside that range, 8.5% above spot.

Spot Max pain
4.194.61 ± 0.425.03
Confirmation level

A close beyond 5.03 or below 4.19 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 89/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure89 × 42%
+37.4

How strongly activity leans toward calls or puts.

Participation8 × 22%
+1.8

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

Trend agreement1 × 26%
+0.3

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

Volatility92 × 10%
+9.2

The intensity of implied volatility and the priced move.

Reconstructed score48.6Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 5.00; the largest put concentration is 5.00. The most active strike by current volume is 1.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1
1.00-78.3%
0
1
2.00-56.6%
0
2
3.00-34.9%
1
9
4.00-13.2%
55
56
5.008.5%
1180
2
6.0030.2%
186
0
7.0051.8%
76
0
8.0073.5%
0
0
9.0095.2%
0
0
10.00116.9%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported + model-estimated Greeks · 98% coverage

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+$85,305Delta change / 1% move
Positive peak5.00+$63,639
Negative peak3.00-$11,093
Nearest balance3.72Interpolated sign change
StrikeNegativePositiveNet / 1% move
1.00-78.3%
+$21
2.00-56.6%
-$33
3.00-34.9%
-$11,093
4.00-13.2%
+$4,233
5.008.5%
+$63,639
6.0030.2%
+$3,630
7.0051.8%
+$21,119
8.0073.5%
+$122
9.0095.2%
+$6
10.00116.9%
+$3,619
12.00160.3%
+$41
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

1.28× front/back

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

0.84 21 Aug 10d
0.61 18 Sep 38d
0.64 16 Oct 66d
0.66 15 Jan 157d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

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

4
5
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

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
11 Aug 2026
Calculation
v2.0
Contracts
80 / 80
  • 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

92/100
Primary intent Volatility expansion bet

The strongest message is movement risk: expected move and implied volatility are carrying more signal than 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

Volatility expansion bet matters because it connects the options headline to the actual evidence: $332 of estimated gross traded notional, calls · 46-90 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+89
1W price-1.9%
Call premium96%
Put premium4%
Notional split C 96% / P 4% 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 1/100 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.
Conviction clusters Calls · 46-90 days · OTM
Calls · 46-90 days · OTM calls cluster with 10 contracts traded, $300 estimated gross traded notional, and 90% of visible notional.
$300
Calls · 22-45 days · OTM calls cluster with 1 contracts traded, $20 estimated gross traded notional, and 6% of visible notional.
$20
Puts · 8-21 days · OTM puts cluster with 1 contracts traded, $12 estimated gross traded notional, and 4% of visible notional.
$12

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

27

Activity is broadly in line with recent stored snapshots.

Baseline: 10 completed sessions

Volume rank0th
Volume/OI rank0th
IV rank80th

Market Context

Underlying confirmation

Sharemaestro weekly
Close4.61
1W-1.9%
RS-0.8
Fair value+46.4%
Options pressure89
Speculation8
Volatility92
Trend fit1

Today Versus Normal

Stored-options context

View history
Expected move 9.0% muted
30d avg 12.6% · 10 sessions 0th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
IV 0.84 elevated
30d avg 0.87 · 10 sessions 80th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
Put-call 0.09 near normal
30d avg 0.13 · 10 sessions 60th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
Volume/OI 0.00 muted
30d avg 0.00 · 10 sessions 0th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:39 Volatility
Pressure 96
Move 11.0%
30 Jul 11:18 Volatility
Pressure 100
Move 12.6%
31 Jul 10:53 Bullish
Pressure 59
Move 11.8%
31 Jul 11:52 Volatility
Pressure 74
Move 13.1%
3 Aug 10:01 Volatility
Pressure 93
Move 12.2%
4 Aug 00:06 Bullish
Pressure 56
Move 14.4%
5 Aug 10:32 Volatility
Pressure 99
Move 11.7%
6 Aug 10:44 Volatility
Pressure 92
Move 12.8%

Strike Map

Where activity is clustering

Full strike map
Strike1.00
Calls · V 0 · OI 0
Puts · V 1 · OI 1
Strike2.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike3.00
Calls · V 0 · OI 1
Puts · V 0 · OI 2
Strike4.00
Calls · V 0 · OI 55
Puts · V 0 · OI 9
Strike5.00
Calls · V 0 · OI 1180
Puts · V 0 · OI 56
Strike6.00
Calls · V 0 · OI 186
Puts · V 0 · OI 2
Strike7.00
Calls · V 0 · OI 76
Puts · V 0 · OI 0
Strike8.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts20
Avg IV0.84
Put-call-
Expiry18 Sep 2026
Contracts20
Avg IV0.61
Put-call-
Expiry16 Oct 2026
Contracts18
Avg IV0.64
Put-call-
Expiry15 Jan 2027
Contracts22
Avg IV0.66
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.41
Put IV0.50
Skew0.10
18 Sep 2026Call IV premium
Call IV0.63
Put IV0.54
Skew-0.09
16 Oct 2026Balanced skew
Call IV0.61
Put IV0.62
Skew0.01
15 Jan 2027Call IV premium
Call IV0.65
Put IV0.57
Skew-0.08

Contract Tape

Most active contracts

Full contract tape
ContractIMPP261016C00005000
SideCall
Expiry16 Oct 2026
Strike5.00
Volume10
OI2897
IV0.61
ContractIMPP260918C00005000
SideCall
Expiry18 Sep 2026
Strike5.00
Volume1
OI626
IV0.63
ContractIMPP260821P00001000
SidePut
Expiry21 Aug 2026
Strike1.00
Volume1
OI1
IV4.39
ContractIMPP270115P00003000
SidePut
Expiry15 Jan 2027
Strike3.00
Volume-
OI13568
IV0.77
ContractIMPP270115C00003000
SideCall
Expiry15 Jan 2027
Strike3.00
Volume-
OI7844
IV0.76
ContractIMPP270115C00007000
SideCall
Expiry15 Jan 2027
Strike7.00
Volume-
OI7441
IV0.65
ContractIMPP270115C00005000
SideCall
Expiry15 Jan 2027
Strike5.00
Volume-
OI6920
IV0.59
ContractIMPP270115C00004000
SideCall
Expiry15 Jan 2027
Strike4.00
Volume-
OI6863
IV0.72

Evidence context