Ticker Options Intelligence

SION options intelligence

Sionna Therapeutics, Inc. Common Stock options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 54 Market data through 29 Jul 2026 Checked 30 Jul 2026 03:44 · complete available chain

Volatility expansion watch

Volatility pressure

SION currently carries volatility options pressure with a 54/100 conviction score. The nearest-chain expected move is 68.5%, with volume/open-interest participation at 0.00.

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

Volatility expansion watch

Expected move 68.5%

Wider near-term move priced

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call 13.00

Put-side skew

Trend fit 5

Options are not fully confirming trend

Weekly backdrop -7.5%

RS 15.7

Expected move 68.5%
Put-call volume 13.00
Volume / OI 0.00
Reference IV 3.59
Max pain 45.00
Underlying 45.70
Nearest expiry 21 Aug 2026
Contracts 104

Options Intent Radar

Earnings/event positioning

85/100
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: $8115 of estimated gross traded notional, puts · 22-45 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-98
1W price-7.5%
Call premium18%
Put premium82%
Notional split C 18% / P 82% 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 5/100 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 Puts · 22-45 days · OTM
Puts · 22-45 days · OTM puts cluster with 12 contracts traded, $4415 estimated gross traded notional, and 54% of visible notional.
$4415
Puts · 46-90 days · ITM puts cluster with 1 contracts traded, $2255 estimated gross traded notional, and 28% of visible notional.
$2255
Calls · 22-45 days · OTM calls cluster with 1 contracts traded, $1445 estimated gross traded notional, and 18% of visible notional.
$1445

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.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

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
Close45.70
1W-7.5%
RS15.7
Fair value+54.3%
Options pressure-98
Speculation8
Volatility96
Trend fit5

Today Versus Normal

Stored-options context

View history
Expected move 68.5% muted
30d avg 69.3% · 1 read 0th
90d avg 69.3% · 1 read 0th
180d avg 69.3% · 1 read 0th
IV 3.59 elevated
30d avg 3.46 · 1 read 100th
90d avg 3.46 · 1 read 100th
180d avg 3.46 · 1 read 100th
Put-call 13.00 elevated
30d avg 0.28 · 1 read 100th
90d avg 0.28 · 1 read 100th
180d avg 0.28 · 1 read 100th
Volume/OI 0.00 muted
30d avg 0.08 · 1 read 0th
90d avg 0.08 · 1 read 0th
180d avg 0.08 · 1 read 0th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:01 Volatility
Pressure 44
Move 69.3%
30 Jul 02:44 Volatility
Pressure -98
Move 68.5%

Strike Map

Where activity is clustering

Full strike map
Strike17.50
Calls · V 0 · OI 0
Puts · V 2 · OI 101
Strike20.00
Calls · V 0 · OI 0
Puts · V 0 · OI 100
Strike22.50
Calls · V 0 · OI 0
Puts · V 0 · OI 100
Strike25.00
Calls · V 0 · OI 5
Puts · V 10 · OI 51
Strike30.00
Calls · V 0 · OI 2
Puts · V 0 · OI 15
Strike35.00
Calls · V 0 · OI 9
Puts · V 0 · OI 36
Strike40.00
Calls · V 0 · OI 1
Puts · V 0 · OI 51
Strike45.00
Calls · V 0 · OI 4
Puts · V 0 · OI 18

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts26
Avg IV3.59
Put-call12.00
Expiry18 Sep 2026
Contracts26
Avg IV2.94
Put-call-
Expiry16 Oct 2026
Contracts26
Avg IV2.45
Put-call-
Expiry15 Jan 2027
Contracts26
Avg IV1.83
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV3.75
Put IV3.52
Skew-0.23
18 Sep 2026Call IV premium
Call IV3.07
Put IV2.81
Skew-0.26
16 Oct 2026Call IV premium
Call IV2.55
Put IV2.33
Skew-0.22
15 Jan 2027Call IV premium
Call IV1.92
Put IV1.81
Skew-0.11

Contract Tape

Most active contracts

Full contract tape
ContractSION260821P00025000
SidePut
Expiry21 Aug 2026
Strike25.00
Volume10
OI51
IV3.47
ContractSION260821P00017500
SidePut
Expiry21 Aug 2026
Strike17.50
Volume2
OI101
IV3.34
ContractSION260821C00050000
SideCall
Expiry21 Aug 2026
Strike50.00
Volume1
OI178
IV3.69
ContractSION260918P00050000
SidePut
Expiry18 Sep 2026
Strike50.00
Volume1
OI1
IV2.98
ContractSION260918P00035000
SidePut
Expiry18 Sep 2026
Strike35.00
Volume-
OI2500
IV2.79
ContractSION261016P00030000
SidePut
Expiry16 Oct 2026
Strike30.00
Volume-
OI928
IV2.29
ContractSION261016C00045000
SideCall
Expiry16 Oct 2026
Strike45.00
Volume-
OI511
IV2.51
ContractSION261016P00040000
SidePut
Expiry16 Oct 2026
Strike40.00
Volume-
OI510
IV2.33