Ticker Options Intelligence

VWAV options intelligence

VisionWave Holdings, Inc. Common Stock options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 24 Market data through 31 Jul 2026 Checked 3 Aug 2026 05:48 · complete available chain

Call-side pressure

Bullish pressure

VWAV currently carries bullish options pressure with a 24/100 conviction score. The nearest-chain expected move is 48.0%, 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 Bullish

Call-side pressure

Expected move 48.0%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.85

Balanced tape

Trend fit 22

Options are not fully confirming trend

Weekly backdrop -41.9%

RS -80.8

Expected move 48.0%
Put-call volume 0.85
Volume / OI 0.01
Reference IV 3.96
Max pain 5.00
Underlying 1.72
Nearest expiry 21 Aug 2026
Contracts 58

Research Brief

VWAV has a bullish chain read with 24/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 0.89–2.55; The largest call open-interest concentration is 5.00; the largest put concentration is 5.00. The most active strike by current volume is 2.50.

Priced range0.89–2.55
Call concentration5.00
Put concentration5.00
Max pain reference5.00
What would confirm it
  • Price holds or improves while call-side concentration remains elevated.
What would weaken it
  • Price weakens while call pressure fades or reverses toward puts.
  • 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 0.89 to 2.55. Max pain at 5.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
0.891.72 ± 0.832.55
Confirmation level

A close beyond 2.55 or below 0.89 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 24/100

Evidence alignment, not probability

Pressure is 19/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure19 × 42%
+8.1

How strongly activity leans toward calls or puts.

Participation2 × 22%
+0.4

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

Trend agreement22 × 26%
+5.7

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 score23.8Matches 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 2.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
127
2.5045.3%
63
231
5.00190.7%
525
23
7.50336.0%
138
1
10.00481.4%
32
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+$3,272Delta change / 1% move
Positive peak12.50+$1,183
Negative peak2.50-$27
Nearest balance2.62Interpolated sign change
StrikeNegativePositiveNet / 1% move
2.5045.3%
-$27
5.00190.7%
+$563
7.50336.0%
+$584
10.00481.4%
+$939
12.50626.7%
+$1,183
15.00772.1%
+$25
17.50917.4%
+$1
20.001062.8%
+$3
22.501208.1%
+$0
25.001353.5%
+$1
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

3.35× front/back

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

3.96 21 Aug 21d
2.11 18 Sep 49d
1.73 18 Dec 140d
1.70 15 Jan 168d
1.18 19 Mar 231d

Volatility by Strike

Smile incomplete

Nearest expiry, within 20% of spot

There is not enough comparable OTM call and put volatility to classify the smile.

Comparable strike volatility is unavailable.

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
31 Jul 2026
Calculation
v2.0
Contracts
58 / 58
  • 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

Likely noise

24/100
Primary intent Likely noise

Visible options activity is too thin or mixed to support a strong intent classification.

Flow vs price divergence Bullish flow against weak price

Options are leaning call-side while the stock is down on the week, a divergence that needs price confirmation.

Why this matters

Likely noise matters because it connects the options headline to the actual evidence: $30,509 of estimated gross traded notional, puts · 46-90 days · itm, and a bullish flow against weak price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+19
1W price-41.9%
Call premium5%
Put premium95%
Notional split C 5% / P 95% 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 22/100 Agreement between options pressure and Sharemaestro market context.
Event window 18 Aug Matched earnings event is 14 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 · 46-90 days · ITM
Puts · 46-90 days · ITM puts cluster with 104 contracts traded, $28,440 estimated gross traded notional, and 93% of visible notional.
$28,440
Calls · 91+ days · OTM calls cluster with 112 contracts traded, $1,245 estimated gross traded notional, and 4% of visible notional.
$1,245
Puts · 91+ days · ITM puts cluster with 2 contracts traded, $695 estimated gross traded notional, and 2% of visible notional.
$695
Calls · 46-90 days · OTM calls cluster with 6 contracts traded, $80 estimated gross traded notional, and 0% of visible notional.
$80
Calls · 8-21 days · OTM calls cluster with 7 contracts traded, $49 estimated gross traded notional, and 0% of visible notional.
$49

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
Close1.72
1W-41.9%
RS-80.8
Fair value-78.1%
Options pressure19
Speculation2
Volatility96
Trend fit22

Today Versus Normal

Stored-options context

View history
Expected move 48.0% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 3.96 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.85 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 11:43 Volatility
Pressure 100
Move 20.3%
30 Jul 11:21 Volatility
Pressure 100
Move 23.6%
31 Jul 10:54 Volatility
Pressure 100
Move 62.5%
3 Aug 04:48 Bullish
Pressure 19
Move 48.0%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 6 · OI 63
Puts · V 0 · OI 127
Strike5.00
Calls · V 1 · OI 525
Puts · V 0 · OI 231
Strike7.50
Calls · V 0 · OI 138
Puts · V 0 · OI 23
Strike10.00
Calls · V 0 · OI 32
Puts · V 0 · OI 1

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts8
Avg IV3.96
Put-call-
Expiry18 Sep 2026
Contracts20
Avg IV2.11
Put-call17.33
Expiry18 Dec 2026
Contracts12
Avg IV1.73
Put-call0.67
Expiry15 Jan 2027
Contracts12
Avg IV1.70
Put-call-
Expiry19 Mar 2027
Contracts6
Avg IV1.18
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Incomplete skew
Call IV1.68
Put IV-
Skew-
18 Sep 2026Incomplete skew
Call IV1.43
Put IV-
Skew-
18 Dec 2026Incomplete skew
Call IV1.83
Put IV-
Skew-
15 Jan 2027Incomplete skew
Call IV1.52
Put IV-
Skew-
19 Mar 2027Incomplete skew
Call IV0.81
Put IV-
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractVWAV270115C00012500
SideCall
Expiry15 Jan 2027
Strike12.50
Volume74
OI4157
IV1.21
ContractVWAV260918P00005000
SidePut
Expiry18 Sep 2026
Strike5.00
Volume73
OI347
IV2.71
ContractVWAV260918P00002500
SidePut
Expiry18 Sep 2026
Strike2.50
Volume31
OI316
IV1.98
ContractVWAV270115C00005000
SideCall
Expiry15 Jan 2027
Strike5.00
Volume25
OI1050
IV1.59
ContractVWAV270115C00015000
SideCall
Expiry15 Jan 2027
Strike15.00
Volume8
OI151
IV1.30
ContractVWAV260821C00002500
SideCall
Expiry21 Aug 2026
Strike2.50
Volume6
OI63
IV1.68
ContractVWAV260918C00002500
SideCall
Expiry18 Sep 2026
Strike2.50
Volume5
OI89
IV1.43
ContractVWAV261218P00005000
SidePut
Expiry18 Dec 2026
Strike5.00
Volume2
OI52
IV1.76