Ticker Options Intelligence

VWAV options intelligence

Name: Sharemaestro VWAV Options Intent Radar
Creator: Sharemaestro
License: https://sharemaestro.com/data-license/

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

Conviction 39 Market data through 17 Sep 2026 Checked 18 Sep 2026 14:21 · complete available chain

Call-side pressure

Bullish pressure

VWAV currently carries bullish options pressure with a 39/100 conviction score. The nearest-chain expected move is 43.0%, 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 43.0%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.46

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -19.6%

RS -94.3

Expected move 43.0%

Put-call volume 0.46

Volume / OI 0.01

Reference IV 8.22

Max pain 2.50

Underlying 0.47

Nearest expiry 18 Sep 2026

Contracts 102

Research Brief

VWAV has a bullish chain read with 39/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 0.266–0.6678; The largest call open-interest concentration is 12.50; the largest put concentration is 2.50. The most active strike by current volume is 2.50.

Priced range0.266–0.6678

Call concentration12.50

Put concentration2.50

Max pain reference2.50

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 18 Sep

Options imply 0.266 to 0.6678. Max pain at 2.50 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain

0.270.47 ± 0.200.67

Confirmation level

A close beyond 0.6678 or below 0.266 at the 18 Sep 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 39/100

Evidence alignment, not probability

Pressure is 49/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure49 × 42%

+20.5

How strongly activity leans toward calls or puts.

Participation40 × 22%

+8.9

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.

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 12.50; the largest put concentration is 2.50. 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

0.507.1%

1.00114.2%

1.50221.3%

2.00328.4%

185

2.50435.4%

1003

5.00970.9%

632

7.501506.3%

1021

10.002041.8%

1740

12.502577.2%

6095

15.003112.7%

187

17.503648.1%

20.004183.6%

22.504719.0%

25.005254.5%

Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported + model-estimated Greeks · 93% 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+$1,041Delta change / 1% move

Positive peak10.00+$288

Negative peak1.50-$0

Nearest balance1.50Interpolated sign change

StrikeNegativePositiveNet / 1% move

0.507.1%

+$166

1.00114.2%

+$5

1.50221.3%

-$0

2.00328.4%

+$3

2.50435.4%

+$158

5.00970.9%

+$134

7.501506.3%

+$67

10.002041.8%

+$288

12.502577.2%

+$208

15.003112.7%

+$11

17.503648.1%

+$0

20.004183.6%

+$0

22.504719.0%

+$0

25.005254.5%

+$0

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

4.31× front/back

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

8.22 18 Sep 1d

3.70 16 Oct 29d

2.71 20 Nov 64d

1.90 18 Dec 92d

1.96 15 Jan 120d

1.91 19 Mar 183d

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.

Put IV Call IV

Historical Replay

How matured reads behaved through expiry

13 matured · 4 directional

Across 4 stored directional transitions, the next stored price moved in the labelled direction 0% of the time.

Directional follow-through0%

Moves contained by pricing92%

Average expiry move34.3%

20 Aug Bullish · 43 -38.2% through expiry 83.7% priced · v2.0

19 Aug Volatility · 47 -38.2% through expiry 74.4% priced · v2.0

17 Aug Volatility · 57 -38.2% through expiry 64.6% priced · v2.0

14 Aug Volatility · 61 -38.2% through expiry 50.6% priced · v2.0

13 Aug Volatility · 53 -21.4% through expiry 94.6% priced · v2.0

12 Aug Bullish · 44 -21.4% through expiry 93.9% priced · v2.0

10 Aug Bullish · 39 -21.4% through expiry 92.1% priced · v2.0

7 Aug Volatility · 49 -21.4% through expiry 86.1% priced · v2.0

5 Aug Volatility · 65 -36.0% through expiry 94.5% priced · v2.0

4 Aug Volatility · 57 -36.0% through expiry 61.0% priced · v2.0

3 Aug Volatility · 55 -36.0% through expiry 62.5% priced · v2.0

31 Jul Bullish · 24 -36.0% through expiry 48.0% priced · v2.0

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: 17 Sep 2026
Calculation: v2.0
Contracts: 102 / 102

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

Put-heavy activity

80/100

Primary intent Put-heavy activity

Put-side activity dominates. This can reflect hedging or directional positioning, but the chain alone cannot distinguish buying from selling.

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

Put-heavy activity matters because it connects the options headline to the actual evidence: $21,402 of estimated gross traded notional, puts · 0-7 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+49

1W price-19.6%

Call premium12%

Put premium88%

Notional split C 12% / P 88% 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.

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 · 0-7 days · ITM

Puts · 0-7 days · ITM puts cluster with 68 contracts traded, $15,145 estimated gross traded notional, and 71% of visible notional.

$15,145

Puts · 22-45 days · ITM puts cluster with 17 contracts traded, $3,685 estimated gross traded notional, and 17% of visible notional.

$3,685

Calls · 91+ days · OTM calls cluster with 139 contracts traded, $2,018 estimated gross traded notional, and 9% of visible notional.

$2,018

Calls · 22-45 days · OTM calls cluster with 20 contracts traded, $460 estimated gross traded notional, and 2% of visible notional.

$460

Calls · 0-7 days · OTM calls cluster with 26 contracts traded, $95 estimated gross traded notional, and 0% of visible notional.

$95

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

Activity is broadly in line with recent stored snapshots.

Baseline: 25 completed sessions

Volume rank52th

Volume/OI rank48th

IV rank84th

Market Context

Underlying confirmation

Sharemaestro weekly

Close0.4669

1W-19.6%

RS-94.3

Fair value-93.5%

Options pressure49

Speculation40

Volatility96

Trend fit0

Today Versus Normal

Stored-options context

View history

Expected move 43.0% muted

30d avg 119.0% · 12 sessions 8th

90d avg - · 25/30 sessions -

180d avg - · 25/60 sessions -

IV 8.22 near normal

30d avg 6.86 · 12 sessions 67th

90d avg - · 25/30 sessions -

180d avg - · 25/60 sessions -

Put-call 0.46 near normal

30d avg 1.47 · 12 sessions 75th

90d avg - · 25/30 sessions -

180d avg - · 25/60 sessions -

Volume/OI 0.01 near normal

30d avg 0.01 · 12 sessions 42th

90d avg - · 25/30 sessions -

180d avg - · 25/60 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%

4 Aug 09:58 Volatility

Pressure 100

Move 62.5%

5 Aug 12:10 Volatility

Pressure 100

Move 61.0%

6 Aug 11:38 Volatility

Pressure -66

Move 94.5%

10 Aug 11:24 Volatility

Pressure 85

Move 86.1%

Strike Map

Where activity is clustering

Full strike map

Strike0.50

Calls · V 5 · OI 79

Puts · V 0 · OI 11

Strike1.00

Calls · V 1 · OI 0

Puts · V 2 · OI 0

Strike1.50

Calls · V 0 · OI 0

Puts · V 0 · OI 1

Strike2.00

Calls · V 0 · OI 0

Puts · V 0 · OI 0

Strike2.50

Calls · V 20 · OI 1003

Puts · V 66 · OI 185

Strike5.00

Calls · V 0 · OI 632

Puts · V 0 · OI 56

Strike7.50

Calls · V 0 · OI 1021

Puts · V 0 · OI 30

Strike10.00

Calls · V 0 · OI 1740

Puts · V 0 · OI 26

Term Structure

Expiration activity

Volume and IV

Expiry18 Sep 2026

Contracts28

Avg IV8.22

Put-call2.62

Expiry16 Oct 2026

Contracts12

Avg IV3.70

Put-call0.85

Expiry20 Nov 2026

Contracts8

Avg IV2.71

Put-call-

Expiry18 Dec 2026

Contracts20

Avg IV1.90

Put-call-

Expiry15 Jan 2027

Contracts20

Avg IV1.96

Put-call-

Skew

Call/put IV balance

OTM demand

18 Sep 2026Incomplete skew

Call IV5.78

Put IV-

Skew-

16 Oct 2026Incomplete skew

Call IV1.07

Put IV-

Skew-

20 Nov 2026Incomplete skew

Call IV0.72

Put IV-

Skew-

18 Dec 2026Incomplete skew

Call IV0.59

Put IV-

Skew-

15 Jan 2027Incomplete skew

Call IV1.13

Put IV-

Skew-

Contract Tape

Most active contracts

Full contract tape

ContractVWAV260918P00002500

SidePut

Expiry18 Sep 2026

Strike2.50

Volume66

OI185

IV10.00

ContractVWAV270115C00000500

SideCall

Expiry15 Jan 2027

Strike0.50

Volume40

OI250

IV3.29

ContractVWAV270319C00001000

SideCall

Expiry19 Mar 2027

Strike1.00

Volume34

OI5

IV0.91

ContractVWAV270115C00005000

SideCall

Expiry15 Jan 2027

Strike5.00

Volume29

OI1827

IV2.19

ContractVWAV270319C00000500

SideCall

Expiry19 Mar 2027

Strike0.50

Volume26

OI281

IV2.41

ContractVWAV260918C00002500

SideCall

Expiry18 Sep 2026

Strike2.50

Volume20

OI1003

IV10.00

ContractVWAV261016C00001000

SideCall

Expiry16 Oct 2026

Strike1.00

Volume20

OI11

IV2.31

ContractVWAV261016P00002500

SidePut

Expiry16 Oct 2026

Strike2.50

Volume16

OI-

IV8.25

VWAV options intelligence

Bullish pressure

VWAV has a bullish chain read with 39/100 evidence alignment.

Where the chain says movement becomes exceptional

Why conviction is 39/100

Where open interest and current activity concentrate

Positive gamma proxy

Front-loaded volatility

Smile incomplete

How matured reads behaved through expiry

Usable with limits

Put-heavy activity

Opportunity and risk frame

Normal range

Underlying confirmation

Stored-options context

Recent pressure and volatility

Where activity is clustering

Expiration activity

Call/put IV balance

Most active contracts

Send a message

Evidence context

VWAV options intelligence

Bullish pressure

VWAV has a bullish chain read with 39/100 evidence alignment.

Where the chain says movement becomes exceptional

Why conviction is 39/100

Where open interest and current activity concentrate

Positive gamma proxy

Front-loaded volatility

Smile incomplete

How matured reads behaved through expiry

Usable with limits

Put-heavy activity

Opportunity and risk frame

Normal range

Underlying confirmation

Stored-options context

Recent pressure and volatility

Where activity is clustering

Expiration activity

Call/put IV balance

Most active contracts

Related research and context

Sharemaestro research

Related News

Market Watch

Earnings