Ticker Options Intelligence

WSE options intelligence

Wise Group plc Class A Ordinary Shares options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 51 Market data through 11 Aug 2026 Checked 12 Aug 2026 12:01 · complete available chain

Volatility expansion watch

Volatility pressure

WSE currently carries volatility options pressure with a 51/100 conviction score. The nearest-chain expected move is 8.1%, 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 8.1%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.19

Call-side skew

Trend fit 24

Options are not fully confirming trend

Weekly backdrop +3.0%

Sharemaestro weekly context

Expected move 8.1%
Put-call volume 0.19
Volume / OI 0.01
Reference IV 0.58
Max pain 12.50
Underlying 12.36
Nearest expiry 21 Aug 2026
Contracts 62

Research Brief

WSE has a volatility chain read with 51/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 11.36–13.36; The largest call open-interest concentration is 17.50; the largest put concentration is 12.50. The most active strike by current volume is 12.50.

Priced range11.36–13.36
Call concentration17.50
Put concentration12.50
Max pain reference12.50
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 11.36 to 13.36. Max pain at 12.50 sits inside that range, 1.1% above spot.

Spot Max pain
11.3612.36 ± 1.0013.36
Confirmation level

A close beyond 13.36 or below 11.36 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 51/100

Evidence alignment, not probability

Pressure is 68/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure68 × 42%
+28.6

How strongly activity leans toward calls or puts.

Participation40 × 22%
+8.8

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

Trend agreement24 × 26%
+6.1

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

Volatility73 × 10%
+7.3

The intensity of implied volatility and the priced move.

Reconstructed score50.8Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 17.50; the largest put concentration is 12.50. The most active strike by current volume is 12.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
3
2.50-79.8%
0
0
5.00-59.5%
0
0
7.50-39.3%
0
36
10.00-19.1%
2
216
12.501.1%
139
1
15.0021.4%
314
0
17.5041.6%
387
0
20.0061.8%
10
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Balanced gamma proxy

Reported + model-estimated Greeks · 91% coverage

Call- and put-side gamma sensitivity is broadly balanced across the retained chain. Individual strike concentrations may still matter more than the chain-wide net.

Net profile+$1,601Delta change / 1% move
Positive peak15.00+$5,034
Negative peak10.00-$4,108
Nearest balance13.12Interpolated sign change
StrikeNegativePositiveNet / 1% move
2.50-79.8%
-$1
5.00-59.5%
-$1
7.50-39.3%
-$1,194
10.00-19.1%
-$4,108
12.501.1%
-$1,653
15.0021.4%
+$5,034
17.5041.6%
+$2,626
20.0061.8%
+$899
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

1.43× front/back

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

0.58 21 Aug 10d
0.43 18 Sep 38d
0.31 20 Nov 101d
0.41 19 Feb 192d

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.

10
13
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
62 / 62
  • 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

87/100
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: $5,202 of estimated gross traded notional, calls · 91+ days · atm, 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+68
1W price+3.0%
Call premium76%
Put premium24%
Notional split C 76% / P 24% 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 24/100 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 · 91+ days · ATM
Calls · 91+ days · ATM calls cluster with 14 contracts traded, $2,745 estimated gross traded notional, and 53% of visible notional.
$2,745
Calls · 8-21 days · ATM calls cluster with 20 contracts traded, $1,200 estimated gross traded notional, and 23% of visible notional.
$1,200
Puts · 8-21 days · ITM puts cluster with 5 contracts traded, $1,138 estimated gross traded notional, and 22% of visible notional.
$1,138
Puts · 22-45 days · ATM puts cluster with 1 contracts traded, $52 estimated gross traded notional, and 1% of visible notional.
$52
Puts · 8-21 days · ATM puts cluster with 1 contracts traded, $40 estimated gross traded notional, and 1% of visible notional.
$40

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

47

Activity is broadly in line with recent stored snapshots.

Baseline: 10 completed sessions

Volume rank50th
Volume/OI rank50th
IV rank40th

Market Context

Underlying confirmation

Sharemaestro weekly
Close12.36
1W+3.0%
RS-
Fair value+1.9%
Options pressure68
Speculation40
Volatility73
Trend fit24

Today Versus Normal

Stored-options context

View history
Expected move 8.1% muted
30d avg 11.7% · 10 sessions 0th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
IV 0.58 near normal
30d avg 0.62 · 10 sessions 40th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
Put-call 0.19 history building
30d avg - · 6/10 sessions -
90d avg - · 6/30 sessions -
180d avg - · 6/60 sessions -
Volume/OI 0.01 near normal
30d avg 0.09 · 10 sessions 50th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:24 Volatility
Pressure -91
Move 14.9%
30 Jul 10:20 Volatility
Pressure -100
Move 13.7%
31 Jul 10:11 Volatility
Pressure -79
Move 10.8%
31 Jul 15:26 Bullish
Pressure 28
Move 11.9%
31 Jul 16:34 Volatility
Pressure 42
Move 12.4%
4 Aug 10:03 Mixed
Pressure -1
Move 9.7%
5 Aug 10:11 Bearish
Pressure -61
Move 9.3%
6 Aug 10:11 Volatility
Pressure 99
Move 12.2%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 0
Puts · V 0 · OI 3
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike10.00
Calls · V 0 · OI 2
Puts · V 0 · OI 36
Strike12.50
Calls · V 20 · OI 139
Puts · V 1 · OI 216
Strike15.00
Calls · V 3 · OI 314
Puts · V 5 · OI 1
Strike17.50
Calls · V 0 · OI 387
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 10
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts16
Avg IV0.58
Put-call0.26
Expiry18 Sep 2026
Contracts20
Avg IV0.43
Put-call-
Expiry20 Nov 2026
Contracts16
Avg IV0.31
Put-call-
Expiry19 Feb 2027
Contracts10
Avg IV0.41
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.47
Put IV0.74
Skew0.26
18 Sep 2026Put IV premium
Call IV0.24
Put IV0.38
Skew0.14
20 Nov 2026Put IV premium
Call IV0.14
Put IV0.24
Skew0.10
19 Feb 2027Put IV premium
Call IV0.10
Put IV0.18
Skew0.08

Contract Tape

Most active contracts

Full contract tape
ContractWSE260821C00012500
SideCall
Expiry21 Aug 2026
Strike12.50
Volume20
OI139
IV0.48
ContractWSE270219C00012500
SideCall
Expiry19 Feb 2027
Strike12.50
Volume10
OI332
IV0.49
ContractWSE260821P00015000
SidePut
Expiry21 Aug 2026
Strike15.00
Volume5
OI1
IV0.81
ContractWSE261120C00012500
SideCall
Expiry20 Nov 2026
Strike12.50
Volume4
OI208
IV0.55
ContractWSE260821C00015000
SideCall
Expiry21 Aug 2026
Strike15.00
Volume3
OI314
IV0.47
ContractWSE260821P00012500
SidePut
Expiry21 Aug 2026
Strike12.50
Volume1
OI216
IV0.67
ContractWSE260918P00012500
SidePut
Expiry18 Sep 2026
Strike12.50
Volume1
OI214
IV0.43
ContractWSE260918P00007500
SidePut
Expiry18 Sep 2026
Strike7.50
Volume-
OI1000
IV0.75

Evidence context