Ticker Options Intelligence

NIU options intelligence

Niu Technologies options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 33 Market data through 3 Aug 2026 Checked 3 Aug 2026 22:46 · complete available chain

Call-side pressure

Bullish pressure

NIU currently carries bullish options pressure with a 33/100 conviction score. The nearest-chain expected move is 29.7%, with volume/open-interest participation at 0.03.

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

Call-side pressure

Expected move 29.7%

Wider near-term move priced

Activity / OI 0.03

Current volume is quieter versus prior open interest

Put-call 0.64

Call-side skew

Trend fit 31

Options are not fully confirming trend

Weekly backdrop +0.8%

RS -30.3

Expected move 29.7%
Put-call volume 0.64
Volume / OI 0.03
Reference IV 1.98
Max pain 2.50
Underlying 2.59
Nearest expiry 21 Aug 2026
Contracts 14

Research Brief

NIU has a bullish chain read with 33/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 1.82–3.36; The largest call open-interest concentration is 2.50; the largest put concentration is 2.50. The most active strike by current volume is 2.50.

Priced range1.82–3.36
Call concentration2.50
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 21 Aug

Options imply 1.82 to 3.36. Max pain at 2.50 sits inside that range, 3.5% below spot.

Spot Max pain
1.822.59 ± 0.773.36
Confirmation level

A close beyond 3.36 or below 1.82 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 33/100

Evidence alignment, not probability

Pressure is 33/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure33 × 42%
+14.0

How strongly activity leans toward calls or puts.

Participation9 × 22%
+1.9

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

Trend agreement31 × 26%
+8.0

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

Volatility96 × 10%
+9.6

The intensity of implied volatility and the priced move.

Reconstructed score33.4Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 2.50; 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
5
2.50-3.5%
6
0
5.0093.1%
5
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Model-estimated Greeks · 100% 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+$4,245Delta change / 1% move
Positive peak2.50+$3,300
Negative peak-No negative strike
Nearest balance-Interpolated sign change
StrikeNegativePositiveNet / 1% move
2.50-3.5%
+$3,300
5.0093.1%
+$944
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

1.74× front/back

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

1.98 21 Aug 18d
0.88 18 Sep 46d
1.40 18 Dec 137d
1.14 19 Mar 228d

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.

3
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

High

A92/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
3 Aug 2026
Calculation
v2.0
Contracts
14 / 14
  • 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

Earnings/event positioning

81/100
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 Bullish flow before price confirmation

Call-side pressure is building before a meaningful weekly price response.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $3,262 of estimated gross traded notional, puts · 91+ days · itm, and a bullish flow before price confirmation backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+33
1W price+0.8%
Call premium15%
Put premium85%
Notional split C 15% / P 85% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.03 Volume divided by open interest across the visible chain.
Trend fit 31/100 Agreement between options pressure and Sharemaestro market context.
Event window 10 Aug Matched earnings event is 7 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 · 91+ days · ITM
Puts · 91+ days · ITM puts cluster with 4 contracts traded, $1,920 estimated gross traded notional, and 59% of visible notional.
$1,920
Puts · 91+ days · OTM puts cluster with 9 contracts traded, $545 estimated gross traded notional, and 17% of visible notional.
$545
Puts · 46-90 days · OTM puts cluster with 12 contracts traded, $300 estimated gross traded notional, and 9% of visible notional.
$300
Calls · 91+ days · ITM calls cluster with 4 contracts traded, $270 estimated gross traded notional, and 8% of visible notional.
$270
Calls · 91+ days · OTM calls cluster with 25 contracts traded, $110 estimated gross traded notional, and 3% of visible notional.
$110

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

-

4 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 4 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close2.59
1W+0.8%
RS-30.3
Fair value-4.9%
Options pressure33
Speculation9
Volatility96
Trend fit31

Today Versus Normal

Stored-options context

View history
Expected move 29.7% history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
IV 1.98 history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -
Put-call 0.64 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.03 history building
30d avg - · 4/10 sessions -
90d avg - · 4/30 sessions -
180d avg - · 4/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:41 Volatility
Pressure 100
Move 38.6%
30 Jul 11:19 Volatility
Pressure -73
Move 37.7%
31 Jul 10:53 Bullish
Pressure 78
Move 43.5%
31 Jul 18:12 Bullish
Pressure 40
Move 30.0%
1 Aug 09:30 Volatility
Pressure -89
Move 28.7%
2 Aug 06:39 Bullish
Pressure 40
Move 29.7%
3 Aug 05:04 Volatility
Pressure -89
Move 28.7%
3 Aug 21:46 Bullish
Pressure 33
Move 29.7%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 1 · OI 6
Puts · V 0 · OI 5
Strike5.00
Calls · V 0 · OI 5
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts3
Avg IV1.98
Put-call-
Expiry18 Sep 2026
Contracts4
Avg IV0.88
Put-call1.33
Expiry18 Dec 2026
Contracts5
Avg IV1.40
Put-call0.31
Expiry19 Mar 2027
Contracts2
Avg IV1.14
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV1.70
Put IV2.36
Skew0.66
18 Sep 2026Call IV premium
Call IV1.50
Put IV0.66
Skew-0.84
18 Dec 2026Call IV premium
Call IV0.88
Put IV0.63
Skew-0.25
19 Mar 2027Incomplete skew
Call IV-
Put IV1.25
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractNIU260821C00005000
SideCall
Expiry21 Aug 2026
Strike5.00
Volume-
OI5
IV1.70
ContractNIU260821P00002500
SidePut
Expiry21 Aug 2026
Strike2.50
Volume-
OI5
IV2.36
ContractNIU270319C00002500
SideCall
Expiry19 Mar 2027
Strike2.50
Volume-
OI1
IV1.04
ContractNIU261218C00005000
SideCall
Expiry18 Dec 2026
Strike5.00
Volume15
OI267
IV0.88
ContractNIU260918P00002500
SidePut
Expiry18 Sep 2026
Strike2.50
Volume12
OI64
IV0.66
ContractNIU261218C00007500
SideCall
Expiry18 Dec 2026
Strike7.50
Volume10
OI-
IV1.20
ContractNIU260918C00005000
SideCall
Expiry18 Sep 2026
Strike5.00
Volume5
OI507
IV1.50
ContractNIU261218P00002500
SidePut
Expiry18 Dec 2026
Strike2.50
Volume5
OI41
IV0.63