Ticker Options Intelligence

TLYS options intelligence

Tillys Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 57 Market data through 29 Jul 2026 Checked 30 Jul 2026 06:22 · complete available chain

Volatility expansion watch

Volatility pressure

TLYS currently carries volatility options pressure with a 57/100 conviction score. The nearest-chain expected move is 35.1%, 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 35.1%

Wider near-term move priced

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call 0.00

Call-side skew

Trend fit 19

Options are not fully confirming trend

Weekly backdrop -4.8%

RS 33.7

Expected move 35.1%
Put-call volume -
Volume / OI 0.00
Reference IV 0.85
Max pain 2.50
Underlying 3.77
Nearest expiry 21 Aug 2026
Contracts 28

Options Intent Radar

Volatility expansion bet

92/100
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: $1115 of estimated gross traded notional, calls · 46-90 days · itm, 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+100
1W price-4.8%
Call premium100%
Put premium0%
Notional split C 100% / P 0% 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 19/100 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 · 46-90 days · ITM
Calls · 46-90 days · ITM calls cluster with 10 contracts traded, $1075 estimated gross traded notional, and 96% of visible notional.
$1075
Calls · 91+ days · OTM calls cluster with 1 contracts traded, $40 estimated gross traded notional, and 4% 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.

Activity Anomaly

Quiet tape

0

Activity is muted versus this ticker's stored history.

Volume rank0th
Volume/OI rank0th
IV rank0th

Market Context

Underlying confirmation

Sharemaestro weekly
Close3.77
1W-4.8%
RS33.7
Fair value-13.7%
Options pressure100
Speculation1
Volatility96
Trend fit19

Today Versus Normal

Stored-options context

View history
Expected move 35.1% elevated
30d avg 35.1% · 1 read 100th
90d avg 35.1% · 1 read 100th
180d avg 35.1% · 1 read 100th
IV 0.85 muted
30d avg 1.38 · 1 read 0th
90d avg 1.38 · 1 read 0th
180d avg 1.38 · 1 read 0th
Put-call 0.00 elevated
30d avg 0.00 · 1 read 100th
90d avg 0.00 · 1 read 100th
180d avg 0.00 · 1 read 100th
Volume/OI 0.00 muted
30d avg 0.02 · 1 read 0th
90d avg 0.02 · 1 read 0th
180d avg 0.02 · 1 read 0th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:44 Volatility
Pressure 100
Move 35.1%
30 Jul 05:22 Volatility
Pressure 100
Move 35.1%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 136
Puts · V 0 · OI 0
Strike5.00
Calls · V 0 · OI 10
Puts · V 0 · OI 1
Strike7.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike10.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts8
Avg IV0.85
Put-call-
Expiry18 Sep 2026
Contracts6
Avg IV0.70
Put-call-
Expiry16 Oct 2026
Contracts8
Avg IV0.80
Put-call-
Expiry15 Jan 2027
Contracts6
Avg IV1.04
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.64
Put IV0.90
Skew0.26
18 Sep 2026Put IV premium
Call IV0.42
Put IV0.61
Skew0.19
16 Oct 2026Put IV premium
Call IV1.14
Put IV1.61
Skew0.47
15 Jan 2027Call IV premium
Call IV1.13
Put IV0.34
Skew-0.79

Contract Tape

Most active contracts

Full contract tape
ContractTLYS261016C00002500
SideCall
Expiry16 Oct 2026
Strike2.50
Volume10
OI138
IV0.01
ContractTLYS270115C00007500
SideCall
Expiry15 Jan 2027
Strike7.50
Volume1
OI2826
IV1.13
ContractTLYS261016C00007500
SideCall
Expiry16 Oct 2026
Strike7.50
Volume-
OI980
IV0.70
ContractTLYS260821C00002500
SideCall
Expiry21 Aug 2026
Strike2.50
Volume-
OI136
IV1.46
ContractTLYS261016C00005000
SideCall
Expiry16 Oct 2026
Strike5.00
Volume-
OI47
IV1.14
ContractTLYS270115P00005000
SidePut
Expiry15 Jan 2027
Strike5.00
Volume-
OI11
IV1.19
ContractTLYS260821C00005000
SideCall
Expiry21 Aug 2026
Strike5.00
Volume-
OI10
IV0.64
ContractTLYS270115C00002500
SideCall
Expiry15 Jan 2027
Strike2.50
Volume-
OI10
IV1.51