Ticker Options Intelligence

SSL options intelligence

Sasol Ltd options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 54 Market data through 29 Jul 2026 Checked 30 Jul 2026 02:06 · complete available chain

Volatility expansion watch

Volatility pressure

SSL currently carries volatility options pressure with a 54/100 conviction score. The nearest-chain expected move is 11.4%, with volume/open-interest participation at 0.01.

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

Volatility expansion watch

Expected move 11.4%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.02

Call-side skew

Trend fit 2

Options are not fully confirming trend

Weekly backdrop +4.0%

RS 25.8

Expected move 11.4%
Put-call volume 0.02
Volume / OI 0.01
Reference IV 0.79
Max pain 10.00
Underlying 11.83
Nearest expiry 21 Aug 2026
Contracts 54

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: $26472 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+4.0%
Call premium98%
Put premium2%
Notional split C 98% / P 2% 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 2/100 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 45 contracts traded, $20250 estimated gross traded notional, and 76% of visible notional.
$20250
Calls · 22-45 days · ITM calls cluster with 10 contracts traded, $2300 estimated gross traded notional, and 9% of visible notional.
$2300
Calls · 91+ days · OTM calls cluster with 18 contracts traded, $2098 estimated gross traded notional, and 8% of visible notional.
$2098
Calls · 22-45 days · OTM calls cluster with 104 contracts traded, $1130 estimated gross traded notional, and 4% of visible notional.
$1130
Puts · 91+ days · ITM puts cluster with 2 contracts traded, $465 estimated gross traded notional, and 2% of visible notional.
$465

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

High anomaly

100

Current options activity is unusually hot versus this ticker's stored history.

Volume rank100th
Volume/OI rank100th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close11.83
1W+4.0%
RS25.8
Fair value+50.8%
Options pressure100
Speculation10
Volatility96
Trend fit2

Today Versus Normal

Stored-options context

View history
Expected move 11.4% muted
30d avg 23.0% · 1 read 0th
90d avg 23.0% · 1 read 0th
180d avg 23.0% · 1 read 0th
IV 0.79 elevated
30d avg 0.74 · 1 read 100th
90d avg 0.74 · 1 read 100th
180d avg 0.74 · 1 read 100th
Put-call 0.02 elevated
30d avg 0.00 · 1 read 100th
90d avg 0.00 · 1 read 100th
180d avg 0.00 · 1 read 100th
Volume/OI 0.01 elevated
30d avg 0.00 · 1 read 100th
90d avg 0.00 · 1 read 100th
180d avg 0.00 · 1 read 100th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:31 Volatility
Pressure 100
Move 23.0%
30 Jul 01:06 Volatility
Pressure 100
Move 11.4%

Strike Map

Where activity is clustering

Full strike map
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 34
Puts · V 0 · OI 0
Strike10.00
Calls · V 10 · OI 8
Puts · V 0 · OI 63
Strike12.50
Calls · V 4 · OI 2185
Puts · V 0 · OI 0
Strike15.00
Calls · V 100 · OI 124
Puts · V 0 · OI 5

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts10
Avg IV0.79
Put-call-
Expiry18 Sep 2026
Contracts14
Avg IV0.64
Put-call0.02
Expiry18 Dec 2026
Contracts20
Avg IV0.43
Put-call0.12
Expiry19 Mar 2027
Contracts10
Avg IV0.54
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.58
Put IV0.31
Skew-0.27
18 Sep 2026Call IV premium
Call IV0.64
Put IV0.21
Skew-0.43
18 Dec 2026Call IV premium
Call IV0.68
Put IV0.13
Skew-0.55
19 Mar 2027Put IV premium
Call IV0.54
Put IV0.61
Skew0.07

Contract Tape

Most active contracts

Full contract tape
ContractSSL260821C00015000
SideCall
Expiry21 Aug 2026
Strike15.00
Volume100
OI124
IV0.49
ContractSSL260918C00007500
SideCall
Expiry18 Sep 2026
Strike7.50
Volume45
OI386
IV1.27
ContractSSL261218C00012500
SideCall
Expiry18 Dec 2026
Strike12.50
Volume13
OI84
IV0.58
ContractSSL260821C00010000
SideCall
Expiry21 Aug 2026
Strike10.00
Volume10
OI8
IV1.29
ContractSSL260918C00015000
SideCall
Expiry18 Sep 2026
Strike15.00
Volume8
OI6280
IV0.33
ContractSSL260821C00012500
SideCall
Expiry21 Aug 2026
Strike12.50
Volume4
OI2185
IV0.58
ContractSSL261218C00015000
SideCall
Expiry18 Dec 2026
Strike15.00
Volume4
OI70
IV0.19
ContractSSL261218P00012500
SidePut
Expiry18 Dec 2026
Strike12.50
Volume2
OI3
IV0.65