Ticker Options Intelligence

LDI options intelligence

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

Conviction 47 Market data through 30 Jul 2026 Checked 30 Jul 2026 20:39 · complete available chain

Volatility expansion watch

Volatility pressure

LDI currently carries volatility options pressure with a 47/100 conviction score. The nearest-chain expected move is 17.8%, with volume/open-interest participation at 0.02.

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

Volatility expansion watch

Expected move 17.8%

Wider near-term move priced

Activity / OI 0.02

Current volume is quieter versus prior open interest

Put-call 0.18

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -2.9%

RS -57.3

Expected move 17.8%
Put-call volume 0.18
Volume / OI 0.02
Reference IV 10.08
Max pain 0.50
Underlying 1.01
Nearest expiry 31 Jul 2026
Contracts 120

Research Brief

LDI has a volatility chain read with 47/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 0.83–1.19; The largest call open-interest concentration is 1.50; the largest put concentration is 0.50. The most active strike by current volume is 1.50.

Priced range0.83–1.19
Call concentration1.50
Put concentration0.50
Max pain reference0.50
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 31 Jul

Options imply 0.83 to 1.19. Max pain at 0.50 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
0.831.01 ± 0.181.19
Confirmation level

A close beyond 1.19 or below 0.83 at the 31 Jul 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 47/100

Evidence alignment, not probability

Pressure is 81/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure81 × 42%
+33.8

How strongly activity leans toward calls or puts.

Participation17 × 22%
+3.6

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.

Reconstructed score47.1Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 1.50; the largest put concentration is 0.50. The most active strike by current volume is 1.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
82
0.50-50.5%
50
9
1.00-1.0%
15
3
1.5048.5%
998
0
2.0098.0%
2
1
2.50147.5%
2
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

8.57× front/back

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

10.08 31 Jul 1d
5.34 7 Aug 8d
5.70 14 Aug 15d
2.18 21 Aug 22d
3.73 28 Aug 29d
2.02 18 Sep 50d
1.25 18 Dec 141d
1.59 15 Jan 169d

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.

1
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

Forward validation is building. The earliest eligible stored read expires 31 Jul 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

Usable with limits

C69/100
Retained chain100%
Implied volatility99%
Two-sided quotes97%
Open interest100%
Chain status
Complete available chain
Market date
30 Jul 2026
Calculation
v2.0
Contracts
120 / 120
  • 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

84/100
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 Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $75573 of estimated gross traded notional, puts · 91+ 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+81
1W price-2.9%
Call premium33%
Put premium67%
Notional split C 33% / P 67% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.02 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 4 Aug Matched earnings event is 2 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 160 contracts traded, $46715 estimated gross traded notional, and 62% of visible notional.
$46715
Calls · 91+ days · OTM calls cluster with 942 contracts traded, $10994 estimated gross traded notional, and 15% of visible notional.
$10994
Calls · 91+ days · ITM calls cluster with 155 contracts traded, $10820 estimated gross traded notional, and 14% of visible notional.
$10820
Puts · 22-45 days · ITM puts cluster with 24 contracts traded, $1522 estimated gross traded notional, and 2% of visible notional.
$1522
Calls · 91+ days · ATM calls cluster with 36 contracts traded, $1350 estimated gross traded notional, and 2% of visible notional.
$1350

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

-

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

Baseline: 2 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close0.98
1W-2.9%
RS-57.3
Fair value-51.6%
Options pressure81
Speculation17
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 17.8% history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
IV 10.08 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Put-call 0.18 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Volume/OI 0.02 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:17 Volatility
Pressure 99
Move 18.8%
30 Jul 11:02 Volatility
Pressure 100
Move 30.0%
30 Jul 15:31 Volatility
Pressure 81
Move 18.8%
30 Jul 15:46 Volatility
Pressure 81
Move 18.8%
30 Jul 17:11 Volatility
Pressure 80
Move 17.8%
30 Jul 19:39 Volatility
Pressure 81
Move 17.8%

Strike Map

Where activity is clustering

Full strike map
Strike0.50
Calls · V 2 · OI 50
Puts · V 1 · OI 82
Strike1.00
Calls · V 2 · OI 15
Puts · V 2 · OI 9
Strike1.50
Calls · V 4 · OI 998
Puts · V 2 · OI 3
Strike2.00
Calls · V 1 · OI 2
Puts · V 1 · OI 0
Strike2.50
Calls · V 1 · OI 2
Puts · V 1 · OI 1

Term Structure

Expiration activity

Volume and IV
Expiry31 Jul 2026
Contracts10
Avg IV10.08
Put-call0.70
Expiry7 Aug 2026
Contracts9
Avg IV5.34
Put-call0.33
Expiry14 Aug 2026
Contracts6
Avg IV5.70
Put-call0.21
Expiry21 Aug 2026
Contracts9
Avg IV2.18
Put-call1.88
Expiry28 Aug 2026
Contracts4
Avg IV3.73
Put-call1.00

Skew

Call/put IV balance

OTM demand
31 Jul 2026Put IV premium
Call IV4.63
Put IV10.50
Skew5.87
7 Aug 2026Put IV premium
Call IV3.25
Put IV6.72
Skew3.47
14 Aug 2026Call IV premium
Call IV7.75
Put IV2.44
Skew-5.31
21 Aug 2026Call IV premium
Call IV1.38
Put IV1.03
Skew-0.34
28 Aug 2026Incomplete skew
Call IV-
Put IV4.72
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractLDI260807C00001000
SideCall
Expiry7 Aug 2026
Strike1.00
Volume-
OI47
IV2.78
ContractLDI260807P00001500
SidePut
Expiry7 Aug 2026
Strike1.50
Volume-
OI15
IV6.19
ContractLDI270319C00002000
SideCall
Expiry19 Mar 2027
Strike2.00
Volume-
OI10
IV3.33
ContractLDI270319P00001000
SidePut
Expiry19 Mar 2027
Strike1.00
Volume-
OI10
IV2.88
ContractLDI260828P00001000
SidePut
Expiry28 Aug 2026
Strike1.00
Volume-
OI6
IV4.72
ContractLDI260807P00002500
SidePut
Expiry7 Aug 2026
Strike2.50
Volume-
OI4
IV8.19
ContractLDI260807C00002000
SideCall
Expiry7 Aug 2026
Strike2.00
Volume-
OI2
IV4.81
ContractLDI260814C00001000
SideCall
Expiry14 Aug 2026
Strike1.00
Volume-
OI2
IV6.38