Ticker Options Intelligence

ACIC options intelligence

American Coastal Insurance Corp options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 31 Market data through 31 Jul 2026 Checked 31 Jul 2026 16:34 · complete available chain

Options-market disagreement

Mixed pressure

ACIC currently carries mixed options pressure with a 31/100 conviction score. The nearest-chain expected move is 11.4%, with volume/open-interest participation at 0.46.

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

Options-market disagreement

Expected move 11.4%

Wider near-term move priced

Activity / OI 0.46

Current volume is quieter versus prior open interest

Put-call 0.67

Call-side skew

Trend fit 48

Options are not fully confirming trend

Weekly backdrop +3.3%

RS -11.9

Expected move 11.4%
Put-call volume 0.67
Volume / OI 0.46
Reference IV 0.58
Max pain 11.25
Underlying 10.28
Nearest expiry 21 Aug 2026
Contracts 39

Research Brief

ACIC has a mixed chain read with 31/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 9.10–11.46; The largest call open-interest concentration is 11.25; the largest put concentration is 10.25. The most active strike by current volume is 15.25.

Priced range9.10–11.46
Call concentration11.25
Put concentration10.25
Max pain reference11.25
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.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 9.10 to 11.46. Max pain at 11.25 sits inside that range, 9.4% above spot.

Spot Max pain
9.1010.28 ± 1.1811.46
Confirmation level

A close beyond 11.46 or below 9.10 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 31/100

Evidence alignment, not probability

Pressure is 15/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure15 × 42%
+6.3

How strongly activity leans toward calls or puts.

Participation19 × 22%
+4.1

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

Trend agreement48 × 26%
+12.4

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

Volatility81 × 10%
+8.1

The intensity of implied volatility and the priced move.

Reconstructed score30.9Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 11.25; the largest put concentration is 10.25. The most active strike by current volume is 15.25. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
5.25-48.9%
0
2
8.25-19.7%
3
1
9.00-12.5%
0
3
9.25-10.0%
1
2
10.00-2.7%
0
209
10.25-0.3%
1
6
11.259.4%
126
0
12.2519.2%
35
0
13.2528.9%
0
0
14.2538.6%
0
0
15.2548.3%
109
0
16.2558.1%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Balanced volatility curve

0.95× front/back

Near- and longer-dated implied volatility are broadly aligned; no exceptional front-expiry premium is visible.

0.58 21 Aug 21d
0.67 18 Sep 49d
0.67 20 Nov 112d
0.61 19 Feb 203d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.

8
9
9
10
10
11
12
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 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
  • 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

High

A96/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
39 / 39
  • 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

79/100
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 No clean flow/price divergence

The options read is mixed, so divergence is not strong enough to classify.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $35690 of estimated gross traded notional, puts · 91+ days · itm, and a no clean flow/price divergence backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+15
1W price+3.3%
Call premium47%
Put premium53%
Notional split C 47% / P 53% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.46 Volume divided by open interest across the visible chain.
Trend fit 48/100 Agreement between options pressure and Sharemaestro market context.
Event window 5 Aug Matched earnings event is 3 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 109 contracts traded, $12385 estimated gross traded notional, and 35% of visible notional.
$12385
Calls · 91+ days · ITM calls cluster with 60 contracts traded, $7900 estimated gross traded notional, and 22% of visible notional.
$7900
Puts · 91+ days · OTM puts cluster with 102 contracts traded, $6092 estimated gross traded notional, and 17% of visible notional.
$6092
Calls · 91+ days · OTM calls cluster with 139 contracts traded, $3310 estimated gross traded notional, and 9% of visible notional.
$3310
Calls · 8-21 days · OTM calls cluster with 126 contracts traded, $2773 estimated gross traded notional, and 8% of visible notional.
$2773

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.

Activity Anomaly

Warming up

-

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

Baseline: 3 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close10.62
1W+3.3%
RS-11.9
Fair value+3.8%
Options pressure15
Speculation19
Volatility81
Trend fit48

Today Versus Normal

Stored-options context

View history
Expected move 11.4% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.58 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.67 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Volume/OI 0.46 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:26 Bullish
Pressure 100
Move 11.3%
30 Jul 11:11 Bullish
Pressure 100
Move 8.8%
31 Jul 10:45 Bearish
Pressure -99
Move 9.5%
31 Jul 13:47 Mixed
Pressure 15
Move 11.7%
31 Jul 15:34 Mixed
Pressure 15
Move 11.4%

Strike Map

Where activity is clustering

Full strike map
Strike5.25
Calls · V 3 · OI 0
Puts · V 0 · OI 0
Strike8.25
Calls · V 2 · OI 3
Puts · V 1 · OI 2
Strike9.00
Calls · V 0 · OI 0
Puts · V 1 · OI 1
Strike9.25
Calls · V 1 · OI 1
Puts · V 1 · OI 3
Strike10.00
Calls · V 0 · OI 0
Puts · V 2 · OI 2
Strike10.25
Calls · V 0 · OI 1
Puts · V 4 · OI 209
Strike11.25
Calls · V 9 · OI 126
Puts · V 1 · OI 6
Strike12.25
Calls · V 1 · OI 35
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts16
Avg IV0.58
Put-call0.08
Expiry18 Sep 2026
Contracts1
Avg IV0.67
Put-call-
Expiry20 Nov 2026
Contracts14
Avg IV0.67
Put-call1.20
Expiry19 Feb 2027
Contracts8
Avg IV0.61
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.62
Put IV0.06
Skew-0.55
18 Sep 2026Incomplete skew
Call IV-
Put IV0.67
Skew-
20 Nov 2026Call IV premium
Call IV0.89
Put IV0.53
Skew-0.35
19 Feb 2027Incomplete skew
Call IV0.55
Put IV-
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractACIC270219C00016000
SideCall
Expiry19 Feb 2027
Strike16.00
Volume-
OI35
IV0.52
ContractACIC261120C00018000
SideCall
Expiry20 Nov 2026
Strike18.00
Volume-
OI2
IV0.82
ContractACIC270219C00019000
SideCall
Expiry19 Feb 2027
Strike19.00
Volume-
OI1
IV0.86
ContractACIC260821C00010250
SideCall
Expiry21 Aug 2026
Strike10.25
Volume-
OI1
IV0.56
ContractACIC270219C00017000
SideCall
Expiry19 Feb 2027
Strike17.00
Volume-
OI1
IV0.64
ContractACIC260918P00010000
SidePut
Expiry18 Sep 2026
Strike10.00
Volume-
OI1
IV0.67
ContractACIC261120C00011000
SideCall
Expiry20 Nov 2026
Strike11.00
Volume-
OI1
IV0.89
ContractACIC270219P00012000
SidePut
Expiry19 Feb 2027
Strike12.00
Volume-
OI1
IV0.51