Ticker Options Intelligence

ORC options intelligence

Orchid Island Capital Inc. options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 50 Market data through 29 Jul 2026 Checked 30 Jul 2026 05:19 · complete available chain

Volatility expansion watch

Volatility pressure

ORC currently carries volatility options pressure with a 50/100 conviction score. The nearest-chain expected move is 16.0%, with volume/open-interest participation at 0.03.

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

Volatility expansion watch

Expected move 16.0%

Wider near-term move priced

Activity / OI 0.03

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 -4.5%

RS -9.1

Expected move 16.0%
Put-call volume 0.18
Volume / OI 0.03
Reference IV 0.66
Max pain 7.50
Underlying 6.54
Nearest expiry 21 Aug 2026
Contracts 42

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: $5472 of estimated gross traded notional, puts · 22-45 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+80
1W price-4.5%
Call premium53%
Put premium47%
Notional split C 53% / P 47% 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 0/100 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 Puts · 22-45 days · ITM
Puts · 22-45 days · ITM puts cluster with 25 contracts traded, $2562 estimated gross traded notional, and 47% of visible notional.
$2562
Calls · 91+ days · ITM calls cluster with 4 contracts traded, $1320 estimated gross traded notional, and 24% of visible notional.
$1320
Calls · 91+ days · OTM calls cluster with 79 contracts traded, $526 estimated gross traded notional, and 10% of visible notional.
$526
Calls · 46-90 days · ITM calls cluster with 3 contracts traded, $472 estimated gross traded notional, and 9% of visible notional.
$472
Calls · 22-45 days · ITM calls cluster with 2 contracts traded, $300 estimated gross traded notional, and 5% of visible notional.
$300

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
Close6.54
1W-4.5%
RS-9.1
Fair value+9.0%
Options pressure80
Speculation37
Volatility86
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 16.0% muted
30d avg 16.7% · 1 read 0th
90d avg 16.7% · 1 read 0th
180d avg 16.7% · 1 read 0th
IV 0.66 muted
30d avg 0.76 · 1 read 0th
90d avg 0.76 · 1 read 0th
180d avg 0.76 · 1 read 0th
Put-call 0.18 elevated
30d avg 0.03 · 1 read 100th
90d avg 0.03 · 1 read 100th
180d avg 0.03 · 1 read 100th
Volume/OI 0.03 muted
30d avg 0.04 · 1 read 0th
90d avg 0.04 · 1 read 0th
180d avg 0.04 · 1 read 0th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:08 Volatility
Pressure 100
Move 16.7%
30 Jul 04:19 Volatility
Pressure 80
Move 16.0%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 3
Puts · V 0 · OI 1
Strike5.00
Calls · V 2 · OI 19
Puts · V 0 · OI 2
Strike7.50
Calls · V 2 · OI 104
Puts · V 25 · OI 128
Strike10.00
Calls · V 0 · OI 3
Puts · V 0 · OI 3
Strike12.50
Calls · V 32 · OI 7
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts10
Avg IV0.66
Put-call0.69
Expiry18 Sep 2026
Contracts10
Avg IV0.66
Put-call1.33
Expiry16 Oct 2026
Contracts12
Avg IV0.56
Put-call-
Expiry15 Jan 2027
Contracts10
Avg IV0.32
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.31
Put IV0.58
Skew0.27
18 Sep 2026Put IV premium
Call IV0.20
Put IV0.40
Skew0.20
16 Oct 2026Put IV premium
Call IV0.16
Put IV0.32
Skew0.16
15 Jan 2027Balanced skew
Call IV0.18
Put IV0.22
Skew0.04

Contract Tape

Most active contracts

Full contract tape
ContractORC270115C00007500
SideCall
Expiry15 Jan 2027
Strike7.50
Volume67
OI2078
IV0.18
ContractORC260821C00012500
SideCall
Expiry21 Aug 2026
Strike12.50
Volume32
OI7
IV1.13
ContractORC260821P00007500
SidePut
Expiry21 Aug 2026
Strike7.50
Volume25
OI128
IV0.57
ContractORC261016C00007500
SideCall
Expiry16 Oct 2026
Strike7.50
Volume20
OI3008
IV0.16
ContractORC261016C00012500
SideCall
Expiry16 Oct 2026
Strike12.50
Volume13
OI9
IV0.60
ContractORC261016C00010000
SideCall
Expiry16 Oct 2026
Strike10.00
Volume10
OI205
IV0.42
ContractORC270115C00010000
SideCall
Expiry15 Jan 2027
Strike10.00
Volume6
OI110
IV0.28
ContractORC270115C00012500
SideCall
Expiry15 Jan 2027
Strike12.50
Volume6
OI4
IV0.41