Ticker Options Intelligence

EYPT options intelligence

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

Conviction 61 Market data through 30 Jul 2026 Checked 31 Jul 2026 04:45 · complete available chain

Volatility expansion watch

Volatility pressure

EYPT currently carries volatility options pressure with a 61/100 conviction score. The nearest-chain expected move is 61.9%, with volume/open-interest participation at 0.01.

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

Volatility expansion watch

Expected move 61.9%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 32.61

Put-side skew

Trend fit 31

Options are not fully confirming trend

Weekly backdrop +0.5%

RS -18.8

Expected move 61.9%
Put-call volume 32.61
Volume / OI 0.01
Reference IV 3.22
Max pain 12.50
Underlying 12.19
Nearest expiry 21 Aug 2026
Contracts 140

Research Brief

EYPT has a volatility chain read with 61/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 4.64–19.74; The largest call open-interest concentration is 17.50; the largest put concentration is 10.00. The most active strike by current volume is 12.50.

Priced range4.64–19.74
Call concentration17.50
Put concentration10.00
Max pain reference12.50
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 21 Aug

Options imply 4.64 to 19.74. Max pain at 12.50 sits inside that range, 2.5% above spot.

Spot Max pain
4.6412.19 ± 7.5519.74
Confirmation level

A close beyond 19.74 or below 4.64 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 61/100

Evidence alignment, not probability

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

Directional pressure100 × 42%
+42.0

How strongly activity leans toward calls or puts.

Participation4 × 22%
+0.9

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

Trend agreement31 × 26%
+8.0

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 score60.6Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 17.50; the largest put concentration is 10.00. The most active strike by current volume is 12.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
51
2.50-79.5%
1
13
5.00-59.0%
1
554
7.50-38.5%
115
3826
10.00-18.0%
148
2687
12.502.5%
47
10
15.0023.1%
248
0
17.5043.6%
868
228
20.0064.1%
25
16
22.5084.6%
142
0
25.00105.1%
124
0
30.00146.1%
3
0
35.00187.1%
4
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

2.49× front/back

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

3.22 21 Aug 22d
2.83 18 Sep 50d
2.63 16 Oct 78d
2.14 18 Dec 141d
1.89 15 Jan 169d
1.29 21 Jan 540d

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.

10
13
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

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
30 Jul 2026
Calculation
v2.0
Contracts
140 / 140
  • 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

89/100
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: $268268 of estimated gross traded notional, puts · 46-90 days · otm, 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+0.5%
Call premium4%
Put premium96%
Notional split C 4% / P 96% 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 31/100 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 · 46-90 days · OTM
Puts · 46-90 days · OTM puts cluster with 551 contracts traded, $199115 estimated gross traded notional, and 74% of visible notional.
$199115
Puts · 8-21 days · ITM puts cluster with 163 contracts traded, $57050 estimated gross traded notional, and 21% of visible notional.
$57050
Calls · 46-90 days · OTM calls cluster with 17 contracts traded, $7680 estimated gross traded notional, and 3% of visible notional.
$7680
Calls · 8-21 days · OTM calls cluster with 4 contracts traded, $1230 estimated gross traded notional, and 0% of visible notional.
$1230
Calls · 91+ days · OTM calls cluster with 2 contracts traded, $1225 estimated gross traded notional, and 0% of visible notional.
$1225

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
Close12.25
1W+0.5%
RS-18.8
Fair value-0.3%
Options pressure-100
Speculation4
Volatility96
Trend fit31

Today Versus Normal

Stored-options context

View history
Expected move 61.9% history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
IV 3.22 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Put-call 32.61 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Volume/OI 0.01 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 11:12 Mixed
Pressure 8
Move 59.5%
30 Jul 10:59 Volatility
Pressure -77
Move 59.1%
30 Jul 15:15 Volatility
Pressure -70
Move 66.9%
30 Jul 15:33 Volatility
Pressure -70
Move 66.9%
30 Jul 19:36 Volatility
Pressure -25
Move 61.1%
31 Jul 03:45 Volatility
Pressure -100
Move 61.9%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 1
Puts · V 25 · OI 51
Strike5.00
Calls · V 0 · OI 1
Puts · V 1 · OI 13
Strike7.50
Calls · V 0 · OI 115
Puts · V 8 · OI 554
Strike10.00
Calls · V 0 · OI 148
Puts · V 0 · OI 3826
Strike12.50
Calls · V 1 · OI 47
Puts · V 163 · OI 2687
Strike15.00
Calls · V 2 · OI 248
Puts · V 0 · OI 10
Strike17.50
Calls · V 1 · OI 868
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 25
Puts · V 0 · OI 228

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts24
Avg IV3.22
Put-call49.25
Expiry18 Sep 2026
Contracts22
Avg IV2.83
Put-call0.09
Expiry16 Oct 2026
Contracts24
Avg IV2.63
Put-call91.67
Expiry18 Dec 2026
Contracts24
Avg IV2.14
Put-call2.00
Expiry15 Jan 2027
Contracts24
Avg IV1.89
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV2.77
Put IV3.15
Skew0.38
18 Sep 2026Put IV premium
Call IV2.55
Put IV2.62
Skew0.07
16 Oct 2026Put IV premium
Call IV1.96
Put IV2.55
Skew0.60
18 Dec 2026Put IV premium
Call IV1.65
Put IV2.09
Skew0.44
15 Jan 2027Balanced skew
Call IV1.80
Put IV1.75
Skew-0.05

Contract Tape

Most active contracts

Full contract tape
ContractEYPT261016P00010000
SidePut
Expiry16 Oct 2026
Strike10.00
Volume510
OI26660
IV2.55
ContractEYPT260821P00012500
SidePut
Expiry21 Aug 2026
Strike12.50
Volume163
OI2687
IV3.05
ContractEYPT261016P00007500
SidePut
Expiry16 Oct 2026
Strike7.50
Volume40
OI5196
IV2.80
ContractEYPT260821P00002500
SidePut
Expiry21 Aug 2026
Strike2.50
Volume25
OI51
IV3.83
ContractEYPT260918C00012500
SideCall
Expiry18 Sep 2026
Strike12.50
Volume11
OI80
IV2.73
ContractEYPT260821P00007500
SidePut
Expiry21 Aug 2026
Strike7.50
Volume8
OI554
IV3.31
ContractEYPT261016C00020000
SideCall
Expiry16 Oct 2026
Strike20.00
Volume6
OI460
IV2.23
ContractEYPT260821C00015000
SideCall
Expiry21 Aug 2026
Strike15.00
Volume2
OI248
IV3.12