Ticker Options Intelligence

BRC options intelligence

Brady Corporation options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 50 Market data through 4 Aug 2026 Checked 5 Aug 2026 11:41 · complete available chain

Call-side pressure

Bullish pressure

BRC currently carries bullish options pressure with a 50/100 conviction score. The nearest-chain expected move is 5.1%, with volume/open-interest participation at 0.04.

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

Call-side pressure

Expected move 5.1%

Near-term move context

Activity / OI 0.04

Current volume is quieter versus prior open interest

Put-call 0.00

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -0.2%

RS 5.5

Expected move 5.1%
Put-call volume -
Volume / OI 0.04
Reference IV 0.26
Max pain 80.00
Underlying 94.27
Nearest expiry 21 Aug 2026
Contracts 140

Research Brief

BRC has a bullish chain read with 50/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 89.49–99.05; The largest call open-interest concentration is 90.00; the largest put concentration is 75.00. The most active strike by current volume is 90.00.

Priced range89.49–99.05
Call concentration90.00
Put concentration75.00
Max pain reference80.00
What would confirm it
  • Price holds or improves while call-side concentration remains elevated.
What would weaken it
  • Price weakens while call pressure fades or reverses toward puts.
  • 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 89.49 to 99.05. Max pain at 80.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
89.4994.27 ± 4.7899.05
Confirmation level

A close beyond 99.05 or below 89.49 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 50/100

Evidence alignment, not probability

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

Directional pressure100 × 42%
+42.0

How strongly activity leans toward calls or puts.

Participation17 × 22%
+3.7

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.

Volatility39 × 10%
+3.9

The intensity of implied volatility and the priced move.

Reconstructed score49.6Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 90.00; the largest put concentration is 75.00. The most active strike by current volume is 90.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
45.00-52.3%
2
0
50.00-47.0%
0
0
55.00-41.7%
0
0
60.00-36.4%
1
0
65.00-31.0%
0
0
70.00-25.7%
0
10
75.00-20.4%
0
10
80.00-15.1%
55
5
85.00-9.8%
32
0
90.00-4.5%
115
1
95.000.8%
58
0
100.006.1%
12
1
105.0011.4%
18
0
110.0016.7%
1
0
115.0022.0%
0
0
120.0027.3%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported Greeks · 97% coverage

Call-side gamma sensitivity outweighs the put-side proxy across the retained chain. The largest bars mark levels where delta-hedging sensitivity may be most concentrated.

Net profile+$78,567Delta change / 1% move
Positive peak90.00+$36,027
Negative peak70.00-$4,285
Nearest balance75.15Interpolated sign change
StrikeNegativePositiveNet / 1% move
45.00-52.3%
+$36
50.00-47.0%
+$15
65.00-31.0%
+$63
70.00-25.7%
-$4,285
75.00-20.4%
-$137
80.00-15.1%
+$4,311
85.00-9.8%
+$4,548
90.00-4.5%
+$36,027
95.000.8%
+$29,567
100.006.1%
+$7,114
105.0011.4%
+$1,268
110.0016.7%
+$39
Positive call-side proxy Negative put-side proxyHighlighted row is nearest spot strike

Scenario proxy = gamma × open interest × 100 shares × spot² × 1%. Calls are positive and puts negative by convention. Missing Greeks use a Black-Scholes estimate from stored IV with zero rate and dividend assumptions. Open interest does not reveal who is long or short, so this is not observed dealer positioning or a forecast.

Volatility Curve

Balanced volatility curve

0.90× front/back

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

0.26 21 Aug 17d
0.33 18 Sep 45d
0.28 20 Nov 108d
0.29 19 Feb 199d

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.

80
85
90
95
100
105
110
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 matured · 0 directional

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
  • Auditable calculationoriginal version retained
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Eligible snapshots must have a dated market session, stored signal, and point-in-time market reference. Each observation uses one read per market session and the first stored weekly close on or immediately after expiry; its original calculation version is retained. 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
4 Aug 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

Multi-expiry position-maintenance candidate

61/100
Primary intent Multi-expiry position-maintenance candidate

Activity is spread across expirations with heavier open interest than current volume, which can be consistent with position maintenance.

Flow vs price divergence Bullish flow before price confirmation

Call-side pressure is building before a meaningful weekly price response.

Why this matters

Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $12,795 of estimated gross traded notional, calls · 8-21 days · itm, and a bullish flow before price confirmation backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+100
1W price-0.2%
Call premium100%
Put premium0%
Notional split C 100% / P 0% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.04 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. Roll detection is conservative because opening and closing legs are not directly observable in this snapshot.
Conviction clusters Calls · 8-21 days · ITM
Calls · 8-21 days · ITM calls cluster with 10 contracts traded, $8,300 estimated gross traded notional, and 65% of visible notional.
$8,300
Calls · 8-21 days · ATM calls cluster with 6 contracts traded, $2,460 estimated gross traded notional, and 19% of visible notional.
$2,460
Calls · 22-45 days · ATM calls cluster with 2 contracts traded, $1,320 estimated gross traded notional, and 10% of visible notional.
$1,320
Calls · 22-45 days · OTM calls cluster with 2 contracts traded, $715 estimated gross traded notional, and 6% of visible notional.
$715

Setup Classification

Opportunity and risk frame

Context, not advice
Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Warning Bullish pressure over fair value

Call pressure is building while the stock sits above Sharemaestro fair value.

Activity Anomaly

Warming up

-

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

Baseline: 5 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close94.27
1W-0.2%
RS5.5
Fair value+34.5%
Options pressure100
Speculation17
Volatility39
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 5.1% history building
30d avg - · 5/10 sessions -
90d avg - · 5/30 sessions -
180d avg - · 5/60 sessions -
IV 0.26 history building
30d avg - · 5/10 sessions -
90d avg - · 5/30 sessions -
180d avg - · 5/60 sessions -
Put-call 0.00 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.04 history building
30d avg - · 5/10 sessions -
90d avg - · 5/30 sessions -
180d avg - · 5/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:43 Bullish
Pressure 100
Move 5.1%
30 Jul 10:40 Bearish
Pressure -93
Move 4.3%
31 Jul 10:25 Bullish
Pressure 100
Move 4.0%
3 Aug 11:00 Mixed
Pressure 7
Move 4.1%
3 Aug 14:45 Bullish
Pressure 56
Move 12.3%
3 Aug 18:18 Bullish
Pressure 52
Move 12.1%
4 Aug 05:18 Mixed
Pressure -7
Move 4.3%
5 Aug 10:41 Bullish
Pressure 100
Move 5.1%

Strike Map

Where activity is clustering

Full strike map
Strike45.00
Calls · V 0 · OI 2
Puts · V 0 · OI 0
Strike50.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike55.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike60.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike65.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike70.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike75.00
Calls · V 0 · OI 0
Puts · V 0 · OI 10
Strike80.00
Calls · V 0 · OI 55
Puts · V 0 · OI 10

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts32
Avg IV0.26
Put-call-
Expiry18 Sep 2026
Contracts38
Avg IV0.33
Put-call-
Expiry20 Nov 2026
Contracts36
Avg IV0.28
Put-call-
Expiry19 Feb 2027
Contracts34
Avg IV0.29
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.05
Put IV0.16
Skew0.11
18 Sep 2026Put IV premium
Call IV0.32
Put IV0.43
Skew0.12
20 Nov 2026Balanced skew
Call IV0.29
Put IV0.31
Skew0.02
19 Feb 2027Balanced skew
Call IV0.27
Put IV0.30
Skew0.03

Contract Tape

Most active contracts

Full contract tape
ContractBRC260821C00090000
SideCall
Expiry21 Aug 2026
Strike90.00
Volume10
OI115
IV0.34
ContractBRC260821C00095000
SideCall
Expiry21 Aug 2026
Strike95.00
Volume6
OI58
IV0.29
ContractBRC260918C00095000
SideCall
Expiry18 Sep 2026
Strike95.00
Volume2
OI1
IV0.37
ContractBRC260918C00100000
SideCall
Expiry18 Sep 2026
Strike100.00
Volume2
OI-
IV0.32
ContractBRC261120P00070000
SidePut
Expiry20 Nov 2026
Strike70.00
Volume-
OI103
IV0.42
ContractBRC260821C00080000
SideCall
Expiry21 Aug 2026
Strike80.00
Volume-
OI55
IV0.60
ContractBRC261120C00090000
SideCall
Expiry20 Nov 2026
Strike90.00
Volume-
OI47
IV0.33
ContractBRC260821C00085000
SideCall
Expiry21 Aug 2026
Strike85.00
Volume-
OI32
IV0.50