Ticker Options Intelligence

NNE options intelligence

Nano Nuclear Energy Inc. Common Stock options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 38 Market data through 31 Jul 2026 Checked 1 Aug 2026 23:54 · complete available chain

Call-side pressure

Bullish pressure

NNE currently carries bullish options pressure with a 38/100 conviction score. The nearest-chain expected move is 11.0%, with volume/open-interest participation at 0.03.

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

Call-side pressure

Expected move 11.0%

Wider near-term move priced

Activity / OI 0.03

Current volume is quieter versus prior open interest

Put-call 0.59

Call-side skew

Trend fit 23

Options are not fully confirming trend

Weekly backdrop +2.1%

RS -51.4

Expected move 11.0%
Put-call volume 0.59
Volume / OI 0.03
Reference IV 0.99
Max pain 18.00
Underlying 15.91
Nearest expiry 7 Aug 2026
Contracts 824

Research Brief

NNE has a bullish chain read with 38/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 14.16–17.66; The largest call open-interest concentration is 19.00; the largest put concentration is 14.00. The most active strike by current volume is 17.00.

Priced range14.16–17.66
Call concentration19.00
Put concentration14.00
Max pain reference18.00
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 7 Aug

Options imply 14.16 to 17.66. Max pain at 18.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
14.1615.91 ± 1.7517.66
Confirmation level

A close beyond 17.66 or below 14.16 at the 7 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 38/100

Evidence alignment, not probability

Pressure is 31/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure31 × 42%
+13.1

How strongly activity leans toward calls or puts.

Participation41 × 22%
+8.9

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

Trend agreement23 × 26%
+6.0

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 score37.7Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 19.00; the largest put concentration is 14.00. The most active strike by current volume is 17.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1228
14.00-12.0%
1
224
14.50-8.9%
18
507
15.00-5.7%
26
41
15.50-2.6%
17
275
16.000.6%
73
37
16.503.7%
39
117
17.006.9%
97
157
17.5010.0%
152
73
18.0013.1%
191
42
18.5016.3%
90
43
19.0019.4%
259
5
19.5022.6%
98
85
20.0025.7%
190
14
20.5028.8%
99
26
21.0032.0%
100
115
21.5035.1%
150
28
24.0050.8%
69
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Balanced volatility curve

1.01× front/back

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

0.99 7 Aug 7d
1.05 14 Aug 14d
1.03 21 Aug 21d
1.04 28 Aug 28d
1.00 4 Sep 35d
1.00 11 Sep 42d
1.00 18 Sep 49d
1.00 16 Oct 77d

Volatility by Strike

Balanced wings

Nearest expiry, within 20% of spot

Comparable upside calls and downside puts carry broadly similar implied volatility.

13
14
14
15
15
16
16
17
17
18
18
19
19
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

High

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
824 / 824
  • 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

91/100
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 Bullish flow confirms price

Options pressure and weekly price action are pointing in the same constructive direction.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $343352 of estimated gross traded notional, puts · 0-7 days · itm, and a bullish flow confirms price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+31
1W price+2.1%
Call premium39%
Put premium61%
Notional split C 39% / P 61% 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 23/100 Agreement between options pressure and Sharemaestro market context.
Event window 13 Aug Matched earnings event is 11 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 · 0-7 days · ITM
Puts · 0-7 days · ITM puts cluster with 221 contracts traded, $126812 estimated gross traded notional, and 37% of visible notional.
$126812
Puts · 8-21 days · ITM puts cluster with 80 contracts traded, $35428 estimated gross traded notional, and 10% of visible notional.
$35428
Calls · 91+ days · OTM calls cluster with 156 contracts traded, $33219 estimated gross traded notional, and 10% of visible notional.
$33219
Calls · 8-21 days · ITM calls cluster with 204 contracts traded, $31110 estimated gross traded notional, and 9% of visible notional.
$31110
Calls · 0-7 days · OTM calls cluster with 408 contracts traded, $15554 estimated gross traded notional, and 5% of visible notional.
$15554

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

-

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
Close15.91
1W+2.1%
RS-51.4
Fair value-39.0%
Options pressure31
Speculation41
Volatility96
Trend fit23

Today Versus Normal

Stored-options context

View history
Expected move 11.0% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.99 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.59 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.03 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 11:06 Bullish
Pressure 60
Move 9.0%
30 Jul 10:54 Bullish
Pressure 21
Move 8.2%
31 Jul 10:36 Mixed
Pressure 17
Move 8.7%
1 Aug 05:01 Bullish
Pressure 31
Move 11.2%
1 Aug 22:54 Bullish
Pressure 31
Move 11.0%

Strike Map

Where activity is clustering

Full strike map
Strike1.00
Calls · V 0 · OI 24
Puts · V 0 · OI 1
Strike2.00
Calls · V 0 · OI 36
Puts · V 0 · OI 0
Strike3.00
Calls · V 0 · OI 1
Puts · V 0 · OI 3
Strike4.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike5.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike6.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike8.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1

Term Structure

Expiration activity

Volume and IV
Expiry7 Aug 2026
Contracts118
Avg IV0.99
Put-call1.02
Expiry14 Aug 2026
Contracts96
Avg IV1.05
Put-call0.19
Expiry21 Aug 2026
Contracts96
Avg IV1.03
Put-call1.15
Expiry28 Aug 2026
Contracts86
Avg IV1.04
Put-call0.34
Expiry4 Sep 2026
Contracts66
Avg IV1.00
Put-call1.67

Skew

Call/put IV balance

OTM demand
7 Aug 2026Balanced skew
Call IV0.99
Put IV1.03
Skew0.04
14 Aug 2026Balanced skew
Call IV1.06
Put IV1.06
Skew-
21 Aug 2026Balanced skew
Call IV1.07
Put IV1.03
Skew-0.04
28 Aug 2026Balanced skew
Call IV1.06
Put IV1.03
Skew-0.03
4 Sep 2026Balanced skew
Call IV0.98
Put IV0.98
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractNNE260814C00015500
SideCall
Expiry14 Aug 2026
Strike15.50
Volume204
OI207
IV1.06
ContractNNE260807C00017000
SideCall
Expiry7 Aug 2026
Strike17.00
Volume142
OI97
IV1.01
ContractNNE260807C00017500
SideCall
Expiry7 Aug 2026
Strike17.50
Volume136
OI152
IV0.99
ContractNNE260814C00020000
SideCall
Expiry14 Aug 2026
Strike20.00
Volume63
OI428
IV1.09
ContractNNE260807P00015000
SidePut
Expiry7 Aug 2026
Strike15.00
Volume58
OI507
IV1.00
ContractNNE260807P00014000
SidePut
Expiry7 Aug 2026
Strike14.00
Volume57
OI1228
IV1.01
ContractNNE260807C00016000
SideCall
Expiry7 Aug 2026
Strike16.00
Volume52
OI73
IV1.01
ContractNNE260807C00018000
SideCall
Expiry7 Aug 2026
Strike18.00
Volume49
OI191
IV0.97