Ticker Options Intelligence

BRR options intelligence

ProCap Financial, Inc. options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 47 Market data through 29 Jul 2026 Checked 29 Jul 2026 21:56 · complete available chain

Volatility expansion watch

Volatility pressure

BRR currently carries volatility options pressure with a 47/100 conviction score. The nearest-chain expected move is 21.3%, with volume/open-interest participation at 0.02.

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

Volatility expansion watch

Expected move 21.3%

Wider near-term move priced

Activity / OI 0.02

Current volume is quieter versus prior open interest

Put-call 0.35

Call-side skew

Trend fit 41

Options are not fully confirming trend

Weekly backdrop -11.0%

Sharemaestro weekly context

Expected move 21.3%
Put-call volume 0.35
Volume / OI 0.02
Reference IV 8.34
Max pain 1.50
Underlying 1.78
Nearest expiry 31 Jul 2026
Contracts 77

Options Intent Radar

Earnings/event positioning

85/100
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: $64488 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+59
1W price-11.0%
Call premium67%
Put premium33%
Notional split C 67% / P 33% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.02 Volume divided by open interest across the visible chain.
Trend fit 41/100 Agreement between options pressure and Sharemaestro market context.
Event window 13 Aug Matched earnings event is 15 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 · 22-45 days · ITM
Puts · 22-45 days · ITM puts cluster with 210 contracts traded, $15808 estimated gross traded notional, and 25% of visible notional.
$15808
Calls · 91+ days · ITM calls cluster with 174 contracts traded, $14148 estimated gross traded notional, and 22% of visible notional.
$14148
Calls · 8-21 days · ITM calls cluster with 94 contracts traded, $10360 estimated gross traded notional, and 16% of visible notional.
$10360
Calls · 91+ days · OTM calls cluster with 589 contracts traded, $9230 estimated gross traded notional, and 14% of visible notional.
$9230
Calls · 22-45 days · ITM calls cluster with 42 contracts traded, $6237 estimated gross traded notional, and 10% of visible notional.
$6237

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

High anomaly

100

Current options activity is unusually hot versus this ticker's stored history.

Volume rank100th
Volume/OI rank100th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close1.78
1W-11.0%
RS-
Fair value-24.7%
Options pressure59
Speculation9
Volatility96
Trend fit41

Today Versus Normal

Stored-options context

View history
Expected move 21.3% elevated
30d avg 14.4% · 1 read 100th
90d avg 14.4% · 1 read 100th
180d avg 14.4% · 1 read 100th
IV 8.34 elevated
30d avg 1.94 · 1 read 100th
90d avg 1.94 · 1 read 100th
180d avg 1.94 · 1 read 100th
Put-call 0.35 elevated
30d avg 0.18 · 1 read 100th
90d avg 0.18 · 1 read 100th
180d avg 0.18 · 1 read 100th
Volume/OI 0.02 elevated
30d avg 0.01 · 1 read 100th
90d avg 0.01 · 1 read 100th
180d avg 0.01 · 1 read 100th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:41 Volatility
Pressure 80
Move 14.4%
29 Jul 20:56 Volatility
Pressure 59
Move 21.3%

Strike Map

Where activity is clustering

Full strike map
Strike0.50
Calls · V 6 · OI 234
Puts · V 0 · OI 0
Strike1.00
Calls · V 5 · OI 12
Puts · V 2 · OI 107
Strike1.50
Calls · V 2 · OI 13
Puts · V 1 · OI 425
Strike2.00
Calls · V 3 · OI 290
Puts · V 2 · OI 213
Strike2.50
Calls · V 2 · OI 177
Puts · V 0 · OI 0
Strike3.00
Calls · V 17 · OI 298
Puts · V 0 · OI 0
Strike3.50
Calls · V 2 · OI 322
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry31 Jul 2026
Contracts10
Avg IV8.34
Put-call0.14
Expiry7 Aug 2026
Contracts10
Avg IV10.87
Put-call0.27
Expiry14 Aug 2026
Contracts9
Avg IV3.75
Put-call0.25
Expiry21 Aug 2026
Contracts22
Avg IV2.27
Put-call0.97
Expiry28 Aug 2026
Contracts3
Avg IV6.11
Put-call2.56

Skew

Call/put IV balance

OTM demand
31 Jul 2026Put IV premium
Call IV3.31
Put IV4.50
Skew1.19
7 Aug 2026Put IV premium
Call IV12.20
Put IV13.81
Skew1.61
14 Aug 2026Put IV premium
Call IV5.58
Put IV10.97
Skew5.39
21 Aug 2026Put IV premium
Call IV1.06
Put IV1.39
Skew0.33
28 Aug 2026Call IV premium
Call IV2.57
Put IV-
Skew-2.57

Contract Tape

Most active contracts

Full contract tape
ContractBRR260814C00001000
SideCall
Expiry14 Aug 2026
Strike1.00
Volume-
OI-
IV-
ContractBRR270219P00001000
SidePut
Expiry19 Feb 2027
Strike1.00
Volume-
OI60
IV-
ContractBRR270219P00002500
SidePut
Expiry19 Feb 2027
Strike2.50
Volume-
OI50
IV2.26
ContractBRR260814P00002000
SidePut
Expiry14 Aug 2026
Strike2.00
Volume-
OI24
IV-
ContractBRR270219P00001500
SidePut
Expiry19 Feb 2027
Strike1.50
Volume-
OI10
IV1.39
ContractBRR260821P00004500
SidePut
Expiry21 Aug 2026
Strike4.50
Volume-
OI1
IV-
ContractBRR261120C00005500
SideCall
Expiry20 Nov 2026
Strike5.50
Volume-
OI-
IV0.50
ContractBRR260821C00004500
SideCall
Expiry21 Aug 2026
Strike4.50
Volume-
OI-
IV0.50