Ticker Options Intelligence

UFI options intelligence

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

Conviction 54 Market data through 30 Jul 2026 Checked 30 Jul 2026 19:40 · complete available chain

Volatility expansion watch

Volatility pressure

UFI currently carries volatility options pressure with a 54/100 conviction score. The nearest-chain expected move is 29.4%, 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 Volatility

Volatility expansion watch

Expected move 29.4%

Wider near-term move priced

Activity / OI 0.04

Current volume is quieter versus prior open interest

Put-call 0.21

Call-side skew

Trend fit 32

Options are not fully confirming trend

Weekly backdrop -0.5%

RS 40.9

Expected move 29.4%
Put-call volume 0.21
Volume / OI 0.04
Reference IV 0.82
Max pain 5.00
Underlying 6.29
Nearest expiry 18 Sep 2026
Contracts 10

Research Brief

UFI has a volatility chain read with 54/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 4.44–8.14; The largest call open-interest concentration is 7.50; the largest put concentration is 5.00. The most active strike by current volume is 2.50.

Priced range4.44–8.14
Call concentration7.50
Put concentration5.00
Max pain reference5.00
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 18 Sep

Options imply 4.44 to 8.14. Max pain at 5.00 sits inside that range, 20.5% below spot.

Spot Max pain
4.446.29 ± 1.858.14
Confirmation level

A close beyond 8.14 or below 4.44 at the 18 Sep 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 54/100

Evidence alignment, not probability

Pressure is 77/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure77 × 42%
+32.4

How strongly activity leans toward calls or puts.

Participation17 × 22%
+3.7

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

Trend agreement32 × 26%
+8.4

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 score54.2Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 7.50; the largest put concentration is 5.00. The most active strike by current volume is 2.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
2.50-60.3%
0
1
5.00-20.5%
780
0
7.5019.2%
817
0
10.0059.0%
5
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.22× front/back

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

0.82 18 Sep 50d
0.79 18 Dec 141d
0.67 19 Mar 232d

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.

8
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 18 Sep 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

A93/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
30 Jul 2026
Calculation
v2.0
Contracts
10 / 10
  • 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

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: $8312 of estimated gross traded notional, calls · 91+ 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+77
1W price-0.5%
Call premium93%
Put premium7%
Notional split C 93% / P 7% 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 32/100 Agreement between options pressure and Sharemaestro market context.
Event window 19 Aug Matched earnings event is 19 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 Calls · 91+ days · OTM
Calls · 91+ days · OTM calls cluster with 135 contracts traded, $6150 estimated gross traded notional, and 74% of visible notional.
$6150
Calls · 46-90 days · ITM calls cluster with 5 contracts traded, $688 estimated gross traded notional, and 8% of visible notional.
$688
Calls · 91+ days · ITM calls cluster with 4 contracts traded, $680 estimated gross traded notional, and 8% of visible notional.
$680
Puts · 91+ days · OTM puts cluster with 20 contracts traded, $300 estimated gross traded notional, and 4% of visible notional.
$300
Calls · 46-90 days · OTM calls cluster with 10 contracts traded, $250 estimated gross traded notional, and 3% of visible notional.
$250

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
Close6.29
1W-0.5%
RS40.9
Fair value+17.0%
Options pressure77
Speculation17
Volatility96
Trend fit32

Today Versus Normal

Stored-options context

View history
Expected move 29.4% history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
IV 0.82 history building
30d avg - · 2/10 sessions -
90d avg - · 2/30 sessions -
180d avg - · 2/60 sessions -
Put-call 0.21 history building
30d avg - · 0/10 sessions -
90d avg - · 0/30 sessions -
180d avg - · 0/60 sessions -
Volume/OI 0.04 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 11:47 Mixed
Pressure 12
Move 31.8%
30 Jul 11:24 Mixed
Pressure 12
Move 34.9%
30 Jul 18:40 Volatility
Pressure 77
Move 29.4%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 0
Puts · V 10 · OI 0
Strike5.00
Calls · V 5 · OI 780
Puts · V 2 · OI 1
Strike7.50
Calls · V 5 · OI 817
Puts · V 0 · OI 0
Strike10.00
Calls · V 5 · OI 5
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry18 Sep 2026
Contracts5
Avg IV0.82
Put-call0.80
Expiry18 Dec 2026
Contracts4
Avg IV0.79
Put-call0.16
Expiry19 Mar 2027
Contracts1
Avg IV0.67
Put-call-

Skew

Call/put IV balance

OTM demand
18 Sep 2026Put IV premium
Call IV0.73
Put IV1.14
Skew0.41
18 Dec 2026Put IV premium
Call IV0.67
Put IV1.06
Skew0.39
19 Mar 2027Incomplete skew
Call IV0.67
Put IV-
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractUFI261218C00007500
SideCall
Expiry18 Dec 2026
Strike7.50
Volume60
OI2245
IV0.67
ContractUFI261218C00010000
SideCall
Expiry18 Dec 2026
Strike10.00
Volume60
OI80
IV0.68
ContractUFI261218P00002500
SidePut
Expiry18 Dec 2026
Strike2.50
Volume20
OI175
IV1.06
ContractUFI270319C00012500
SideCall
Expiry19 Mar 2027
Strike12.50
Volume15
OI20
IV0.67
ContractUFI260918P00002500
SidePut
Expiry18 Sep 2026
Strike2.50
Volume10
OI-
IV0.50
ContractUFI260918C00007500
SideCall
Expiry18 Sep 2026
Strike7.50
Volume5
OI817
IV0.73
ContractUFI260918C00005000
SideCall
Expiry18 Sep 2026
Strike5.00
Volume5
OI780
IV0.79
ContractUFI260918C00010000
SideCall
Expiry18 Sep 2026
Strike10.00
Volume5
OI5
IV0.93