Ticker Options Intelligence

ACRE options intelligence

Ares Commercial Real Estate options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 59 Market data through 29 Jul 2026 Checked 30 Jul 2026 01:58 · complete available chain

Volatility expansion watch

Volatility pressure

ACRE currently carries volatility options pressure with a 59/100 conviction score. The nearest-chain expected move is 14.3%, 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 Volatility

Volatility expansion watch

Expected move 14.3%

Wider near-term move priced

Activity / OI 0.03

Current volume is quieter versus prior open interest

Put-call 7.00

Put-side skew

Trend fit 61

Options agree with trend context

Weekly backdrop -1.5%

RS -9.5

Expected move 14.3%
Put-call volume 7.00
Volume / OI 0.03
Reference IV 1.49
Max pain 5.00
Underlying 4.55
Nearest expiry 21 Aug 2026
Contracts 26

Research Brief

ACRE has a volatility chain read with 59/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 3.90–5.20; The largest call open-interest concentration is 5.00; the largest put concentration is 5.00. The most active strike by current volume is 5.00.

Priced range3.90–5.20
Call concentration5.00
Put concentration5.00
Max pain reference5.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
  • The current chain read already agrees with the stored weekly trend context.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • 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 3.90 to 5.20. Max pain at 5.00 sits inside that range, 9.9% above spot.

Spot Max pain
3.904.55 ± 0.655.20
Confirmation level

A close beyond 5.20 or below 3.90 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 59/100

Evidence alignment, not probability

Pressure is 66/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure66 × 42%
+27.6

How strongly activity leans toward calls or puts.

Participation25 × 22%
+5.5

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

Trend agreement61 × 26%
+15.9

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 score58.5Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

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

Put open interestStrikeCall open interest
2
2.50-45.1%
4
299
5.009.9%
2373
2
7.5064.8%
305
2
10.00119.8%
10
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

3.45× front/back

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

1.49 21 Aug 23d
0.59 18 Sep 51d
0.65 20 Nov 114d
0.43 19 Feb 205d

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.

5
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

No independently verifiable option-expiry outcomes have matured yet. Legacy snapshots without a point-in-time market reference and repeated same-session snapshots are deliberately excluded.

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
29 Jul 2026
Calculation
v1.x legacy
Contracts
26 / 26
  • 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: $11036 of estimated gross traded notional, puts · 91+ 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-66
1W price-1.5%
Call premium12%
Put premium88%
Notional split C 12% / P 88% 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 61/100 Agreement between options pressure and Sharemaestro market context.
Event window 4 Aug Matched earnings event is 4 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 · 91+ days · ITM
Puts · 91+ days · ITM puts cluster with 80 contracts traded, $6900 estimated gross traded notional, and 63% of visible notional.
$6900
Puts · 22-45 days · ITM puts cluster with 30 contracts traded, $1800 estimated gross traded notional, and 16% of visible notional.
$1800
Calls · 46-90 days · ITM calls cluster with 8 contracts traded, $1280 estimated gross traded notional, and 12% of visible notional.
$1280
Puts · 46-90 days · ITM puts cluster with 3 contracts traded, $990 estimated gross traded notional, and 9% of visible notional.
$990
Calls · 46-90 days · OTM calls cluster with 3 contracts traded, $30 estimated gross traded notional, and 0% of visible notional.
$30

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

Warming up

-

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

Baseline: 1 completed session

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close4.55
1W-1.5%
RS-9.5
Fair value-13.7%
Options pressure-66
Speculation25
Volatility96
Trend fit61

Today Versus Normal

Stored-options context

View history
Expected move 14.3% history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
IV 1.49 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
Put-call 7.00 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
Volume/OI 0.03 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:38 Volatility
Pressure -72
Move 11.5%
30 Jul 00:58 Volatility
Pressure -66
Move 14.3%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 4
Puts · V 6 · OI 2
Strike5.00
Calls · V 0 · OI 2373
Puts · V 30 · OI 299
Strike7.50
Calls · V 0 · OI 305
Puts · V 0 · OI 2
Strike10.00
Calls · V 6 · OI 10
Puts · V 0 · OI 2

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts8
Avg IV1.49
Put-call6.00
Expiry18 Sep 2026
Contracts6
Avg IV0.59
Put-call0.27
Expiry20 Nov 2026
Contracts6
Avg IV0.65
Put-call-
Expiry19 Feb 2027
Contracts6
Avg IV0.43
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.30
Put IV1.20
Skew0.90
18 Sep 2026Put IV premium
Call IV0.20
Put IV0.81
Skew0.60
20 Nov 2026Put IV premium
Call IV0.33
Put IV0.54
Skew0.21
19 Feb 2027Put IV premium
Call IV0.29
Put IV0.41
Skew0.13

Contract Tape

Most active contracts

Full contract tape
ContractACRE270219P00005000
SidePut
Expiry19 Feb 2027
Strike5.00
Volume50
OI42
IV0.01
ContractACRE261120P00005000
SidePut
Expiry20 Nov 2026
Strike5.00
Volume30
OI364
IV0.01
ContractACRE260821P00005000
SidePut
Expiry21 Aug 2026
Strike5.00
Volume30
OI299
IV0.01
ContractACRE260918C00002500
SideCall
Expiry18 Sep 2026
Strike2.50
Volume8
OI-
IV0.01
ContractACRE260821C00010000
SideCall
Expiry21 Aug 2026
Strike10.00
Volume6
OI10
IV1.43
ContractACRE260821P00002500
SidePut
Expiry21 Aug 2026
Strike2.50
Volume6
OI2
IV1.20
ContractACRE260918P00007500
SidePut
Expiry18 Sep 2026
Strike7.50
Volume3
OI1
IV1.47
ContractACRE260918C00007500
SideCall
Expiry18 Sep 2026
Strike7.50
Volume3
OI1
IV0.67