Ticker Options Intelligence

WABC options intelligence

Westamerica Bancorporation options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 48 Market data through 29 Jul 2026 Checked 29 Jul 2026 21:15 · complete available chain

Volatility expansion watch

Volatility pressure

WABC currently carries volatility options pressure with a 48/100 conviction score. The nearest-chain expected move is 12.9%, with volume/open-interest participation at 0.24.

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

Volatility expansion watch

Expected move 12.9%

Wider near-term move priced

Activity / OI 0.24

Current volume is quieter versus prior open interest

Put-call 0.26

Call-side skew

Trend fit 26

Options are not fully confirming trend

Weekly backdrop -1.4%

RS 9.2

Expected move 12.9%
Put-call volume 0.26
Volume / OI 0.24
Reference IV 0.80
Max pain 55.00
Underlying 60.49
Nearest expiry 21 Aug 2026
Contracts 15

Options Intent Radar

Volatility expansion bet

92/100
Primary intent Volatility expansion bet

The strongest message is movement risk: expected move and implied volatility are carrying more signal than 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

Volatility expansion bet matters because it connects the options headline to the actual evidence: $19058 of estimated gross traded notional, calls · 46-90 days · atm, 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+68
1W price-1.4%
Call premium86%
Put premium14%
Notional split C 86% / P 14% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.24 Volume divided by open interest across the visible chain.
Trend fit 26/100 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.
Conviction clusters Calls · 46-90 days · ATM
Calls · 46-90 days · ATM calls cluster with 20 contracts traded, $5950 estimated gross traded notional, and 31% of visible notional.
$5950
Calls · 22-45 days · ITM calls cluster with 10 contracts traded, $5500 estimated gross traded notional, and 29% of visible notional.
$5500
Calls · 46-90 days · ITM calls cluster with 5 contracts traded, $3850 estimated gross traded notional, and 20% of visible notional.
$3850
Puts · 22-45 days · OTM puts cluster with 10 contracts traded, $2320 estimated gross traded notional, and 12% of visible notional.
$2320
Calls · 91+ days · OTM calls cluster with 3 contracts traded, $742 estimated gross traded notional, and 4% of visible notional.
$742

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

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
Close60.49
1W-1.4%
RS9.2
Fair value+26.5%
Options pressure68
Speculation14
Volatility96
Trend fit26

Today Versus Normal

Stored-options context

View history
Expected move 12.9% elevated
30d avg 4.4% · 1 read 100th
90d avg 4.4% · 1 read 100th
180d avg 4.4% · 1 read 100th
IV 0.80 elevated
30d avg 0.18 · 1 read 100th
90d avg 0.18 · 1 read 100th
180d avg 0.18 · 1 read 100th
Put-call 0.26 normal building
30d avg - · 0 reads -
90d avg - · 0 reads -
180d avg - · 0 reads -
Volume/OI 0.24 elevated
30d avg 0.00 · 1 read 100th
90d avg 0.00 · 1 read 100th
180d avg 0.00 · 1 read 100th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:09 Mixed
Pressure 10
Move 4.4%
29 Jul 20:15 Volatility
Pressure 68
Move 12.9%

Strike Map

Where activity is clustering

Full strike map
Strike55.00
Calls · V 10 · OI 21
Puts · V 10 · OI 20
Strike60.00
Calls · V 1 · OI 1
Puts · V 0 · OI 0
Strike70.00
Calls · V 3 · OI 113
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts4
Avg IV0.80
Put-call0.71
Expiry18 Sep 2026
Contracts2
Avg IV0.56
Put-call-
Expiry16 Oct 2026
Contracts4
Avg IV0.25
Put-call-
Expiry15 Jan 2027
Contracts5
Avg IV0.53
Put-call0.33

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.91
Put IV0.70
Skew-0.21
18 Sep 2026Incomplete skew
Call IV-
Put IV-
Skew-
16 Oct 2026Incomplete skew
Call IV0.30
Put IV-
Skew-
15 Jan 2027Balanced skew
Call IV0.41
Put IV0.46
Skew0.05

Contract Tape

Most active contracts

Full contract tape
ContractWABC270115P00030000
SidePut
Expiry15 Jan 2027
Strike30.00
Volume-
OI11
IV1.02
ContractWABC261016C00075000
SideCall
Expiry16 Oct 2026
Strike75.00
Volume-
OI5
IV0.30
ContractWABC270115C00060000
SideCall
Expiry15 Jan 2027
Strike60.00
Volume-
OI4
IV0.39
ContractWABC270115P00055000
SidePut
Expiry15 Jan 2027
Strike55.00
Volume-
OI2
IV0.46
ContractWABC260918C00060000
SideCall
Expiry18 Sep 2026
Strike60.00
Volume-
OI1
IV0.52
ContractWABC261016C00055000
SideCall
Expiry16 Oct 2026
Strike55.00
Volume-
OI-
IV0.00
ContractWABC261016C00060000
SideCall
Expiry16 Oct 2026
Strike60.00
Volume20
OI30
IV0.47
ContractWABC260821C00055000
SideCall
Expiry21 Aug 2026
Strike55.00
Volume10
OI21
IV0.81