Ticker Options Intelligence

PAL options intelligence

Proficient Auto Logistics, Inc. Common Stock options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 69 Market data through 16 Sep 2026 Checked 17 Sep 2026 13:21 · complete available chain

Volatility expansion watch

Volatility pressure

PAL currently carries volatility options pressure with a 69/100 conviction score. The nearest-chain expected move is 5.9%, 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 5.9%

Near-term move context

Activity / OI 0.04

Current volume is quieter versus prior open interest

Put-call 25.20

Put-side skew

Trend fit 46

Options are not fully confirming trend

Weekly backdrop -5.3%

RS -39.8

Expected move 5.9%
Put-call volume 25.20
Volume / OI 0.04
Reference IV 3.55
Max pain 5.00
Underlying 4.85
Nearest expiry 18 Sep 2026
Contracts 42

Research Brief

PAL has a volatility chain read with 69/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 4.56–5.14; 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 range4.56–5.14
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.
  • Participation is above the ticker's stored normal, which makes the read more noteworthy.
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 4.56 to 5.14. Max pain at 5.00 sits inside that range, 3.1% above spot.

Spot Max pain
4.564.85 ± 0.295.14
Confirmation level

A close beyond 5.14 or below 4.56 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 69/100

Evidence alignment, not probability

Pressure is 94/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure94 × 42%
+39.6

How strongly activity leans toward calls or puts.

Participation41 × 22%
+9.0

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

Trend agreement46 × 26%
+12.0

How closely the chain read agrees with the underlying trend backdrop.

Volatility80 × 10%
+8.0

The intensity of implied volatility and the priced move.

Reconstructed score68.6Matches 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
0
2.50-48.5%
0
1932
5.003.1%
12
0
7.5054.6%
0
0
10.00106.2%
1
1
12.50157.7%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Negative gamma proxy

Reported Greeks · 100% coverage

Put-side gamma sensitivity outweighs the call-side proxy across the retained chain. The largest bars mark levels where delta-hedging sensitivity may be most concentrated.

Net profile-$53,251Delta change / 1% move
Positive peak15.00+$64
Negative peak5.00-$50,097
Nearest balance2.50Interpolated sign change
StrikeNegativePositiveNet / 1% move
2.50-48.5%
+$57
5.003.1%
-$50,097
7.5054.6%
-$3,366
10.00106.2%
+$28
12.50157.7%
+$63
15.00209.3%
+$64
Positive call-side proxy Negative put-side proxyHighlighted row is nearest spot strike

Scenario proxy = gamma × open interest × 100 shares × spot² × 1%. Calls are positive and puts negative by convention. Missing Greeks use a Black-Scholes estimate from stored IV with zero rate and dividend assumptions. Open interest does not reveal who is long or short, so this is not observed dealer positioning or a forecast.

Volatility Curve

Front-loaded volatility

4.99× front/back

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

3.55 18 Sep 2d
0.93 16 Oct 30d
0.84 15 Jan 121d
0.71 16 Apr 212d

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

14 matured · 3 directional

Across 3 stored directional transitions, the next stored price moved in the labelled direction 0% of the time.

Directional follow-through0%
Moves contained by pricing71%
Average expiry move18.2%
20 Aug Mixed · 29 -3.1% through expiry 28.1% priced · v2.0
18 Aug Volatility · 61 -3.1% through expiry 16.4% priced · v2.0
17 Aug Volatility · 60 -3.1% through expiry 30.5% priced · v2.0
14 Aug Mixed · 35 -3.1% through expiry 25.8% priced · v2.0
13 Aug Volatility · 59 -27.4% through expiry 34.7% priced · v2.0
12 Aug Volatility · 57 -27.4% through expiry 38.1% priced · v2.0
11 Aug Volatility · 68 -27.4% through expiry 32.0% priced · v2.0
7 Aug Volatility · 57 -27.4% through expiry 11.2% priced · v2.0
6 Aug Bullish · 33 -22.1% through expiry 31.8% priced · v2.0
5 Aug Bullish · 39 -22.1% through expiry 16.8% priced · v2.0
4 Aug Volatility · 54 -22.1% through expiry 22.3% priced · v2.0
3 Aug Volatility · 53 -22.1% through expiry 33.7% priced · v2.0

Eligible snapshots must have a dated market session, stored signal, and point-in-time market reference. Each observation uses one read per market session and the first stored weekly close on or immediately after expiry; its original calculation version is retained. 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
16 Sep 2026
Calculation
v2.0
Contracts
42 / 42
  • 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

Volatility expansion bet

85/100
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: $117,800 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-94
1W price-5.3%
Call premium0%
Put premium100%
Notional split C 0% / P 100% 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 46/100 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 Puts · 91+ days · ITM
Puts · 91+ days · ITM puts cluster with 299 contracts traded, $65,825 estimated gross traded notional, and 56% of visible notional.
$65,825
Puts · 22-45 days · ITM puts cluster with 195 contracts traded, $51,300 estimated gross traded notional, and 44% of visible notional.
$51,300
Calls · 22-45 days · OTM calls cluster with 20 contracts traded, $400 estimated gross traded notional, and 0% of visible notional.
$400
Puts · 0-7 days · ITM puts cluster with 10 contracts traded, $275 estimated gross traded notional, and 0% of visible notional.
$275

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Activity Anomaly

Above normal

76

Activity is running above the recent historical baseline.

Baseline: 26 completed sessions

Volume rank69th
Volume/OI rank69th
IV rank88th

Market Context

Underlying confirmation

Sharemaestro weekly
Close4.85
1W-5.3%
RS-39.8
Fair value-49.0%
Options pressure-94
Speculation41
Volatility80
Trend fit46

Today Versus Normal

Stored-options context

View history
Expected move 5.9% muted
30d avg 14.4% · 13 sessions 8th
90d avg - · 26/30 sessions -
180d avg - · 26/60 sessions -
IV 3.55 near normal
30d avg 2.32 · 13 sessions 77th
90d avg - · 26/30 sessions -
180d avg - · 26/60 sessions -
Put-call 25.20 elevated
30d avg 1.89 · 11 sessions 100th
90d avg - · 24/30 sessions -
180d avg - · 24/60 sessions -
Volume/OI 0.04 near normal
30d avg 0.12 · 13 sessions 62th
90d avg - · 26/30 sessions -
180d avg - · 26/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
31 Jul 10:54 Bullish
Pressure 45
Move 18.6%
3 Aug 10:00 Volatility
Pressure -81
Move 17.9%
3 Aug 17:48 Mixed
Pressure 5
Move 13.9%
3 Aug 21:26 Bearish
Pressure -20
Move 13.9%
4 Aug 12:46 Volatility
Pressure -60
Move 33.7%
4 Aug 23:00 Volatility
Pressure -55
Move 22.3%
5 Aug 08:57 Volatility
Pressure -62
Move 22.3%
6 Aug 10:33 Bullish
Pressure 70
Move 16.8%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike5.00
Calls · V 0 · OI 12
Puts · V 10 · OI 1932
Strike7.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike10.00
Calls · V 0 · OI 1
Puts · V 0 · OI 0
Strike12.50
Calls · V 0 · OI 0
Puts · V 0 · OI 1

Term Structure

Expiration activity

Volume and IV
Expiry18 Sep 2026
Contracts10
Avg IV3.55
Put-call-
Expiry16 Oct 2026
Contracts12
Avg IV0.93
Put-call9.75
Expiry15 Jan 2027
Contracts12
Avg IV0.84
Put-call-
Expiry16 Apr 2027
Contracts8
Avg IV0.71
Put-call-

Skew

Call/put IV balance

OTM demand
18 Sep 2026Put IV premium
Call IV0.52
Put IV4.41
Skew3.89
16 Oct 2026Put IV premium
Call IV0.53
Put IV1.15
Skew0.61
15 Jan 2027Call IV premium
Call IV0.95
Put IV0.58
Skew-0.37
16 Apr 2027Call IV premium
Call IV0.78
Put IV0.44
Skew-0.33

Contract Tape

Most active contracts

Full contract tape
ContractPAL261016P00007500
SidePut
Expiry16 Oct 2026
Strike7.50
Volume185
OI306
IV1.00
ContractPAL270416P00007500
SidePut
Expiry16 Apr 2027
Strike7.50
Volume185
OI31
IV0.79
ContractPAL270115P00005000
SidePut
Expiry15 Jan 2027
Strike5.00
Volume100
OI798
IV0.64
ContractPAL261016C00005000
SideCall
Expiry16 Oct 2026
Strike5.00
Volume20
OI708
IV0.53
ContractPAL270416P00005000
SidePut
Expiry16 Apr 2027
Strike5.00
Volume14
OI87
IV0.64
ContractPAL260918P00005000
SidePut
Expiry18 Sep 2026
Strike5.00
Volume10
OI1932
IV0.94
ContractPAL261016P00005000
SidePut
Expiry16 Oct 2026
Strike5.00
Volume10
OI872
IV0.54
ContractPAL261016C00007500
SideCall
Expiry16 Oct 2026
Strike7.50
Volume-
OI4517
IV0.77

Evidence context