ABEV Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete ABEV options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around ABEV.

Latest Data: 2026-07-20 (EDT)

Max Pain Price

2.5

Exp: 2026-08-21

Gamma Flip

3.36

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.179

Shows put vs call positioning

IV Skew

2.12

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 50%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a moderate bearish bias. Downside factors are present but not dominant. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 67%

Current DPI is 0.914(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2027-01-15 options expiry. 100% confidence

The support levels for ABEV are at 3.07, 3.05, and 3.00, while the resistance levels are at 3.09, 3.11, and 3.16. The pivot point, a key reference price for traders, is at 2.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 32)

Based on the latest options positioning (DTE 32), the ATM straddle implies a standardized 3.62% 1-day move.

The expected range for the next 32 days is 2.80 — 3.89 , corresponding to +26.44% / -8.99% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 5.00 (62.34% above spot).

Bearish positioning points to downside pressure toward 2.50 (18.83% below spot).

Options flow strength: 0.00 (0–1 scale). ATM Strike: 2.50, Call: 0.60, Put: 0.03, Straddle Cost: 0.63.

Market signals are mixed and less reliable. The short-term gamma flip is near 2.16 , with intermediate positioning around 3.36 . The mid-term gamma flip remains near 3.74.