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: 2026-02-06 (EDT)

Max Pain Price

2.5

Exp: 2026-02-20

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.156

Shows put vs call positioning

IV Skew

7.94

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 33%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

A slight bearish tilt is visible, though the signal is weak and insufficient for a strong directional call. 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: 89%

Current DPI is 0.937(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 2.92, 2.90, and 2.84, while the resistance levels are at 2.96, 2.98, and 3.04. The pivot point, a key reference price for traders, is at 2.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 14)

Based on the latest options positioning (DTE 14), the ATM straddle implies a standardized 3.95% 1-day move.

The expected range for the next 14 days is 2.71 — 3.86 , corresponding to +31.28% / -7.85% .

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 (70.07% above spot).

Bearish positioning points to downside pressure toward 2.50 (14.97% below spot).

Options flow strength: 0.11 (0–1 scale). ATM Strike: 2.50, Call: 0.43, Put: 0.01, Straddle Cost: 0.44.

Market signals are mixed and less reliable. No short-term gamma flip is observed