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

Analyze the complete AFL 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 AFL.

Latest Data: 2026-10-13 (EDT)

Max Pain Price

125

Exp: 2026-10-16

Gamma Flip

111.89

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.585

Shows put vs call positioning

IV Skew

-1.65

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. 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: 100%

Current DPI is 0.469(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions remain relatively smooth. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-10-16 options expiry. 90% confidence

The support levels for AFL are at 116.05, 115.46, and 114.50, while the resistance levels are at 116.83, 117.42, and 118.38. The pivot point, a key reference price for traders, is at 125.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 0.92% 1-day move.

The expected range for the next 3 days is 114.82 — 121.05 , corresponding to +3.96% / -1.39% .

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 124.18 (6.65% above spot).

Bearish positioning points to downside pressure toward 114.02 (2.08% below spot).

Options flow strength: 0.67 (0–1 scale). ATM Strike: 116.00, Call: 1.05, Put: 0.80, Straddle Cost: 1.85.

Market signals are mixed and less reliable. No short-term gamma flip is observed , with intermediate positioning around 111.89 . The mid-term gamma flip remains near 111.24.