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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: 2026-07-14 (EDT)
Max Pain Price
120
Exp: 2026-07-17
Gamma Flip
N/A
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.499
Shows put vs call positioning
IV Skew
0.91
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 35%

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: 100%

Current DPI is 0.923(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

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 are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-07-17 options expiry. 90% confidence

The support levels for AFL are at 121.62, 120.97, and 119.80, while the resistance levels are at 122.48, 123.13, and 124.30. The pivot point, a key reference price for traders, is at 120.00.

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

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 1.22% 1-day move.


The expected range for the next 3 days is 117.58 124.50 , corresponding to +2.01% / -3.66% .

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 125.82 (3.09% above spot).

Bearish positioning points to downside pressure toward 114.64 (6.07% below spot).


Options flow strength: 0.64 (0–1 scale). ATM Strike: 122.00, Call: 2.10, Put: 0.48, Straddle Cost: 2.58.


Market signals are mixed and less reliable. The short-term gamma flip is near 184.63 .