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

Analyze the complete AFRM 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 AFRM.

Latest Data: 2026-10-13 (EDT)

Max Pain Price

77.5

Exp: 2026-10-16

Gamma Flip

71.36

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.930

Shows put vs call positioning

IV Skew

-3.61

Put–call IV difference

Max Pain Price Volatility

σ = 11.82

medium 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 0.644(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 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. 100% confidence

The support levels for AFRM are at 77.21, 76.18, and 71.98, while the resistance levels are at 78.57, 79.60, and 83.80. The pivot point, a key reference price for traders, is at 77.50.

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

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 2.52% 1-day move.

The expected range for the next 3 days is 75.13 — 80.08 , corresponding to +2.82% / -3.54% .

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 80.91 (3.88% above spot).

Bearish positioning points to downside pressure toward 73.90 (5.12% below spot).

Options flow strength: 0.78 (0–1 scale). ATM Strike: 78.00, Call: 1.95, Put: 1.45, Straddle Cost: 3.40.

Price moves are likely to stay range-bound. The short-term gamma flip is near 68.68 , with intermediate positioning around 71.36 . The mid-term gamma flip remains near 71.31.