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

Analyze the complete AGNC 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 AGNC.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

11.5

Exp: 2026-02-06

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.868

Shows put vs call positioning

IV Skew

5.42

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 0.28(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 continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-03-20 options expiry. 100% confidence

The support levels for AGNC are at 11.40, 11.33, and 11.19, while the resistance levels are at 11.48, 11.55, and 11.69. The pivot point, a key reference price for traders, is at 11.50.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.90.

Based on same-day expiring options (0DTE), the ATM straddle implies an 0.79% standardized 1-day equivalent move, serving as an intraday volatility reference.

The implied intraday range is approximately 10.98 — 11.54 , corresponding to +0.90% / -4.06% .

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 11.59 (1.29% above spot).

Bearish positioning points to downside pressure toward 10.61 (7.27% below spot).

Options flow strength: 0.54 (0–1 scale). ATM Strike: 11.50, Call: 0.04, Put: 0.05, Straddle Cost: 0.09.

Price moves may extend once a direction forms. The short-term gamma flip is near 11.54 . The mid-term gamma flip remains near 11.64.