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: 2026-03-25 (EDT)

Max Pain Price

Exp: 2026-03-27

Gamma Flip

11.35

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.477

Shows put vs call positioning

IV Skew

15.68

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 40%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

Neutral positioning with only partial factor alignment, indicating a balanced but less predictable environment. 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: 71%

Current DPI is -0.502(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for AGNC are at 10.09, 10.01, and 9.80, while the resistance levels are at 10.19, 10.27, and 10.48. The pivot point, a key reference price for traders, is at 10.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.71% 1-day move.

The expected range for the next 2 days is 9.97 — 10.74 , corresponding to +5.93% / -1.65% .

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 11.15 (9.98% above spot).

Bearish positioning points to downside pressure toward 9.91 (2.23% below spot).

Options flow strength: 0.63 (0–1 scale). ATM Strike: 10.00, Call: 0.20, Put: 0.05, Straddle Cost: 0.24.

Price moves may extend once a direction forms. The short-term gamma flip is near 11.37 , with intermediate positioning around 11.35 . The mid-term gamma flip remains near 11.10.