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.
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: 56%
Current DPI is -0.801(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding 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 2026-10-16 options expiry. 90% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)
Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 1.64% 1-day move.
The expected range for the next 3 days is 8.42 — 9.55 , corresponding to +10.97% / -2.23% .
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 10.23 (18.76% above spot).
Bearish positioning points to downside pressure toward 8.33 (3.27% below spot).
Options flow strength: 0.68 (0–1 scale). ATM Strike: 8.50, Call: 0.16, Put: 0.08, Straddle Cost: 0.24.
Market signals are mixed and less reliable. The short-term gamma flip is near 6.28 , with intermediate positioning around 5.55 .