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

Analyze the complete AIZ 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 AIZ.

Latest Data: 2026-10-13 (EDT)

Max Pain Price

290

Exp: 2026-10-16

Gamma Flip

261.57

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.180

Shows put vs call positioning

IV Skew

2.12

Put–call IV difference

Max Pain Price Volatility

σ = 29.86

high 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 0.814(bullish). Bullish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

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. 100% confidence

The support levels for AIZ are at 268.61, 265.75, and 259.15, while the resistance levels are at 273.37, 276.23, and 282.83. The pivot point, a key reference price for traders, is at 290.00.

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

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 1.36% 1-day move.

The expected range for the next 3 days is 263.02 — 280.07 , corresponding to +3.35% / -2.94% .

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 286.51 (5.73% above spot).

Bearish positioning points to downside pressure toward 257.61 (4.94% below spot).

Options flow strength: 0.49 (0–1 scale). ATM Strike: 270.00, Call: 2.95, Put: 3.45, Straddle Cost: 6.40.

Price moves are likely to stay range-bound. The short-term gamma flip is near 264.83 , with intermediate positioning around 261.57 . The mid-term gamma flip remains near 215.24.