AJG Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete AJG 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 AJG.
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 0.403(bearish). Bearish, 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 are elevated, implying wider and less stable price swings. Price action is strongly influenced by existing options constraints. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-08-21 options expiry. 90% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)
Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 1.41% 1-day move.
The expected range for the next 4 days is 229.89 — 258.01 , corresponding to +4.05% / -7.29% .
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 264.52 (6.67% above spot).
Bearish positioning points to downside pressure toward 216.92 (12.52% below spot).
Options flow strength: 0.64 (0–1 scale). ATM Strike: 250.00, Call: 2.50, Put: 4.50, Straddle Cost: 7.00.
Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 273.67 , with intermediate positioning around 235.22 . The mid-term gamma flip remains near 235.22.