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

Analyze the complete AKAM 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 AKAM.

Latest Data: 2026-08-28 (EDT)
Max Pain Price
111
Exp: 2026-08-28
Gamma Flip
110.92
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.762
Shows put vs call positioning
IV Skew
-3.13
Put–call IV difference
Max Pain Price Volatility
σ = 18.84
high volatility
Confidence 75%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 60%

Current DPI is -0.087(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 moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-09-18 options expiry. 90% confidence

The support levels for AKAM are at 105.97, 104.18, and 93.77, while the resistance levels are at 108.97, 110.76, and 121.17. The pivot point, a key reference price for traders, is at 111.00.

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

Expiry 2026-08-28 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.20), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 2.40% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 102.11 111.01 , corresponding to +3.29% / -4.99% .

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 112.66 (4.83% above spot).

Bearish positioning points to downside pressure toward 99.05 (7.84% below spot).


Options flow strength: 0.69 (0–1 scale). ATM Strike: 107.00, Call: 2.17, Put: 0.40, Straddle Cost: 2.57.


Price moves may extend once a direction forms. The short-term gamma flip is near 111.10 , with intermediate positioning around 110.92 . The mid-term gamma flip remains near 111.23.