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

Analyze the complete ALL 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 ALL.

Latest Data: 2026-07-15 (EDT)

Max Pain Price

220

Exp: 2026-07-17

Gamma Flip

279.29

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.716

Shows put vs call positioning

IV Skew

2.61

Put–call IV difference

Max Pain Price Volatility

σ = 9.00

medium volatility

Confidence 88%

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 -0.246(strong-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. Price action is strongly influenced by existing options constraints. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-07-17 options expiry. 90% confidence

The support levels for ALL are at 238.12, 236.07, and 230.89, while the resistance levels are at 240.84, 242.89, and 248.07. The pivot point, a key reference price for traders, is at 220.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.56% 1-day move.

The expected range for the next 2 days is 228.49 — 245.24 , corresponding to +2.41% / -4.59% .

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 248.07 (3.59% above spot).

Bearish positioning points to downside pressure toward 221.74 (7.41% below spot).

Options flow strength: 0.71 (0–1 scale). ATM Strike: 240.00, Call: 1.65, Put: 3.62, Straddle Cost: 5.28.

Market signals are mixed and less reliable. The short-term gamma flip is near 239.31 , with intermediate positioning around 279.29 . The mid-term gamma flip remains near 257.28.