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.
Near-Term Options-Derived Market Structure
BEARISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
A slight bearish tilt is visible, though the signal is weak and insufficient for a strong directional call. 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 0.646(bullish). Bullish, momentum neutral or unclear.
Options Terrain Outlook (3-Month)
Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. 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 2026-09-18 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 21)
Based on the latest options positioning (DTE 21), the ATM straddle implies a standardized 0.93% 1-day move.
The expected range for the next 21 days is 251.19 — 270.69 , corresponding to +3.88% / -3.60% .
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 276.57 (6.13% above spot).
Bearish positioning points to downside pressure toward 245.79 (5.68% below spot).
Options flow strength: 0.84 (0–1 scale). ATM Strike: 260.00, Call: 5.15, Put: 6.00, Straddle Cost: 11.15.
Price moves may extend once a direction forms. The short-term gamma flip is near 264.64 , with intermediate positioning around 263.77 . The mid-term gamma flip remains near 263.77.