ALLE Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete ALLE 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 ALLE.
Near-Term Options-Derived Market Structure
NEUTRAL OUTLOOK
Reflecting options positioning and volatility conditions over the coming sessions.
Neutral positioning with only partial factor alignment, indicating a balanced but less predictable environment. 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 0.593(bearish). Bearish, momentum neutral or unclear.
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 2026-09-18 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 1.20% 1-day move.
The expected range for the next 21 days is 151.80 — 161.18 , corresponding to +2.35% / -3.61% .
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 163.21 (3.64% above spot).
Bearish positioning points to downside pressure toward 148.26 (5.85% below spot).
Options flow strength: 0.70 (0–1 scale). ATM Strike: 155.00, Call: 6.10, Put: 2.55, Straddle Cost: 8.65.
Price moves are likely to stay range-bound. The short-term gamma flip is near 128.77 , with intermediate positioning around 128.80 . The mid-term gamma flip remains near 128.80.