AME Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete AME 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 AME.
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: 87%
Current DPI is 0.67(bearish). Bearish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation
Options Terrain Outlook (3-Month)
Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-07-17 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 1.08% 1-day move.
The expected range for the next 21 days is 229.72 — 241.17 , corresponding to +1.54% / -3.28% .
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 242.78 (2.22% above spot).
Bearish positioning points to downside pressure toward 225.22 (5.18% below spot).
Options flow strength: 0.79 (0–1 scale). ATM Strike: 240.00, Call: 4.90, Put: 6.90, Straddle Cost: 11.80.
Market signals are mixed and less reliable. No short-term gamma flip is observed , with intermediate positioning around 175.23 . The mid-term gamma flip remains near 175.21.