WhaleQuant.io

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

Analyze the complete ANET 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 ANET.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
140
Exp: 2026-02-06
Gamma Flip
133.36
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.813
Shows put vs call positioning
IV Skew
1.79
Put–call IV difference
Max Pain Price Volatility
σ = 14.96
high volatility
Confidence 85%

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: 100%

Current DPI is 0.612(strong-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. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for ANET are at 135.36, 132.18, and 116.68, while the resistance levels are at 139.62, 142.80, and 158.30. The pivot point, a key reference price for traders, is at 140.00.

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

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (0.20), pin strength 0.90.


Based on same-day expiring options (0DTE), the ATM straddle implies an 3.29% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 134.46 145.32 , corresponding to +5.69% / -2.20% .

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 149.15 (8.48% above spot).

Bearish positioning points to downside pressure toward 133.97 (2.56% below spot).


Options flow strength: 0.79 (0–1 scale). ATM Strike: 137.00, Call: 0.04, Put: 4.47, Straddle Cost: 4.52.


Price moves are likely to stay range-bound. The short-term gamma flip is near 131.96 , with intermediate positioning around 133.36 . The mid-term gamma flip remains near 133.08.