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

Analyze the complete APD 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 APD.

Latest Data: 2026-10-14 (EDT)

Max Pain Price

320

Exp: 2026-10-16

Gamma Flip

273.66

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.513

Shows put vs call positioning

IV Skew

0.29

Put–call IV difference

Max Pain Price Volatility

σ = 22.40

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 0.557(strong-bullish). Bullish, 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 2026-12-18 options expiry. 100% confidence

The support levels for APD are at 290.38, 287.80, and 282.26, while the resistance levels are at 294.68, 297.26, and 302.80. The pivot point, a key reference price for traders, is at 320.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.08% 1-day move.

The expected range for the next 2 days is 285.43 — 307.90 , corresponding to +5.25% / -2.43% .

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 320.41 (9.53% above spot).

Bearish positioning points to downside pressure toward 280.56 (4.09% below spot).

Options flow strength: 0.50 (0–1 scale). ATM Strike: 290.00, Call: 2.42, Put: 2.05, Straddle Cost: 4.47.

Price moves are likely to stay range-bound. The short-term gamma flip is near 275.37 , with intermediate positioning around 273.66 . The mid-term gamma flip remains near 275.21.