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

Analyze the complete APLD 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 APLD.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

37.5

Exp: 2026-02-06

Gamma Flip

30.36

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.204

Shows put vs call positioning

IV Skew

5.69

Put–call IV difference

Max Pain Price Volatility

σ = 5.34

medium volatility

Confidence 35%

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 0.777(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 APLD are at 34.32, 33.38, and 27.40, while the resistance levels are at 35.58, 36.52, and 42.50. The pivot point, a key reference price for traders, is at 37.50.

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 (-0.10), pin strength 0.70.

Based on same-day expiring options (0DTE), the ATM straddle implies an 4.98% standardized 1-day equivalent move, serving as an intraday volatility reference.

The implied intraday range is approximately 33.41 — 36.21 , corresponding to +3.61% / -4.42% .

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 36.47 (4.34% above spot).

Bearish positioning points to downside pressure toward 32.95 (5.72% below spot).

Options flow strength: 0.77 (0–1 scale). ATM Strike: 35.00, Call: 0.32, Put: 1.42, Straddle Cost: 1.74.

Price moves are likely to stay range-bound. The short-term gamma flip is near 32.45 , with intermediate positioning around 30.36 . The mid-term gamma flip remains near 30.15.