ASML Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete ASML 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 ASML.
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: 83%
Current DPI is 0.586(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..
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 2026-03-27 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)
Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.31% 1-day move.
The expected range for the next 2 days is 1324.90 — 1424.36 , corresponding to +2.19% / -4.95% .
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 1433.60 (2.85% above spot).
Bearish positioning points to downside pressure toward 1292.83 (7.25% below spot).
Options flow strength: 0.95 (0–1 scale). ATM Strike: 1395.00, Call: 22.25, Put: 23.25, Straddle Cost: 45.50.
Price moves are likely to stay range-bound. The short-term gamma flip is near 1365.87 , with intermediate positioning around 1365.76 . The mid-term gamma flip remains near 1363.92.