WhaleQuant.io

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

Analyze the complete AVB 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 AVB.

Latest Data: 2026-03-25 (EDT)
Max Pain Price
150
Exp: 2026-04-17
Gamma Flip
174.51
Gamma Flip (≈60 days)
Put/Call OI Ratio
3.009
Shows put vs call positioning
IV Skew
6.67
Put–call IV difference
Max Pain Price Volatility
σ = 7.01
medium volatility
Confidence 40%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

Neutral positioning with only partial factor alignment, indicating a balanced but less predictable environment. 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: 67%

Current DPI is -0.694(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding positions. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for AVB are at 162.85, 161.66, and 159.01, while the resistance levels are at 164.45, 165.64, and 168.29. The pivot point, a key reference price for traders, is at 150.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.12% 1-day move.


The expected range for the next 23 days is 158.95 172.58 , corresponding to +5.46% / -2.87% .

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 178.71 (9.20% above spot).

Bearish positioning points to downside pressure toward 156.09 (4.62% below spot).


Options flow strength: 0.68 (0–1 scale). ATM Strike: 165.00, Call: 3.08, Put: 5.70, Straddle Cost: 8.77.


Price moves may extend once a direction forms. The short-term gamma flip is near 177.18 , with intermediate positioning around 174.51 . The mid-term gamma flip remains near 174.51.