AVTR Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete AVTR 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 AVTR.
Near-Term Options-Derived Market Structure
BEARISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options structure indicates a clear bearish tilt. Several major factors align to the downside, suggesting elevated short-term downside risk. 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: 62%
Current DPI is 0.993(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.
Options Terrain Outlook (3-Month)
Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-10-16 options expiry. 90% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 15)
Based on the latest options positioning (DTE 15), the ATM straddle implies a standardized 1.33% 1-day move.
The expected range for the next 15 days is 13.88 — 15.66 , corresponding to +4.19% / -7.63% .
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 16.13 (7.33% above spot).
Bearish positioning points to downside pressure toward 12.94 (13.94% below spot).
Options flow strength: 0.50 (0–1 scale). ATM Strike: 15.00, Call: 0.42, Put: 0.35, Straddle Cost: 0.77.
Market signals are mixed and less reliable. No short-term gamma flip is observed , with intermediate positioning around 10.65 . The mid-term gamma flip remains near 10.65.