AZN Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete AZN 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 AZN.
Near-Term Options-Derived Market Structure
BULLISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian
Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%
Current DPI is -0.744(bearish). Bearish, momentum neutral or unclear.
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 remain relatively smooth. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-07-17 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)
Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 1.46% 1-day move.
The expected range for the next 3 days is 158.81 — 179.19 , corresponding to +8.93% / -3.46% .
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 190.56 (15.84% above spot).
Bearish positioning points to downside pressure toward 155.11 (5.71% below spot).
Options flow strength: 0.58 (0–1 scale). ATM Strike: 165.00, Call: 2.70, Put: 1.45, Straddle Cost: 4.15.
Price moves may extend once a direction forms. The short-term gamma flip is near 177.43 , with intermediate positioning around 177.17 . The mid-term gamma flip remains near 177.19.