BBWI Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete BBWI 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 BBWI.
Near-Term Options-Derived Market Structure
BULLISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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: 76%
Current DPI is 0.551(bullish). Bullish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation
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 continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-07-17 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 3.42% 1-day move.
The expected range for the next 2 days is 19.96 — 22.31 , corresponding to +8.00% / -3.37% .
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 23.32 (12.87% above spot).
Bearish positioning points to downside pressure toward 19.72 (4.56% below spot).
Options flow strength: 0.65 (0–1 scale). ATM Strike: 20.50, Call: 0.45, Put: 0.55, Straddle Cost: 1.00.
Price moves may extend once a direction forms. The short-term gamma flip is near 20.70 , with intermediate positioning around 20.76 . The mid-term gamma flip remains near 20.75.