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

Analyze the complete BEN 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 BEN.

Latest Data: 2026-10-14 (EDT)

Max Pain Price

Exp: 2026-10-16

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.537

Shows put vs call positioning

IV Skew

-6.21

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. 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: 71%

Current DPI is -0.091(strong-bearish). Bearish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

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 elevated, implying wider and less stable price swings. 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

The support levels for BEN are at 30.37, 30.13, and 29.52, while the resistance levels are at 30.69, 30.93, and 31.54. The pivot point, a key reference price for traders, is at 34.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.74% 1-day move.

The expected range for the next 2 days is 29.95 — 32.43 , corresponding to +6.23% / -1.91% .

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 33.70 (10.38% above spot).

Bearish positioning points to downside pressure toward 29.71 (2.67% below spot).

Options flow strength: 0.67 (0–1 scale). ATM Strike: 31.00, Call: 0.20, Put: 0.55, Straddle Cost: 0.75.

Market signals are mixed and less reliable. The short-term gamma flip is near 31.46 .