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

Analyze the complete BLSH 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 BLSH.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

34.5

Exp: 2026-02-06

Gamma Flip

28.01

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.983

Shows put vs call positioning

IV Skew

2.12

Put–call IV difference

Max Pain Price Volatility

σ = 15.62

high volatility

Confidence 88%

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: 60%

Current DPI is -0.628(bullish). Bullish, 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 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 2026-02-13 options expiry. 90% confidence

The support levels for BLSH are at 26.89, 26.22, and 21.43, while the resistance levels are at 28.01, 28.68, and 33.47. The pivot point, a key reference price for traders, is at 34.50.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.30), pin strength 0.70.

Based on same-day expiring options (0DTE), the ATM straddle implies an 0.00% standardized 1-day equivalent move, serving as an intraday volatility reference.

The implied intraday range is approximately 0.00 — 0.00 , corresponding to +0.00% / -0.00% .

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 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).

Options flow strength: 0.00 (0–1 scale). ATM Strike: 27.50, Call: 0.00, Put: 1.37, Straddle Cost: 0.00.

Price moves may extend once a direction forms. The short-term gamma flip is near 27.97 , with intermediate positioning around 28.01 . The mid-term gamma flip remains near 39.34.