BRO Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete BRO 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 BRO.
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: 60%
Current DPI is -0.598(bearish). Bearish, momentum neutral or unclear.
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 2026-04-17 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)
Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.40% 1-day move.
The expected range for the next 23 days is 61.77 — 67.66 , corresponding to +5.24% / -3.93% .
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 70.17 (9.14% above spot).
Bearish positioning points to downside pressure toward 60.00 (6.67% below spot).
Options flow strength: 0.55 (0–1 scale). ATM Strike: 65.00, Call: 1.78, Put: 2.55, Straddle Cost: 4.33.
Price moves may extend once a direction forms. The short-term gamma flip is near 64.34 , with intermediate positioning around 64.45 . The mid-term gamma flip remains near 65.29.