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

Analyze the complete CARR 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 CARR.

Latest Data: 2026-08-17 (EDT)

Max Pain Price

Exp: 2026-08-21

Gamma Flip

68.30

Gamma Flip (≈60 days)

Put/Call OI Ratio

2.147

Shows put vs call positioning

IV Skew

-7.75

Put–call IV difference

Max Pain Price Volatility

σ = 8.62

medium 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 -0.35(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

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. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-09-18 options expiry. 90% confidence

The support levels for CARR are at 62.15, 61.54, and 59.72, while the resistance levels are at 62.97, 63.58, and 65.40. The pivot point, a key reference price for traders, is at 55.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)

Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 1.26% 1-day move.

The expected range for the next 4 days is 59.43 — 69.48 , corresponding to +11.06% / -5.01% .

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 74.20 (18.60% above spot).

Bearish positioning points to downside pressure toward 57.46 (8.16% below spot).

Options flow strength: 0.75 (0–1 scale). ATM Strike: 62.50, Call: 0.85, Put: 0.72, Straddle Cost: 1.58.

Price moves may extend once a direction forms. The short-term gamma flip is near 68.90 , with intermediate positioning around 68.30 . The mid-term gamma flip remains near 68.30.