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: 2026-02-06 (EDT)

Max Pain Price

Exp: 2026-02-20

Gamma Flip

56.28

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.640

Shows put vs call positioning

IV Skew

-2.79

Put–call IV difference

Max Pain Price Volatility

σ = 0.00

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

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: 62%

Current DPI is 0.77(bullish). Bullish, 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 moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-03-20 options expiry. 100% confidence

The support levels for CARR are at 63.30, 62.56, and 60.25, while the resistance levels are at 64.54, 65.28, and 67.59. The pivot point, a key reference price for traders, is at 45.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 14)

Based on the latest options positioning (DTE 14), the ATM straddle implies a standardized 1.28% 1-day move.

The expected range for the next 14 days is 56.12 — 64.97 , corresponding to +1.64% / -12.20% .

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 65.44 (2.38% above spot).

Bearish positioning points to downside pressure toward 50.48 (21.03% below spot).

Options flow strength: 0.69 (0–1 scale). ATM Strike: 65.00, Call: 1.05, Put: 2.00, Straddle Cost: 3.05.

Price moves are likely to stay range-bound. The short-term gamma flip is near 54.79 , with intermediate positioning around 56.28 . The mid-term gamma flip remains near 56.28.