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: 2026-10-01 (EDT)

Max Pain Price

Exp: 2026-10-02

Gamma Flip

56.54

Gamma Flip (≈60 days)

Put/Call OI Ratio

4.191

Shows put vs call positioning

IV Skew

-1.54

Put–call IV difference

Max Pain Price Volatility

σ = 8.37

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: 67%

Current DPI is -0.489(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 remain relatively smooth. Price action is strongly influenced by existing options constraints. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence

The support levels for CARR are at 54.89, 54.39, and 53.03, while the resistance levels are at 55.55, 56.05, and 57.41. The pivot point, a key reference price for traders, is at 61.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.80.

Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 2.17% 1-day move.

The expected range for the next 1 days is 54.10 — 57.94 , corresponding to +4.93% / -2.03% .

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 59.77 (8.23% above spot).

Bearish positioning points to downside pressure toward 53.71 (2.73% below spot).

Options flow strength: 0.53 (0–1 scale). ATM Strike: 55.00, Call: 0.50, Put: 0.70, Straddle Cost: 1.20.

Price moves may extend once a direction forms. The short-term gamma flip is near 55.76 , with intermediate positioning around 56.54 . The mid-term gamma flip remains near 56.64.