CBRE Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete CBRE 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 CBRE.
Near-Term Options-Derived Market Structure
BEARISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
A slight bearish tilt is visible, though the signal is weak and insufficient for a strong directional call. 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: 87%
Current DPI is -0.125(strong-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. Price action is strongly influenced by existing options constraints. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-07-17 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)
Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.14% 1-day move.
The expected range for the next 2 days is 137.11 — 145.30 , corresponding to +2.75% / -3.04% .
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 147.05 (3.99% above spot).
Bearish positioning points to downside pressure toward 135.04 (4.50% below spot).
Options flow strength: 0.68 (0–1 scale). ATM Strike: 140.00, Call: 2.45, Put: 1.82, Straddle Cost: 4.28.
Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 147.65 , with intermediate positioning around 136.64 . The mid-term gamma flip remains near 136.15.