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

Analyze the complete CCEP 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 CCEP.

Latest Data: 2026-07-14 (EDT)

Max Pain Price

100

Exp: 2026-07-17

Gamma Flip

90.79

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.151

Shows put vs call positioning

IV Skew

6.24

Put–call IV difference

Max Pain Price Volatility

σ = 6.67

medium volatility

Confidence 50%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a moderate bearish bias. Downside factors are present but not dominant. 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: 73%

Current DPI is 0.989(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 2026-08-21 options expiry. 90% confidence

The support levels for CCEP are at 105.03, 104.32, and 102.88, while the resistance levels are at 105.97, 106.68, and 108.12. The pivot point, a key reference price for traders, is at 100.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 0.92% 1-day move.

The expected range for the next 3 days is 101.33 — 108.12 , corresponding to +2.48% / -3.96% .

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 110.00 (4.27% above spot).

Bearish positioning points to downside pressure toward 98.03 (7.08% below spot).

Options flow strength: 0.51 (0–1 scale). ATM Strike: 105.00, Call: 1.10, Put: 0.58, Straddle Cost: 1.68.

Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 137.15 , with intermediate positioning around 90.79 . The mid-term gamma flip remains near 90.79.