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

Analyze the complete CI 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 CI.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

275

Exp: 2026-03-27

Gamma Flip

269.37

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.571

Shows put vs call positioning

IV Skew

-1.14

Put–call IV difference

Max Pain Price Volatility

σ = 13.73

high volatility

Confidence 52%

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: 67%

Current DPI is 0.465(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 2026-04-17 options expiry. 100% confidence

The support levels for CI are at 268.64, 266.06, and 259.38, while the resistance levels are at 272.08, 274.66, and 281.34. The pivot point, a key reference price for traders, is at 275.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.60% 1-day move.

The expected range for the next 2 days is 264.77 — 274.45 , corresponding to +1.51% / -2.07% .

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 275.82 (2.02% above spot).

Bearish positioning points to downside pressure toward 262.20 (3.02% below spot).

Options flow strength: 0.65 (0–1 scale). ATM Strike: 270.00, Call: 3.40, Put: 2.70, Straddle Cost: 6.10.

Price moves are likely to stay range-bound. The short-term gamma flip is near 269.34 , with intermediate positioning around 269.37 . The mid-term gamma flip remains near 269.00.