COF Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete COF 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 COF.
Near-Term Options-Derived Market Structure
BULLISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. 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 -0.325(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 continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence
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 bearish (-0.50), pin strength 0.80.
Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 1.77% 1-day move.
The expected range for the next 1 days is 191.34 — 200.28 , corresponding to +2.98% / -1.62% .
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 203.33 (4.55% above spot).
Bearish positioning points to downside pressure toward 190.35 (2.12% below spot).
Options flow strength: 0.68 (0–1 scale). ATM Strike: 195.00, Call: 1.30, Put: 2.15, Straddle Cost: 3.45.
Price moves may extend once a direction forms. The short-term gamma flip is near 196.50 , with intermediate positioning around 196.53 . The mid-term gamma flip remains near 196.60.