COLD Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete COLD 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 COLD.
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: 100%
Current DPI is 0.785(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.
Options Terrain Outlook (3-Month)
Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are elevated, implying wider and less stable price swings. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-07-17 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)
Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 3.40% 1-day move.
The expected range for the next 3 days is 13.65 — 17.02 , corresponding to +7.05% / -14.13% .
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 17.76 (11.68% above spot).
Bearish positioning points to downside pressure toward 11.89 (25.22% below spot).
Options flow strength: 0.51 (0–1 scale). ATM Strike: 15.00, Call: 0.93, Put: 0.01, Straddle Cost: 0.94.
Price moves are likely to stay range-bound. The short-term gamma flip is near 13.53 , with intermediate positioning around 13.32 . The mid-term gamma flip remains near 13.10.