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

Analyze the complete COP 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 COP.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
112
Exp: 2026-02-06
Gamma Flip
94.89
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.592
Shows put vs call positioning
IV Skew
1.67
Put–call IV difference
Max Pain Price Volatility
σ = 0.00
low volatility
Confidence 35%

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 0.857(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-02-20 options expiry. 90% confidence

The support levels for COP are at 106.57, 105.31, and 101.36, while the resistance levels are at 108.67, 109.93, and 113.88. The pivot point, a key reference price for traders, is at 112.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.38% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 102.34 108.83 , corresponding to +1.13% / -4.90% .

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 109.15 (1.42% above spot).

Bearish positioning points to downside pressure toward 98.65 (8.33% below spot).


Options flow strength: 0.61 (0–1 scale). ATM Strike: 108.00, Call: 0.33, Put: 1.16, Straddle Cost: 1.49.


Price moves are likely to stay range-bound. The short-term gamma flip is near 95.42 , with intermediate positioning around 94.89 . The mid-term gamma flip remains near 94.97.