WhaleQuant.io

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

Analyze the complete CRM 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 CRM.

Latest Data: 2026-10-01 (EDT)
Max Pain Price
235
Exp: 2026-10-02
Gamma Flip
236.76
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.832
Shows put vs call positioning
IV Skew
-4.83
Put–call IV difference
Max Pain Price Volatility
σ = 37.62
high volatility
Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. 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 0.573(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 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 2026-10-02 options expiry. 100% confidence

The support levels for CRM are at 233.40, 229.46, and 212.60, while the resistance levels are at 239.98, 243.92, and 260.78. The pivot point, a key reference price for traders, is at 235.00.

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 neutral (0.00), pin strength 0.80.


Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 1.82% 1-day move.


The expected range for the next 1 days is 231.50 — 243.92 , corresponding to +3.06% / -2.19% .

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 247.42 (4.53% above spot).

Bearish positioning points to downside pressure toward 229.42 (3.07% below spot).


Options flow strength: 0.79 (0–1 scale). ATM Strike: 237.50, Call: 1.76, Put: 2.55, Straddle Cost: 4.31.


Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 237.06 , with intermediate positioning around 236.76 . The mid-term gamma flip remains near 231.60.