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

Analyze the complete CTAS 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 CTAS.

Latest Data: 2026-08-28 (EDT)
Max Pain Price
212.5
Exp: 2026-08-28
Gamma Flip
200.23
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.631
Shows put vs call positioning
IV Skew
-6.42
Put–call IV difference
Max Pain Price Volatility
σ = 17.31
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: 83%

Current DPI is 0.665(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

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 2026-09-18 options expiry. 90% confidence

The support levels for CTAS are at 202.77, 201.09, and 197.29, while the resistance levels are at 205.59, 207.27, and 211.07. The pivot point, a key reference price for traders, is at 212.50.

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

Expiry 2026-08-28 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 0.63% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 200.25 208.50 , corresponding to +2.12% / -1.92% .

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 211.70 (3.68% above spot).

Bearish positioning points to downside pressure toward 197.41 (3.32% below spot).


Options flow strength: 0.53 (0–1 scale). ATM Strike: 205.00, Call: 0.44, Put: 0.85, Straddle Cost: 1.29.


Price moves are likely to stay range-bound. The short-term gamma flip is near 200.08 , with intermediate positioning around 200.23 . The mid-term gamma flip remains near 200.21.