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

Analyze the complete CWAN 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 CWAN.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

22.5

Exp: 2026-03-27

Gamma Flip

24.58

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.651

Shows put vs call positioning

IV Skew

8.89

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 40%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

Neutral positioning with only partial factor alignment, indicating a balanced but less predictable environment. 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: 89%

Current DPI is 0.304(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 remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-06-18 options expiry. 100% confidence

The support levels for CWAN are at 23.32, 23.21, and 23.07, while the resistance levels are at 23.48, 23.59, and 23.73. The pivot point, a key reference price for traders, is at 22.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 0.00% 1-day move.

The expected range for the next 2 days is 0.00 — 0.00 , corresponding to +0.00% / -0.00% .

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 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).

Options flow strength: 0.00 (0–1 scale). ATM Strike: 23.50, Call: 0.07, Put: 0.00, Straddle Cost: 0.00.

Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 24.63 , with intermediate positioning around 24.58 . The mid-term gamma flip remains near 21.96.