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

Analyze the complete D 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 D.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

67.5

Exp: 2026-10-16

Gamma Flip

62.90

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.409

Shows put vs call positioning

IV Skew

-0.26

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low 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: 50%

Current DPI is -0.191(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-12-18 options expiry. 100% confidence

The support levels for D are at 60.42, 59.92, and 59.00, while the resistance levels are at 61.10, 61.60, and 62.52. The pivot point, a key reference price for traders, is at 67.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 15)

Based on the latest options positioning (DTE 15), the ATM straddle implies a standardized 0.88% 1-day move.

The expected range for the next 15 days is 59.76 — 64.07 , corresponding to +5.45% / -1.64% .

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 66.69 (9.75% above spot).

Bearish positioning points to downside pressure toward 59.16 (2.63% below spot).

Options flow strength: 0.56 (0–1 scale). ATM Strike: 60.00, Call: 1.40, Put: 0.68, Straddle Cost: 2.08.

Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 63.00 , with intermediate positioning around 62.90 . The mid-term gamma flip remains near 59.87.