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

Analyze the complete DE 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 DE.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

550

Exp: 2026-03-27

Gamma Flip

579.11

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.778

Shows put vs call positioning

IV Skew

-3.07

Put–call IV difference

Max Pain Price Volatility

σ = 59.41

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 0.383(bearish). Bearish, 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 moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-03-27 options expiry. 100% confidence

The support levels for DE are at 567.68, 555.65, and 514.57, while the resistance levels are at 588.30, 600.33, and 641.41. The pivot point, a key reference price for traders, is at 550.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.65% 1-day move.

The expected range for the next 2 days is 566.19 — 590.98 , corresponding to +2.25% / -2.04% .

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 596.74 (3.24% above spot).

Bearish positioning points to downside pressure toward 561.28 (2.89% below spot).

Options flow strength: 0.76 (0–1 scale). ATM Strike: 577.50, Call: 7.45, Put: 6.03, Straddle Cost: 13.48.

Price moves may extend once a direction forms. The short-term gamma flip is near 579.21 , with intermediate positioning around 579.11 . The mid-term gamma flip remains near 578.11.