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.
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 0.617(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 moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)
Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 1.50% 1-day move.
The expected range for the next 4 days is 591.99 — 623.87 , corresponding to +2.39% / -2.84% .
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 631.02 (3.57% above spot).
Bearish positioning points to downside pressure toward 582.87 (4.33% below spot).
Options flow strength: 0.74 (0–1 scale). ATM Strike: 610.00, Call: 11.90, Put: 6.40, Straddle Cost: 18.30.
Price moves may extend once a direction forms. The short-term gamma flip is near 612.96 , with intermediate positioning around 611.44 . The mid-term gamma flip remains near 611.44.