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

Analyze the complete DECK 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 DECK.

Latest Data: 2026-07-15 (EDT)
Max Pain Price
111
Exp: 2026-07-17
Gamma Flip
106.33
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.940
Shows put vs call positioning
IV Skew
0.48
Put–call IV difference
Max Pain Price Volatility
σ = 5.27
medium 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 0.354(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

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 moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-07-17 options expiry. 100% confidence

The support levels for DECK are at 105.79, 104.69, and 100.91, while the resistance levels are at 107.27, 108.37, and 112.15. The pivot point, a key reference price for traders, is at 111.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.27% 1-day move.


The expected range for the next 2 days is 102.79 111.83 , corresponding to +4.97% / -3.51% .

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 114.93 (7.88% above spot).

Bearish positioning points to downside pressure toward 100.90 (5.29% below spot).


Options flow strength: 0.68 (0–1 scale). ATM Strike: 107.00, Call: 1.88, Put: 1.55, Straddle Cost: 3.42.


Price moves are likely to stay range-bound. The short-term gamma flip is near 106.39 , with intermediate positioning around 106.33 . The mid-term gamma flip remains near 106.32.