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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: 2026-08-28 (EDT)
Max Pain Price
89
Exp: 2026-08-28
Gamma Flip
95.02
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.436
Shows put vs call positioning
IV Skew
-3.61
Put–call IV difference
Max Pain Price Volatility
σ = 6.06
medium volatility
Confidence 88%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 60%

Current DPI is -0.357(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are elevated, implying wider and less stable price swings. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence

The support levels for DECK are at 87.15, 86.23, and 83.07, while the resistance levels are at 88.37, 89.29, and 92.45. The pivot point, a key reference price for traders, is at 89.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-08-28 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.90.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.17% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 86.62 93.32 , corresponding to +6.34% / -1.30% .

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 97.92 (11.57% above spot).

Bearish positioning points to downside pressure toward 86.12 (1.87% below spot).


Options flow strength: 0.50 (0–1 scale). ATM Strike: 88.00, Call: 0.15, Put: 0.88, Straddle Cost: 1.02.


Price moves may extend once a direction forms. The short-term gamma flip is near 95.48 , with intermediate positioning around 95.02 . The mid-term gamma flip remains near 95.31.