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

Analyze the complete DJT 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 DJT.

Latest Data: 2026-08-28 (EDT)
Max Pain Price
10.5
Exp: 2026-08-28
Gamma Flip
8.62
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.738
Shows put vs call positioning
IV Skew
-10.19
Put–call IV difference
Max Pain Price Volatility
σ = 10.14
medium volatility
Confidence 50%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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: 100%

Current DPI is 0.202(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 elevated, implying wider and less stable price swings. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence

The support levels for DJT are at 9.53, 9.37, and 8.46, while the resistance levels are at 9.74, 9.90, and 10.81. The pivot point, a key reference price for traders, is at 10.50.

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 neutral (-0.10), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.09% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 9.24 10.15 , corresponding to +5.39% / -4.09% .

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 10.60 (10.05% above spot).

Bearish positioning points to downside pressure toward 8.92 (7.46% below spot).


Options flow strength: 0.43 (0–1 scale). ATM Strike: 9.50, Call: 0.06, Put: 0.05, Straddle Cost: 0.11.


Price moves are likely to stay range-bound. The short-term gamma flip is near 8.63 , with intermediate positioning around 8.62 . The mid-term gamma flip remains near 8.69.