DLTR Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete DLTR 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 DLTR.
Near-Term Options-Derived Market Structure
BEARISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
A slight bearish tilt is visible, though the signal is weak and insufficient for a strong directional call. 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 0.468(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. Price action is strongly influenced by existing options constraints. 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 (0DTE · Intraday Reference)
Expiry 2026-08-28 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.20), pin strength 0.70.
Based on same-day expiring options (0DTE), the ATM straddle implies an 1.01% standardized 1-day equivalent move, serving as an intraday volatility reference.
The implied intraday range is approximately 124.80 — 134.23 , corresponding to +4.65% / -2.70% .
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 138.52 (8.00% above spot).
Bearish positioning points to downside pressure toward 122.56 (4.45% below spot).
Options flow strength: 0.62 (0–1 scale). ATM Strike: 128.00, Call: 0.82, Put: 0.47, Straddle Cost: 1.30.
Price moves may extend once a direction forms. The short-term gamma flip is near 128.65 , with intermediate positioning around 128.44 . The mid-term gamma flip remains near 128.26.