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

Analyze the complete DNN 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 DNN.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

Exp: 2026-10-02

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.604

Shows put vs call positioning

IV Skew

-10.46

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low 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: 83%

Current DPI is 0.457(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 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 2027-01-15 options expiry. 100% confidence

The support levels for DNN are at 2.51, 2.48, and 2.26, while the resistance levels are at 2.57, 2.60, and 2.82. The pivot point, a key reference price for traders, is at 3.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.80.

Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 2.76% 1-day move.

The expected range for the next 1 days is 2.50 — 2.77 , corresponding to +9.13% / -1.67% .

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 3.00 (18.11% above spot).

Bearish positioning points to downside pressure toward 2.50 (1.57% below spot).

Options flow strength: 0.21 (0–1 scale). ATM Strike: 2.50, Call: 0.05, Put: 0.02, Straddle Cost: 0.07.

Market signals are mixed and less reliable. No short-term gamma flip is observed