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

Analyze the complete DPZ 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 DPZ.

Latest Data: 2026-03-25 (EDT)
Max Pain Price
380
Exp: 2026-04-17
Gamma Flip
396.87
Gamma Flip (≈60 days)
Put/Call OI Ratio
2.417
Shows put vs call positioning
IV Skew
-5.12
Put–call IV difference
Max Pain Price Volatility
σ = 11.01
medium volatility
Confidence 66%

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

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.7(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

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. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-05-15 options expiry. 100% confidence

The support levels for DPZ are at 358.93, 353.53, and 337.85, while the resistance levels are at 366.13, 371.53, and 387.21. The pivot point, a key reference price for traders, is at 380.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.36% 1-day move.


The expected range for the next 23 days is 355.52 379.24 , corresponding to +4.61% / -1.93% .

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 389.30 (7.38% above spot).

Bearish positioning points to downside pressure toward 352.36 (2.81% below spot).


Options flow strength: 0.77 (0–1 scale). ATM Strike: 360.00, Call: 14.00, Put: 9.70, Straddle Cost: 23.70.


Price moves may extend once a direction forms. The short-term gamma flip is near 380.50 , with intermediate positioning around 396.87 . The mid-term gamma flip remains near 398.29.