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

Analyze the complete ELAN 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 ELAN.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
26
Exp: 2026-02-20
Gamma Flip
20.80
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.208
Shows put vs call positioning
IV Skew
-2.74
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 35%

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 0.911(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. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for ELAN are at 25.06, 24.84, and 24.21, while the resistance levels are at 25.34, 25.56, and 26.19. The pivot point, a key reference price for traders, is at 26.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 14)

Based on the latest options positioning (DTE 14), the ATM straddle implies a standardized 1.64% 1-day move.


The expected range for the next 14 days is 24.58 25.83 , corresponding to +2.52% / -2.47% .

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 26.15 (3.78% above spot).

Bearish positioning points to downside pressure toward 24.27 (3.69% below spot).


Options flow strength: 0.68 (0–1 scale). ATM Strike: 25.00, Call: 0.85, Put: 0.70, Straddle Cost: 1.55.


Price moves are likely to stay range-bound. The short-term gamma flip is near 20.78 , with intermediate positioning around 20.80 . The mid-term gamma flip remains near 20.18.