EMR Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete EMR 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 EMR.
Near-Term Options-Derived Market Structure
BULLISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. 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 -0.096(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding positions. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation
Options Terrain Outlook (3-Month)
Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-06-18 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)
Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.88% 1-day move.
The expected range for the next 2 days is 125.02 — 138.49 , corresponding to +5.83% / -4.47% .
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 143.68 (9.80% above spot).
Bearish positioning points to downside pressure toward 121.31 (7.30% below spot).
Options flow strength: 0.61 (0–1 scale). ATM Strike: 130.00, Call: 2.17, Put: 1.30, Straddle Cost: 3.47.
Price moves may extend once a direction forms. The short-term gamma flip is near 133.98 , with intermediate positioning around 133.41 . The mid-term gamma flip remains near 132.02.