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

Analyze the complete F 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 F.

Latest Data: 2026-09-11 (EDT)

Max Pain Price

Exp: 2026-09-11

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.936

Shows put vs call positioning

IV Skew

-1.44

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. 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: 71%

Current DPI is 0.261(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 elevated, implying wider and less stable price swings. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence

The support levels for F are at 13.89, 13.76, and 13.35, while the resistance levels are at 14.05, 14.18, and 14.59. The pivot point, a key reference price for traders, is at 14.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-09-11 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (0.20), pin strength 0.90.

Based on same-day expiring options (0DTE), the ATM straddle implies an 0.97% standardized 1-day equivalent move, serving as an intraday volatility reference.

The implied intraday range is approximately 13.55 — 14.13 , corresponding to +1.13% / -3.02% .

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 14.19 (1.61% above spot).

Bearish positioning points to downside pressure toward 13.27 (5.04% below spot).

Options flow strength: 0.63 (0–1 scale). ATM Strike: 14.00, Call: 0.09, Put: 0.04, Straddle Cost: 0.14.

Market signals are mixed and less reliable. No short-term gamma flip is observed . The mid-term gamma flip remains near 14.15.