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.
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: 100%
Current DPI is -0.037(bearish). Bearish, momentum neutral or unclear.
Options Terrain Outlook (3-Month)
The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2027-01-15 options expiry. 90% confidence
Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)
Expiry 2026-11-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (0.00), pin strength 0.90.
Based on same-day expiring options (0DTE), the ATM straddle implies an 1.09% standardized 1-day equivalent move, serving as an intraday volatility reference.
The implied intraday range is approximately 11.68 — 12.60 , corresponding to +1.31% / -6.08% .
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 12.67 (1.88% above spot).
Bearish positioning points to downside pressure toward 11.13 (10.53% below spot).
Options flow strength: 0.63 (0–1 scale). ATM Strike: 12.50, Call: 0.08, Put: 0.06, Straddle Cost: 0.14.
Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 17.44 , with intermediate positioning around 12.31 . The mid-term gamma flip remains near 12.34.