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: 2026-02-06 (EDT)

Max Pain Price

13.5

Exp: 2026-02-06

Gamma Flip

13.59

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.074

Shows put vs call positioning

IV Skew

10.41

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: 76%

Current DPI is 0.542(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 F are at 13.72, 13.60, and 13.37, while the resistance levels are at 13.88, 14.00, and 14.23. The pivot point, a key reference price for traders, is at 13.50.

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

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bullish (0.30), pin strength 0.70.

Based on same-day expiring options (0DTE), the ATM straddle implies an 1.92% standardized 1-day equivalent move, serving as an intraday volatility reference.

The implied intraday range is approximately 13.53 — 14.21 , corresponding to +2.94% / -1.97% .

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 14.42 (4.47% above spot).

Bearish positioning points to downside pressure toward 13.43 (2.70% below spot).

Options flow strength: 0.63 (0–1 scale). ATM Strike: 14.00, Call: 0.01, Put: 0.26, Straddle Cost: 0.27.

Price moves are likely to stay range-bound. The short-term gamma flip is near 13.64 , with intermediate positioning around 13.59 . The mid-term gamma flip remains near 13.58.