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

Analyze the complete FLO 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 FLO.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

12.5

Exp: 2026-04-17

Gamma Flip

10.40

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.700

Shows put vs call positioning

IV Skew

2.96

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 88%

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: 60%

Current DPI is -0.706(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

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. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for FLO are at 8.19, 8.05, and 7.50, while the resistance levels are at 8.37, 8.51, and 9.06. The pivot point, a key reference price for traders, is at 12.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 2.39% 1-day move.

The expected range for the next 23 days is 7.81 — 10.71 , corresponding to +29.33% / -5.72% .

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 (53.03% above spot).

Bearish positioning points to downside pressure toward 7.50 (9.42% below spot).

Options flow strength: 0.59 (0–1 scale). ATM Strike: 7.50, Call: 0.85, Put: 0.10, Straddle Cost: 0.95.

Price moves may extend once a direction forms. The short-term gamma flip is near 10.78 , with intermediate positioning around 10.40 . The mid-term gamma flip remains near 10.40.