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

Analyze the complete FLY 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 FLY.

Latest Data: 2026-04-10 (EDT)
Max Pain Price
36
Exp: 2026-04-10
Gamma Flip
23.37
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.197
Shows put vs call positioning
IV Skew
3.54
Put–call IV difference
Max Pain Price Volatility
σ = 5.93
medium volatility
Confidence 50%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a moderate bearish bias. Downside factors are present but not dominant. 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: 73%

Current DPI is 0.971(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for FLY are at 36.93, 36.02, and 30.26, while the resistance levels are at 38.15, 39.06, and 44.82. The pivot point, a key reference price for traders, is at 36.00.

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

Expiry 2026-04-10 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (0.20), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 5.19% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 35.97 39.79 , corresponding to +5.98% / -4.19% .

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 40.74 (8.54% above spot).

Bearish positioning points to downside pressure toward 35.57 (5.26% below spot).


Options flow strength: 0.61 (0–1 scale). ATM Strike: 38.00, Call: 0.17, Put: 1.77, Straddle Cost: 1.95.


Price moves are likely to stay range-bound. The short-term gamma flip is near 23.64 , with intermediate positioning around 23.37 . The mid-term gamma flip remains near 23.37.