FRMI Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete FRMI 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 FRMI.
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: 53%
Current DPI is -0.636(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)
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 2026-10-02 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)
Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.70.
Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 4.94% 1-day move.
The expected range for the next 1 days is 3.97 — 4.53 , corresponding to +11.92% / -2.04% .
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 4.85 (19.78% above spot).
Bearish positioning points to downside pressure toward 3.99 (1.38% below spot).
Options flow strength: 0.57 (0–1 scale). ATM Strike: 4.00, Call: 0.12, Put: 0.08, Straddle Cost: 0.20.
Price moves may extend once a direction forms. The short-term gamma flip is near 4.45 , with intermediate positioning around 4.45 . The mid-term gamma flip remains near 5.16.