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 data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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: 83%
Current DPI is 0.102(strong-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 continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence
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 neutral (0.10), pin strength 0.70.
Based on same-day expiring options (0DTE), the ATM straddle implies an 6.25% standardized 1-day equivalent move, serving as an intraday volatility reference.
The implied intraday range is approximately 7.60 — 8.69 , corresponding to +8.69% / -5.02% .
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 9.05 (13.12% above spot).
Bearish positioning points to downside pressure toward 7.50 (6.29% below spot).
Options flow strength: 0.57 (0–1 scale). ATM Strike: 8.00, Call: 0.10, Put: 0.40, Straddle Cost: 0.50.
Price moves may extend once a direction forms. The short-term gamma flip is near 8.71 , with intermediate positioning around 8.53 . The mid-term gamma flip remains near 8.54.