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

Analyze the complete FRT 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 FRT.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

105

Exp: 2026-02-20

Gamma Flip

97.18

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.431

Shows put vs call positioning

IV Skew

13.65

Put–call IV difference

Max Pain Price Volatility

σ = 0.00

low volatility

Confidence 38%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

A slight bullish tilt is present, but the overall setup remains largely neutral with limited directional reliability. 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 0.882(bearish). Bearish, 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 FRT are at 105.01, 104.11, and 102.37, while the resistance levels are at 106.51, 107.41, and 109.15. The pivot point, a key reference price for traders, is at 105.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 14)

Based on the latest options positioning (DTE 14), the ATM straddle implies a standardized 1.14% 1-day move.

The expected range for the next 14 days is 98.26 — 108.39 , corresponding to +2.49% / -7.10% .

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 110.05 (4.06% above spot).

Bearish positioning points to downside pressure toward 92.44 (12.59% below spot).

Options flow strength: 0.58 (0–1 scale). ATM Strike: 105.00, Call: 2.45, Put: 2.08, Straddle Cost: 4.53.

Price moves are likely to stay range-bound. The short-term gamma flip is near 97.20 , with intermediate positioning around 97.18 . The mid-term gamma flip remains near 97.18.