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

Analyze the complete FTV 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 FTV.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

Exp: 2026-04-17

Gamma Flip

48.11

Gamma Flip (≈60 days)

Put/Call OI Ratio

5.500

Shows put vs call positioning

IV Skew

-4.98

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. 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: 67%

Current DPI is -0.343(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 remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence

The support levels for FTV are at 54.47, 53.99, and 52.62, while the resistance levels are at 55.09, 55.57, and 56.94. The pivot point, a key reference price for traders, is at 65.00.

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

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.32% 1-day move.

The expected range for the next 23 days is 51.07 — 56.36 , corresponding to +2.88% / -6.77% .

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 57.42 (4.83% above spot).

Bearish positioning points to downside pressure toward 48.05 (12.29% below spot).

Options flow strength: 0.50 (0–1 scale). ATM Strike: 55.00, Call: 1.40, Put: 2.08, Straddle Cost: 3.48.

Market signals are mixed and less reliable. The short-term gamma flip is near 48.77 , with intermediate positioning around 48.11 .