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

Analyze the complete GEN 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 GEN.

Latest Data: 2026-03-26 (EDT)

Max Pain Price

Exp: 2026-04-17

Gamma Flip

23.22

Gamma Flip (≈60 days)

Put/Call OI Ratio

2.159

Shows put vs call positioning

IV Skew

-0.78

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 88%

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: 60%

Current DPI is -0.824(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 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 2026-04-17 options expiry. 100% confidence

The support levels for GEN are at 19.25, 18.93, and 17.66, while the resistance levels are at 19.69, 20.01, and 21.28. The pivot point, a key reference price for traders, is at 30.00.

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

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 0.00% 1-day move.

The expected range for the next 23 days is 0.00 — 0.00 , corresponding to +0.00% / -0.00% .

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 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).

Options flow strength: 0.00 (0–1 scale). ATM Strike: 19.00, Call: 0.00, Put: 0.47, Straddle Cost: 0.00.

Price moves may extend once a direction forms. The short-term gamma flip is near 23.22 , with intermediate positioning around 23.22 . The mid-term gamma flip remains near 23.22.