GGB Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete GGB 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 GGB.
Dealer–Gamma Regime
A combined view of GGB’s total gamma exposure (GEX) and Dealer Position Index (DPI). This helps identify whether dealer hedging flows support mean reversion or trend continuation in the current options market.
In a long gamma regime, dealers hedge against price moves, strengthening mean reversion and suppressing volatility.
A Strong Net Long Options profile indicates how dealers hedge daily flows, influencing whether trends extend or revert.
Market signals are mixed and less reliable.
No short-term gamma flip is observed . The mid-term gamma flip remains near 2.97.
With Long Gamma and a bullish DPI trend , the current setup favors Mean Reversion Zone .
Dealer hedging flows interact with gamma positioning to form short-term volatility regimes. Stronger directional movement is more likely when gamma is short or unstable.
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. A strong confidence score reflects high directional consensus—or, in the case of neutral bias, a stable volatility regime.
Put-Side Positioning Insight
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: 67%
Important intraday and swing-trading price levels derived from max pain, open interest distribution, and gamma positioning. These price levels are derived from Max Pain analysis, gamma exposure trends, and open interest dynamics, which are crucial factors for assessing market sentiment and potential price movements. Traders can use the support and resistance levels to identify key price zones for entry or exit points, while the pivot point serves as an important reference for gauging trend direction.
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: 2.50, Call: 1.23, Put: 0.00, Straddle Cost: 0.00.
Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.
📘 Show Options Market Insight
1. Core Volatility Signal (0.00% Standardized 1-Day Move)
“The ATM straddle implies a standardized 1-day move of
0.00%.”
This means:
- Short-term implied volatility is very low.
- The market is calm with limited expected movement.
- Traders are not pricing meaningful near-term catalysts.
📌 Plain interpretation: Volatility is very low — markets are calm.
2. Expected Price Range (Next 24 Days)
The options market is pricing the following risk range:
0.00 – 0.00
Upper: +0.00%
•
Lower: -0.00%
⚖️ Neutral Skew — upside and downside are relatively balanced.
3. Bullish Flow vs Bearish Flow
▶ Bullish Flow
Upside interest clusters near
0.00
(0.00% above spot).
This region may act as short-term resistance.
▶ Bearish Flow
Downside pressure clusters near
0.00
(0.00% below spot).
This is a downside “magnet zone” where put demand concentrates.
4. Flow Strength: 0.00
Flow strength is weak — option activity is scattered or light, making directional signals less reliable.
5. ATM Straddle Cost
The ATM straddle costs 0.00 (0.00% of spot).
This reflects very low volatility, suggesting the market expects calm price action.
🔥 Professional Summary
1️⃣ The options market shows a balanced directional profile.
2️⃣ Implied volatility is low, indicating calm market expectations.
3️⃣ Call activity dominates — traders position for upside moves.
4️⃣ FlowStrength 0.00 suggests low signal reliability.
⭐ One-sentence takeaway: Option signals are weak today — directional indications should be interpreted cautiously.
The insights are generated by an AI-driven options analysis model. We strongly recommend interpreting the data in the context of your own judgment and market understanding.
DPI Trend Index
Dealer Position Index (DPI) tracks how options dealers are positioned.
Rising DPI → dealers long options (mean reversion).
Falling DPI → dealers short options (trend amplification).
DPI does not predict direction. It only answers one question:
once price moves, will the market reinforce that move?
DPI reflects the direction and strength of dealer gamma exposure — not a bullish or bearish call.
Latest Trend Interpretation:
Gamma Exposure & Expiry Risk Zones
Gamma Exposure (GEX) defines how option dealer hedging interacts with price moves. Large expiries can sharply alter hedging pressure and trigger volatility shifts.
Market GEX vs Price History
Aggregate gamma exposure plotted with underlying price. Sharp GEX declines or flip-zone tests often precede increased volatility.
| Expiry | DTE | GEX | Contrib % | Post-Expiry GEX | Post Regime | Tag |
|---|
Vanna Exposure & Risk Zone
Vanna measures how delta changes when implied volatility shifts. Heavy negative Vanna clusters can amplify volatility during IV shocks.
Post-Expiry Vanna: 10.01K (More Positive — Volatility Dampening)
| Expiry | DTE | Vanna | Contrib % | Post-Expiry | Post Regime | Tag |
|---|---|---|---|---|---|---|
| 2026-03-20 | 87 | 363.02K | 97.3% | 10.01K | More Positive (Stabilizing) | Critical |
| 2026-06-18 | 177 | 10.51K | 2.8% | 362.52K | More Positive (Stabilizing) | — |
| 2026-01-16 | 24 | -495 | 0.1% | 373.52K | More Positive (Stabilizing) | — |
Volatility Structure & Term Structure
Short-dated and medium-term implied volatility, term structure shape, downside skew, and realized volatility context.