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

Analyze the complete GLW 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 GLW.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

150

Exp: 2026-10-02

Gamma Flip

155.78

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.238

Shows put vs call positioning

IV Skew

-6.74

Put–call IV difference

Max Pain Price Volatility

σ = 42.54

high volatility

Confidence 52%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a moderate bearish bias. Downside factors are present but not dominant. 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: 100%

Current DPI is 0.452(strong-bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence

The support levels for GLW are at 157.03, 153.08, and 127.94, while the resistance levels are at 163.81, 167.76, and 192.90. The pivot point, a key reference price for traders, is at 150.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.20), pin strength 0.70.

Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 2.65% 1-day move.

The expected range for the next 1 days is 155.45 — 164.86 , corresponding to +2.77% / -3.10% .

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 166.47 (3.77% above spot).

Bearish positioning points to downside pressure toward 153.46 (4.34% below spot).

Options flow strength: 0.75 (0–1 scale). ATM Strike: 160.00, Call: 2.46, Put: 1.80, Straddle Cost: 4.25.

Price moves are likely to stay range-bound. The short-term gamma flip is near 155.61 , with intermediate positioning around 155.78 . The mid-term gamma flip remains near 155.71.