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

Analyze the complete GOOG 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 GOOG.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

315

Exp: 2026-03-27

Gamma Flip

300.12

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.806

Shows put vs call positioning

IV Skew

-4.72

Put–call IV difference

Max Pain Price Volatility

σ = 29.86

high volatility

Confidence 79%

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: 80%

Current DPI is -0.072(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)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-03-27 options expiry. 100% confidence

The support levels for GOOG are at 286.70, 283.24, and 273.37, while the resistance levels are at 292.48, 295.94, and 305.81. The pivot point, a key reference price for traders, is at 315.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.34% 1-day move.

The expected range for the next 2 days is 284.96 — 293.73 , corresponding to +1.43% / -1.60% .

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 295.16 (1.92% above spot).

Bearish positioning points to downside pressure toward 283.23 (2.20% below spot).

Options flow strength: 0.89 (0–1 scale). ATM Strike: 290.00, Call: 2.59, Put: 2.91, Straddle Cost: 5.50.

Price moves may extend once a direction forms. The short-term gamma flip is near 299.15 , with intermediate positioning around 300.12 . The mid-term gamma flip remains near 299.73.