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

Analyze the complete GRAB 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 GRAB.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

5.5

Exp: 2026-02-06

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.400

Shows put vs call positioning

IV Skew

-2.16

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 62%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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 -0.169(bullish). Bullish, momentum neutral or unclear.

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 2027-01-15 options expiry. 100% confidence

The support levels for GRAB are at 4.22, 4.14, and 3.80, while the resistance levels are at 4.32, 4.40, and 4.74. The pivot point, a key reference price for traders, is at 5.50.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.70.

Based on same-day expiring options (0DTE), the ATM straddle implies an 6.21% standardized 1-day equivalent move, serving as an intraday volatility reference.

The implied intraday range is approximately 4.06 — 4.63 , corresponding to +8.32% / -5.02% .

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 4.82 (12.99% above spot).

Bearish positioning points to downside pressure toward 4.00 (6.32% below spot).

Options flow strength: 0.39 (0–1 scale). ATM Strike: 4.50, Call: 0.02, Put: 0.24, Straddle Cost: 0.27.

Price moves may extend once a direction forms. The short-term gamma flip is near 6.91 . The mid-term gamma flip remains near 4.43.