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

Analyze the complete HOLX 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 HOLX.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

72.5

Exp: 2026-04-17

Gamma Flip

77.86

Gamma Flip (≈60 days)

Put/Call OI Ratio

3.913

Shows put vs call positioning

IV Skew

3.49

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

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. 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: 54%

Current DPI is -0.325(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. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-06-18 options expiry. 100% confidence

The support levels for HOLX are at 75.36, 75.11, and 74.87, while the resistance levels are at 75.68, 75.93, and 76.17. The pivot point, a key reference price for traders, is at 72.50.

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

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 0.36% 1-day move.

The expected range for the next 23 days is 74.29 — 82.30 , corresponding to +8.98% / -1.63% .

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 88.11 (16.67% above spot).

Bearish positioning points to downside pressure toward 73.34 (2.88% below spot).

Options flow strength: 0.55 (0–1 scale). ATM Strike: 75.00, Call: 0.98, Put: 0.32, Straddle Cost: 1.30.

Market signals are mixed and less reliable. The short-term gamma flip is near 77.80 , with intermediate positioning around 77.86 .