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

Analyze the complete HST 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 HST.

Latest Data: 2026-08-28 (EDT)

Max Pain Price

Exp: 2026-09-18

Gamma Flip

22.13

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.422

Shows put vs call positioning

IV Skew

2.59

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

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 -0.317(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. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence

The support levels for HST are at 22.14, 21.92, and 21.46, while the resistance levels are at 22.42, 22.64, and 23.10. The pivot point, a key reference price for traders, is at 21.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 21)

Based on the latest options positioning (DTE 21), the ATM straddle implies a standardized 0.76% 1-day move.

The expected range for the next 21 days is 21.63 — 23.01 , corresponding to +3.28% / -2.92% .

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 23.61 (5.99% above spot).

Bearish positioning points to downside pressure toward 21.10 (5.29% below spot).

Options flow strength: 0.46 (0–1 scale). ATM Strike: 22.00, Call: 0.47, Put: 0.30, Straddle Cost: 0.77.

Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 38.28 , with intermediate positioning around 22.13 . The mid-term gamma flip remains near 22.13.