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

Analyze the complete IAG 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 IAG.

Latest Data: 2026-10-13 (EDT)

Max Pain Price

Exp: 2026-10-16

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.542

Shows put vs call positioning

IV Skew

-7.06

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: 100%

Current DPI is 0.474(bearish). Bearish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

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. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence

The support levels for IAG are at 18.13, 17.92, and 17.12, while the resistance levels are at 18.41, 18.62, and 19.42. The pivot point, a key reference price for traders, is at 19.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 2.54% 1-day move.

The expected range for the next 3 days is 17.78 — 19.35 , corresponding to +5.92% / -2.67% .

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 20.08 (9.92% above spot).

Bearish positioning points to downside pressure toward 17.58 (3.76% below spot).

Options flow strength: 0.53 (0–1 scale). ATM Strike: 18.00, Call: 0.67, Put: 0.13, Straddle Cost: 0.80.

Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 31.61 . The mid-term gamma flip remains near 18.18.