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

Analyze the complete IBKR 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 IBKR.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
75
Exp: 2026-02-06
Gamma Flip
71.62
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.623
Shows put vs call positioning
IV Skew
0.50
Put–call IV difference
Max Pain Price Volatility
σ = 9.03
medium 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: 62%

Current DPI is 0.833(strong-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. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-03-20 options expiry. 100% confidence

The support levels for IBKR are at 73.99, 73.09, and 69.61, while the resistance levels are at 75.19, 76.09, and 79.57. The pivot point, a key reference price for traders, is at 75.00.

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 neutral (-0.20), pin strength 0.90.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.68% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 73.31 76.22 , corresponding to +2.18% / -1.72% .

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 77.00 (3.23% above spot).

Bearish positioning points to downside pressure toward 72.82 (2.37% below spot).


Options flow strength: 0.59 (0–1 scale). ATM Strike: 75.00, Call: 0.08, Put: 1.18, Straddle Cost: 1.26.


Price moves are likely to stay range-bound. The short-term gamma flip is near 72.41 , with intermediate positioning around 71.62 . The mid-term gamma flip remains near 71.62.