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

Analyze the complete IFF 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 IFF.

Latest Data: 2026-10-14 (EDT)

Max Pain Price

87.5

Exp: 2026-10-16

Gamma Flip

80.36

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.373

Shows put vs call positioning

IV Skew

1.99

Put–call IV difference

Max Pain Price Volatility

σ = 5.95

medium volatility

Confidence 35%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

A slight bearish tilt is visible, though the signal is weak and insufficient for a strong directional call. 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 0.853(strong-bullish). Bullish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with High Saturation Gamma saturation

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 2026-11-20 options expiry. 100% confidence

The support levels for IFF are at 89.21, 88.63, and 87.47, while the resistance levels are at 89.99, 90.57, and 91.73. The pivot point, a key reference price for traders, is at 87.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.64% 1-day move.

The expected range for the next 2 days is 86.37 — 91.28 , corresponding to +1.88% / -3.60% .

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 92.07 (2.76% above spot).

Bearish positioning points to downside pressure toward 84.06 (6.19% below spot).

Options flow strength: 0.43 (0–1 scale). ATM Strike: 90.00, Call: 0.20, Put: 1.88, Straddle Cost: 2.08.

Price moves are likely to stay range-bound. The short-term gamma flip is near 85.46 , with intermediate positioning around 80.36 . The mid-term gamma flip remains near 80.15.