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

Analyze the complete INVH 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 INVH.

Latest Data: 2026-10-14 (EDT)

Max Pain Price

Exp: 2026-10-16

Gamma Flip

26.69

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.416

Shows put vs call positioning

IV Skew

6.41

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: 62%

Current DPI is -0.121(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)

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 2026-11-20 options expiry. 100% confidence

The support levels for INVH are at 26.45, 26.31, and 26.05, while the resistance levels are at 26.63, 26.77, and 27.03. The pivot point, a key reference price for traders, is at 30.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.88% 1-day move.

The expected range for the next 2 days is 23.74 — 28.58 , corresponding to +7.68% / -10.56% .

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 29.99 (12.98% above spot).

Bearish positioning points to downside pressure toward 21.66 (18.38% below spot).

Options flow strength: 0.55 (0–1 scale). ATM Strike: 27.50, Call: 0.03, Put: 1.05, Straddle Cost: 1.08.

Price moves may extend once a direction forms. The short-term gamma flip is near 29.22 , with intermediate positioning around 26.69 . The mid-term gamma flip remains near 26.68.