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.
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 -0.174(strong-bearish). Bearish, 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. Structural constraints from options positioning are relatively light. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 14)
Based on the latest options positioning (DTE 14), the ATM straddle implies a standardized 1.80% 1-day move.
The expected range for the next 14 days is 25.33 — 27.46 , corresponding to +4.26% / -3.85% .
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 28.13 (6.79% above spot).
Bearish positioning points to downside pressure toward 24.75 (6.05% below spot).
Options flow strength: 0.69 (0–1 scale). ATM Strike: 27.50, Call: 0.30, Put: 1.48, Straddle Cost: 1.78.
Market signals are mixed and less reliable. The short-term gamma flip is near 26.29 , with intermediate positioning around 26.32 . The mid-term gamma flip remains near 26.37.