WhaleQuant.io

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

Analyze the complete IONQ 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 IONQ.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
36
Exp: 2026-02-06
Gamma Flip
47.78
Gamma Flip (≈60 days)
Put/Call OI Ratio
4.178
Shows put vs call positioning
IV Skew
0.50
Put–call IV difference
Max Pain Price Volatility
σ = 9.50
medium volatility
Confidence 88%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. 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 -0.606(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 remain relatively smooth. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for IONQ are at 34.05, 32.63, and 23.65, while the resistance levels are at 35.93, 37.35, and 46.33. The pivot point, a key reference price for traders, is at 36.00.

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 (0.10), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 2.64% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 33.33 37.37 , corresponding to +6.79% / -4.76% .

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 38.86 (11.06% above spot).

Bearish positioning points to downside pressure toward 32.40 (7.40% below spot).


Options flow strength: 0.65 (0–1 scale). ATM Strike: 35.00, Call: 0.40, Put: 0.53, Straddle Cost: 0.93.


Price moves may extend once a direction forms. The short-term gamma flip is near 47.74 , with intermediate positioning around 47.78 . The mid-term gamma flip remains near 48.00.