IQ Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete IQ 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 IQ.
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: 60%
Current DPI is -0.518(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 remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-12-18 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)
Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 3.49% 1-day move.
The expected range for the next 3 days is 0.96 — 1.01 , corresponding to +2.19% / -2.79% .
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 1.01 (2.23% above spot).
Bearish positioning points to downside pressure toward 0.96 (3.49% below spot).
Options flow strength: 0.31 (0–1 scale). ATM Strike: 1.00, Call: 0.04, Put: 0.02, Straddle Cost: 0.06.
Market signals are mixed and less reliable. The short-term gamma flip is near 0.66 , with intermediate positioning around 0.66 . The mid-term gamma flip remains near 1.47.