IR Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete IR 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 IR.
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
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 -0.026(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. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2027-01-15 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 21)
Based on the latest options positioning (DTE 21), the ATM straddle implies a standardized 1.74% 1-day move.
The expected range for the next 21 days is 75.82 — 83.20 , corresponding to +4.73% / -4.57% .
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 85.95 (8.18% above spot).
Bearish positioning points to downside pressure toward 73.19 (7.88% below spot).
Options flow strength: 0.49 (0–1 scale). ATM Strike: 80.00, Call: 2.88, Put: 3.45, Straddle Cost: 6.33.
Price moves may extend once a direction forms. The short-term gamma flip is near 90.63 , with intermediate positioning around 90.64 . The mid-term gamma flip remains near 84.34.