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: 76%
Current DPI is 0.963(strong-bearish). Bearish, momentum neutral or unclear.
Options Terrain Outlook (3-Month)
Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-03-20 options expiry. 90% 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 1.70% 1-day move.
The expected range for the next 14 days is 92.75 — 99.75 , corresponding to +1.27% / -5.84% .
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 100.00 (1.52% above spot).
Bearish positioning points to downside pressure toward 88.37 (10.28% below spot).
Options flow strength: 0.51 (0–1 scale). ATM Strike: 100.00, Call: 2.50, Put: 3.75, Straddle Cost: 6.25.
Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 106.71 , with intermediate positioning around 77.70 . The mid-term gamma flip remains near 77.70.