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

Analyze the complete KIM 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 KIM.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

Exp: 2026-02-20

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.953

Shows put vs call positioning

IV Skew

-2.61

Put–call IV difference

Max Pain Price Volatility

σ = 0.00

low volatility

Confidence 85%

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 0.684(strong-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 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 2026-04-17 options expiry. 100% confidence

The support levels for KIM are at 21.58, 21.28, and 20.63, while the resistance levels are at 22.08, 22.38, and 23.03. The pivot point, a key reference price for traders, is at 20.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 14)

Based on the latest options positioning (DTE 14), the ATM straddle implies a standardized 0.00% 1-day move.

The expected range for the next 14 days is 0.00 — 0.00 , corresponding to +0.00% / -0.00% .

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 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).

Options flow strength: 0.00 (0–1 scale). ATM Strike: 22.50, Call: 0.20, Put: 0.00, Straddle Cost: 0.00.

Price moves are likely to stay range-bound. The short-term gamma flip is near 21.53 . The mid-term gamma flip remains near 21.03.