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

Analyze the complete KKR 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 KKR.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

100

Exp: 2026-02-06

Gamma Flip

119.67

Gamma Flip (≈60 days)

Put/Call OI Ratio

2.712

Shows put vs call positioning

IV Skew

-1.96

Put–call IV difference

Max Pain Price Volatility

σ = 5.19

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 -0.764(strong-bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-03-20 options expiry. 90% confidence

The support levels for KKR are at 102.25, 100.83, and 93.97, while the resistance levels are at 104.15, 105.57, and 112.43. The pivot point, a key reference price for traders, is at 100.00.

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 0.00% standardized 1-day equivalent move, serving as an intraday volatility reference.

The implied intraday range is approximately 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: 103.00, Call: 0.00, Put: 1.43, Straddle Cost: 0.00.

Price moves may extend once a direction forms. The short-term gamma flip is near 129.58 , with intermediate positioning around 119.67 . The mid-term gamma flip remains near 120.02.