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

Analyze the complete KVYO 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 KVYO.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

Exp: 2026-02-20

Gamma Flip

25.39

Gamma Flip (≈60 days)

Put/Call OI Ratio

4.193

Shows put vs call positioning

IV Skew

-4.38

Put–call IV difference

Max Pain Price Volatility

σ = 6.76

medium volatility

Confidence 50%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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 -0.795(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

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. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for KVYO are at 18.84, 18.38, and 15.50, while the resistance levels are at 19.44, 19.90, and 22.78. 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 4.36% 1-day move.

The expected range for the next 14 days is 18.01 — 21.27 , corresponding to +11.12% / -5.89% .

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 22.55 (17.80% above spot).

Bearish positioning points to downside pressure toward 17.50 (8.58% below spot).

Options flow strength: 0.70 (0–1 scale). ATM Strike: 20.00, Call: 1.10, Put: 2.02, Straddle Cost: 3.12.

Price moves may extend once a direction forms. The short-term gamma flip is near 25.26 , with intermediate positioning around 25.39 . The mid-term gamma flip remains near 24.97.