LU Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete LU 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 LU.
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
Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 80%
Current DPI is -0.306(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. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-09-18 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 7.50% 1-day move.
The expected range for the next 21 days is 1.23 — 1.99 , corresponding to +51.68% / -6.00% .
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 2.59 (97.64% above spot).
Bearish positioning points to downside pressure toward 1.21 (7.50% below spot).
Options flow strength: 0.44 (0–1 scale). ATM Strike: 1.50, Call: 0.10, Put: 0.35, Straddle Cost: 0.45.
Price moves are likely to stay range-bound. The short-term gamma flip is near 1.12 , with intermediate positioning around 1.12 . The mid-term gamma flip remains near 1.12.