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

Analyze the complete LUNR 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 LUNR.

Latest Data: 2026-08-10 (EDT)

Max Pain Price

Exp: 2026-08-14

Gamma Flip

13.92

Gamma Flip (≈60 days)

Put/Call OI Ratio

289.000

Shows put vs call positioning

IV Skew

89.30

Put–call IV difference

Max Pain Price Volatility

σ = 6.32

medium volatility

Confidence 100%

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

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: 89%

Current DPI is 0.244(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. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2027-01-15 options expiry. 100% confidence

The support levels for LUNR are at 15.51, 15.10, and 12.52, while the resistance levels are at 16.05, 16.46, and 19.04. The pivot point, a key reference price for traders, is at 18.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)

Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 7.46% 1-day move.

The expected range for the next 4 days is 14.45 — 16.89 , corresponding to +7.05% / -8.45% .

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 17.25 (9.35% above spot).

Bearish positioning points to downside pressure toward 13.92 (11.76% below spot).

Options flow strength: 0.74 (0–1 scale). ATM Strike: 16.00, Call: 1.05, Put: 1.30, Straddle Cost: 2.35.

Price moves are likely to stay range-bound. The short-term gamma flip is near 14.30 , with intermediate positioning around 13.92 . The mid-term gamma flip remains near 13.92.