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

Analyze the complete MAR 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 MAR.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

340

Exp: 2026-03-27

Gamma Flip

327.16

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.462

Shows put vs call positioning

IV Skew

-1.37

Put–call IV difference

Max Pain Price Volatility

σ = 14.00

high 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 0.594(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 2026-06-18 options expiry. 100% confidence

The support levels for MAR are at 324.62, 321.37, and 312.50, while the resistance levels are at 328.96, 332.21, and 341.08. The pivot point, a key reference price for traders, is at 340.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 0.00% 1-day move.

The expected range for the next 2 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: 327.50, Call: 3.30, Put: 0.00, Straddle Cost: 0.00.

Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 327.55 , with intermediate positioning around 327.16 . The mid-term gamma flip remains near 252.66.