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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: 2026-10-01 (EDT)
Max Pain Price
347.5
Exp: 2026-10-02
Gamma Flip
350.45
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.887
Shows put vs call positioning
IV Skew
-4.93
Put–call IV difference
Max Pain Price Volatility
σ = 30.08
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 0.508(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

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 2026-10-02 options expiry. 100% confidence

The support levels for MAR are at 351.63, 347.84, and 338.92, while the resistance levels are at 357.95, 361.74, and 370.66. The pivot point, a key reference price for traders, is at 347.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is bullish (0.50), pin strength 0.80.


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


The expected range for the next 1 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: 355.00, Call: 2.92, Put: 0.00, Straddle Cost: 0.00.


Price moves are likely to stay range-bound. The short-term gamma flip is near 350.43 , with intermediate positioning around 350.45 . The mid-term gamma flip remains near 350.41.