WhaleQuant.io

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

Analyze the complete MET 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 MET.

Latest Data: 2026-08-28 (EDT)
Max Pain Price
80
Exp: 2026-09-18
Gamma Flip
87.92
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.088
Shows put vs call positioning
IV Skew
-3.14
Put–call IV difference
Max Pain Price Volatility
σ = 9.72
medium 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 0.752(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence

The support levels for MET are at 96.09, 95.47, and 94.35, while the resistance levels are at 96.93, 97.55, and 98.67. The pivot point, a key reference price for traders, is at 80.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 21)

Based on the latest options positioning (DTE 21), the ATM straddle implies a standardized 0.87% 1-day move.


The expected range for the next 21 days is 86.03 98.15 , corresponding to +1.70% / -10.86% .

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 99.00 (2.58% above spot).

Bearish positioning points to downside pressure toward 78.91 (18.23% below spot).


Options flow strength: 0.77 (0–1 scale). ATM Strike: 97.50, Call: 1.68, Put: 2.17, Straddle Cost: 3.85.


Price moves are likely to stay range-bound. The short-term gamma flip is near 87.30 , with intermediate positioning around 87.92 . The mid-term gamma flip remains near 88.81.