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

Analyze the complete MLTX 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 MLTX.

Latest Data: 2026-07-14 (EDT)
Max Pain Price
24
Exp: 2026-07-17
Gamma Flip
18.23
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.160
Shows put vs call positioning
IV Skew
-35.93
Put–call IV difference
Max Pain Price Volatility
σ = 6.14
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: 62%

Current DPI is 0.543(bearish). Bearish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with High Saturation Gamma saturation

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 2026-08-21 options expiry. 90% confidence

The support levels for MLTX are at 19.32, 19.01, and 17.32, while the resistance levels are at 19.72, 20.03, and 21.72. The pivot point, a key reference price for traders, is at 24.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 6.65% 1-day move.


The expected range for the next 3 days is 18.39 21.01 , corresponding to +7.62% / -5.77% .

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 21.62 (10.75% above spot).

Bearish positioning points to downside pressure toward 18.07 (7.44% below spot).


Options flow strength: 0.67 (0–1 scale). ATM Strike: 20.00, Call: 1.32, Put: 0.93, Straddle Cost: 2.25.


Market signals are mixed and less reliable. No short-term gamma flip is observed , with intermediate positioning around 18.23 . The mid-term gamma flip remains near 18.23.