MOS Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete MOS 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 MOS.
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
Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%
Current DPI is -0.451(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)
The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2027-01-15 options expiry. 90% confidence
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 bearish (-0.50), pin strength 0.70.
Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 2.32% 1-day move.
The expected range for the next 1 days is 21.27 — 23.34 , corresponding to +8.33% / -1.30% .
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 24.67 (14.49% above spot).
Bearish positioning points to downside pressure toward 21.28 (1.27% below spot).
Options flow strength: 0.55 (0–1 scale). ATM Strike: 21.50, Call: 0.22, Put: 0.28, Straddle Cost: 0.50.
Price moves may extend once a direction forms. The short-term gamma flip is near 23.61 , with intermediate positioning around 23.63 . The mid-term gamma flip remains near 23.59.