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

Analyze the complete MSCI 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 MSCI.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

540

Exp: 2026-04-17

Gamma Flip

575.94

Gamma Flip (≈60 days)

Put/Call OI Ratio

2.456

Shows put vs call positioning

IV Skew

-2.53

Put–call IV difference

Max Pain Price Volatility

σ = 21.18

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

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 -0.622(bearish). Bearish, 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. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-05-15 options expiry. 100% confidence

The support levels for MSCI are at 523.30, 514.07, and 483.77, while the resistance levels are at 538.68, 547.91, and 578.21. The pivot point, a key reference price for traders, is at 540.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.38% 1-day move.

The expected range for the next 23 days is 517.62 — 566.44 , corresponding to +6.68% / -2.52% .

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 590.79 (11.26% above spot).

Bearish positioning points to downside pressure toward 510.35 (3.89% below spot).

Options flow strength: 0.68 (0–1 scale). ATM Strike: 530.00, Call: 17.95, Put: 17.20, Straddle Cost: 35.15.

Price moves may extend once a direction forms. The short-term gamma flip is near 565.93 , with intermediate positioning around 575.94 . The mid-term gamma flip remains near 576.13.