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: 2026-02-06 (EDT)

Max Pain Price

550

Exp: 2026-02-20

Gamma Flip

592.83

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.991

Shows put vs call positioning

IV Skew

-2.11

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low 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: 60%

Current DPI is -0.661(strong-bearish). Bearish, momentum neutral or unclear.

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 are moderately choppy. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-02-20 options expiry. 90% confidence

The support levels for MSCI are at 553.90, 548.09, and 527.77, while the resistance levels are at 561.66, 567.47, and 587.79. The pivot point, a key reference price for traders, is at 550.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 14)

Based on the latest options positioning (DTE 14), the ATM straddle implies a standardized 1.20% 1-day move.

The expected range for the next 14 days is 542.94 — 595.44 , corresponding to +6.75% / -2.66% .

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 620.01 (11.16% above spot).

Bearish positioning points to downside pressure toward 534.78 (4.12% below spot).

Options flow strength: 0.76 (0–1 scale). ATM Strike: 560.00, Call: 11.25, Put: 13.80, Straddle Cost: 25.05.

Price moves may extend once a direction forms. The short-term gamma flip is near 593.91 , with intermediate positioning around 592.83 . The mid-term gamma flip remains near 593.02.