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

Analyze the complete NTRS 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 NTRS.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

165

Exp: 2026-10-16

Gamma Flip

169.72

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.654

Shows put vs call positioning

IV Skew

-4.93

Put–call IV difference

Max Pain Price Volatility

σ = 16.09

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

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 0.755(bullish). Bullish, 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. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence

The support levels for NTRS are at 167.94, 166.44, and 162.56, while the resistance levels are at 170.46, 171.96, and 175.84. The pivot point, a key reference price for traders, is at 165.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 15)

Based on the latest options positioning (DTE 15), the ATM straddle implies a standardized 1.16% 1-day move.

The expected range for the next 15 days is 163.21 — 175.08 , corresponding to +3.47% / -3.54% .

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 178.99 (5.79% above spot).

Bearish positioning points to downside pressure toward 159.20 (5.91% below spot).

Options flow strength: 0.63 (0–1 scale). ATM Strike: 170.00, Call: 3.57, Put: 4.00, Straddle Cost: 7.57.

Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 169.75 , with intermediate positioning around 169.72 . The mid-term gamma flip remains near 102.46.