NU Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete NU 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 NU.
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 0.483(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 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 2026-08-21 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)
Expiry 2026-07-17 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.70.
Based on same-day expiring options (0DTE), the ATM straddle implies an 2.24% standardized 1-day equivalent move, serving as an intraday volatility reference.
The implied intraday range is approximately 13.01 — 14.75 , corresponding to +8.50% / -4.29% .
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 15.51 (14.13% above spot).
Bearish positioning points to downside pressure toward 12.68 (6.67% below spot).
Options flow strength: 0.68 (0–1 scale). ATM Strike: 13.50, Call: 0.29, Put: 0.02, Straddle Cost: 0.31.
Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 20.58 , with intermediate positioning around 11.23 . The mid-term gamma flip remains near 11.49.