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.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

Exp: 2026-03-27

Gamma Flip

15.22

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.212

Shows put vs call positioning

IV Skew

-1.05

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

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: 50%

Current DPI is -0.122(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 remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for NU are at 14.15, 13.90, and 12.81, while the resistance levels are at 14.49, 14.74, and 15.83. The pivot point, a key reference price for traders, is at 16.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.25% 1-day move.

The expected range for the next 2 days is 13.98 — 14.91 , corresponding to +4.09% / -2.40% .

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 15.23 (6.37% above spot).

Bearish positioning points to downside pressure toward 13.84 (3.33% below spot).

Options flow strength: 0.65 (0–1 scale). ATM Strike: 14.50, Call: 0.14, Put: 0.32, Straddle Cost: 0.46.

Price moves may extend once a direction forms. The short-term gamma flip is near 15.23 , with intermediate positioning around 15.22 . The mid-term gamma flip remains near 15.17.