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

Analyze the complete NWSA 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 NWSA.

Latest Data: 2026-10-14 (EDT)

Max Pain Price

Exp: 2026-10-16

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.026

Shows put vs call positioning

IV Skew

-5.41

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: 67%

Current DPI is 0.986(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions. Trend approaching turning point (Momentum Deceleration) with High Saturation Gamma saturation

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2027-01-15 options expiry. 90% confidence

The support levels for NWSA are at 29.43, 29.23, and 28.81, while the resistance levels are at 29.69, 29.89, and 30.31. The pivot point, a key reference price for traders, is at 35.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.50% 1-day move.

The expected range for the next 2 days is 27.36 — 30.87 , corresponding to +4.44% / -7.46% .

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 32.14 (8.72% above spot).

Bearish positioning points to downside pressure toward 25.00 (15.43% below spot).

Options flow strength: 0.21 (0–1 scale). ATM Strike: 30.00, Call: 0.05, Put: 0.57, Straddle Cost: 0.62.

Market signals are mixed and less reliable. The short-term gamma flip is near 42.27 .