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

Analyze the complete ODFL 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 ODFL.

Latest Data: 2026-07-15 (EDT)
Max Pain Price
230
Exp: 2026-07-17
Gamma Flip
227.04
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.672
Shows put vs call positioning
IV Skew
-6.76
Put–call IV difference
Max Pain Price Volatility
σ = 23.10
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: 62%

Current DPI is 0.464(strong-bearish). Bearish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low 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 2026-07-17 options expiry. 100% confidence

The support levels for ODFL are at 222.81, 219.90, and 209.16, while the resistance levels are at 227.65, 230.56, and 241.30. The pivot point, a key reference price for traders, is at 230.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.36% 1-day move.


The expected range for the next 2 days is 211.66 242.11 , corresponding to +7.49% / -6.02% .

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 253.07 (12.36% above spot).

Bearish positioning points to downside pressure toward 203.30 (9.74% below spot).


Options flow strength: 0.67 (0–1 scale). ATM Strike: 230.00, Call: 2.58, Put: 4.95, Straddle Cost: 7.52.


Market signals are mixed and less reliable. The short-term gamma flip is near 211.99 , with intermediate positioning around 227.04 . The mid-term gamma flip remains near 227.04.