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

Analyze the complete OKLO 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 OKLO.

Latest Data: 2026-03-25 (EDT)
Max Pain Price
58
Exp: 2026-03-27
Gamma Flip
55.58
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.411
Shows put vs call positioning
IV Skew
-2.02
Put–call IV difference
Max Pain Price Volatility
σ = 19.97
high volatility
Confidence 88%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.305(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

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 continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-03-27 options expiry. 100% confidence

The support levels for OKLO are at 54.09, 52.67, and 42.53, while the resistance levels are at 56.45, 57.87, and 68.01. The pivot point, a key reference price for traders, is at 58.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 4.04% 1-day move.


The expected range for the next 2 days is 52.57 58.01 , corresponding to +4.95% / -4.88% .

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 59.12 (6.96% above spot).

Bearish positioning points to downside pressure toward 51.49 (6.85% below spot).


Options flow strength: 0.79 (0–1 scale). ATM Strike: 55.00, Call: 1.73, Put: 1.43, Straddle Cost: 3.16.


Price moves may extend once a direction forms. The short-term gamma flip is near 55.36 , with intermediate positioning around 55.58 . The mid-term gamma flip remains near 55.82.