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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: 2026-02-06 (EDT)
Max Pain Price
73
Exp: 2026-02-06
Gamma Flip
83.77
Gamma Flip (≈60 days)
Put/Call OI Ratio
3.999
Shows put vs call positioning
IV Skew
-2.37
Put–call IV difference
Max Pain Price Volatility
σ = 18.66
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 -0.32(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 2026-03-20 options expiry. 100% confidence

The support levels for OKLO are at 68.01, 64.30, and 37.74, while the resistance levels are at 74.19, 77.90, and 104.46. The pivot point, a key reference price for traders, is at 73.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.20), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 2.07% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 68.34 78.17 , corresponding to +9.94% / -3.88% .

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 83.13 (16.92% above spot).

Bearish positioning points to downside pressure toward 66.79 (6.06% below spot).


Options flow strength: 0.66 (0–1 scale). ATM Strike: 71.00, Call: 0.87, Put: 0.60, Straddle Cost: 1.48.


Price moves may extend once a direction forms. The short-term gamma flip is near 81.57 , with intermediate positioning around 83.77 . The mid-term gamma flip remains near 83.72.