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

Analyze the complete OSCR 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 OSCR.

Latest Data: 2026-08-28 (EDT)
Max Pain Price
34
Exp: 2026-08-28
Gamma Flip
28.74
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.432
Shows put vs call positioning
IV Skew
-8.63
Put–call IV difference
Max Pain Price Volatility
σ = 6.38
medium volatility
Confidence 52%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a moderate bearish bias. Downside factors are present but not dominant. 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: 100%

Current DPI is 0.84(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

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 moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence

The support levels for OSCR are at 30.11, 29.58, and 26.19, while the resistance levels are at 30.83, 31.36, and 34.75. The pivot point, a key reference price for traders, is at 34.00.

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

Expiry 2026-08-28 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.80.


Based on same-day expiring options (0DTE), the ATM straddle implies an 2.56% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 28.14 31.79 , corresponding to +4.32% / -7.66% .

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 32.60 (7.00% above spot).

Bearish positioning points to downside pressure toward 26.35 (13.53% below spot).


Options flow strength: 0.46 (0–1 scale). ATM Strike: 30.50, Call: 0.68, Put: 0.10, Straddle Cost: 0.78.


Price moves are likely to stay range-bound. The short-term gamma flip is near 29.08 , with intermediate positioning around 28.74 . The mid-term gamma flip remains near 29.06.