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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: 2026-02-06 (EDT)
Max Pain Price
14
Exp: 2026-02-06
Gamma Flip
15.13
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.025
Shows put vs call positioning
IV Skew
-7.69
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 50%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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: 50%

Current DPI is -0.362(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. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-03-20 options expiry. 100% confidence

The support levels for OSCR are at 12.02, 11.69, and 9.59, while the resistance levels are at 12.46, 12.79, and 14.89. The pivot point, a key reference price for traders, is at 14.00.

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 0.00% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 0.00 0.00 , corresponding to +0.00% / -0.00% .

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 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).


Options flow strength: 0.00 (0–1 scale). ATM Strike: 12.00, Call: 0.00, Put: 0.03, Straddle Cost: 0.00.


Price moves may extend once a direction forms. The short-term gamma flip is near 14.94 , with intermediate positioning around 15.13 . The mid-term gamma flip remains near 15.20.