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

Analyze the complete PATH 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 PATH.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
13
Exp: 2026-02-06
Gamma Flip
15.16
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.851
Shows put vs call positioning
IV Skew
-1.67
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 79%

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: 80%

Current DPI is -0.138(strong-bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. 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 2026-02-20 options expiry. 90% confidence

The support levels for PATH are at 12.73, 12.50, and 11.03, while the resistance levels are at 13.05, 13.28, and 14.75. The pivot point, a key reference price for traders, is at 13.00.

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 bearish (-0.50), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 2.33% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 12.33 13.82 , corresponding to +7.25% / -4.37% .

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 14.48 (12.37% above spot).

Bearish positioning points to downside pressure toward 11.99 (7.01% below spot).


Options flow strength: 0.57 (0–1 scale). ATM Strike: 13.00, Call: 0.01, Put: 0.29, Straddle Cost: 0.30.


Price moves may extend once a direction forms. The short-term gamma flip is near 15.39 , with intermediate positioning around 15.16 . The mid-term gamma flip remains near 15.16.