WhaleQuant.io

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

Analyze the complete PDD 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 PDD.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
110
Exp: 2026-02-06
Gamma Flip
115.14
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.625
Shows put vs call positioning
IV Skew
-0.92
Put–call IV difference
Max Pain Price Volatility
σ = 19.74
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 -0.622(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 PDD are at 104.22, 103.02, and 98.99, while the resistance levels are at 106.24, 107.44, and 111.47. The pivot point, a key reference price for traders, is at 110.00.

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 (-0.10), pin strength 0.90.


Based on same-day expiring options (0DTE), the ATM straddle implies an 0.81% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 103.31 112.58 , corresponding to +6.99% / -1.82% .

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 118.38 (12.49% above spot).

Bearish positioning points to downside pressure toward 102.10 (2.98% below spot).


Options flow strength: 0.59 (0–1 scale). ATM Strike: 105.00, Call: 0.55, Put: 0.30, Straddle Cost: 0.85.


Price moves may extend once a direction forms. The short-term gamma flip is near 112.51 , with intermediate positioning around 115.14 . The mid-term gamma flip remains near 115.24.