PEG Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete PEG 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 PEG.
Near-Term Options-Derived Market Structure
NEUTRAL OUTLOOK
Reflecting options positioning and volatility conditions over the coming sessions.
The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. 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 -0.094(strong-bearish). Bearish, momentum neutral or unclear.
Options Terrain Outlook (3-Month)
Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-09-18 options expiry. 90% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 21)
Based on the latest options positioning (DTE 21), the ATM straddle implies a standardized 0.81% 1-day move.
The expected range for the next 21 days is 71.55 — 78.92 , corresponding to +7.82% / -2.24% .
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 83.22 (13.70% above spot).
Bearish positioning points to downside pressure toward 70.50 (3.68% below spot).
Options flow strength: 0.65 (0–1 scale). ATM Strike: 72.50, Call: 1.55, Put: 1.18, Straddle Cost: 2.72.
Market signals are mixed and less reliable. No short-term gamma flip is observed , with intermediate positioning around 74.33 . The mid-term gamma flip remains near 73.46.