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

Analyze the complete QURE 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 QURE.

Latest Data: 2026-08-28 (EDT)

Max Pain Price

Exp: 2026-09-18

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

4.337

Shows put vs call positioning

IV Skew

0.11

Put–call IV difference

Max Pain Price Volatility

σ = 14.27

high volatility

Confidence 85%

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

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: 62%

Current DPI is 0.877(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 elevated, implying wider and less stable price swings. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence

The support levels for QURE are at 48.25, 47.55, and 44.44, while the resistance levels are at 49.19, 49.89, and 53.00. The pivot point, a key reference price for traders, is at 60.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 21)

Based on the latest options positioning (DTE 21), the ATM straddle implies a standardized 4.17% 1-day move.

The expected range for the next 21 days is 44.26 — 53.84 , corresponding to +10.50% / -9.15% .

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 56.59 (16.16% above spot).

Bearish positioning points to downside pressure toward 41.95 (13.89% below spot).

Options flow strength: 0.82 (0–1 scale). ATM Strike: 49.00, Call: 4.55, Put: 4.75, Straddle Cost: 9.30.

Market signals are mixed and less reliable. The short-term gamma flip is near 44.75 .