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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: 2026-07-15 (EDT)
Max Pain Price
55
Exp: 2026-07-17
Gamma Flip
41.25
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.979
Shows put vs call positioning
IV Skew
-10.57
Put–call IV difference
Max Pain Price Volatility
σ = 14.12
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 0.837(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. Price action is strongly influenced by existing options constraints. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-07-17 options expiry. 100% confidence

The support levels for QURE are at 40.41, 39.54, and 33.97, while the resistance levels are at 41.59, 42.46, and 48.03. The pivot point, a key reference price for traders, is at 55.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 5.09% 1-day move.


The expected range for the next 2 days is 39.27 45.36 , corresponding to +10.63% / -4.23% .

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 47.69 (16.32% above spot).

Bearish positioning points to downside pressure toward 38.80 (5.36% below spot).


Options flow strength: 0.77 (0–1 scale). ATM Strike: 41.00, Call: 1.45, Put: 1.50, Straddle Cost: 2.95.


Price moves may extend once a direction forms. The short-term gamma flip is near 41.32 , with intermediate positioning around 41.25 . The mid-term gamma flip remains near 41.25.