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: 2026-03-26 (EDT)

Max Pain Price

Exp: 2026-04-17

Gamma Flip

11.82

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.037

Shows put vs call positioning

IV Skew

-0.62

Put–call IV difference

Max Pain Price Volatility

σ = 13.78

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: 67%

Current DPI is 0.723(bullish). Bullish, 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 2026-04-17 options expiry. 100% confidence

The support levels for QURE are at 16.07, 15.62, and 12.83, while the resistance levels are at 16.65, 17.10, and 19.89. The pivot point, a key reference price for traders, is at 60.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 4.21% 1-day move.

The expected range for the next 23 days is 14.85 — 24.10 , corresponding to +47.30% / -9.25% .

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 28.59 (74.73% above spot).

Bearish positioning points to downside pressure toward 14.13 (13.66% below spot).

Options flow strength: 0.93 (0–1 scale). ATM Strike: 16.00, Call: 1.70, Put: 1.60, Straddle Cost: 3.30.

Price moves are likely to stay range-bound. The short-term gamma flip is near 11.82 , with intermediate positioning around 11.82 . The mid-term gamma flip remains near 11.82.