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

Analyze the complete REG 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 REG.

Latest Data: 2026-07-15 (EDT)

Max Pain Price

Exp: 2026-07-17

Gamma Flip

66.64

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.036

Shows put vs call positioning

IV Skew

-20.33

Put–call IV difference

Max Pain Price Volatility

σ = 7.51

medium 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: 71%

Current DPI is 0.954(bullish). Bullish, momentum neutral or unclear.

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 REG are at 79.70, 79.25, and 78.53, while the resistance levels are at 80.28, 80.73, and 81.45. The pivot point, a key reference price for traders, is at 90.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 5.64% 1-day move.

The expected range for the next 2 days is 73.20 — 84.34 , corresponding to +5.44% / -8.49% .

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 85.98 (7.49% above spot).

Bearish positioning points to downside pressure toward 69.12 (13.59% below spot).

Options flow strength: 0.42 (0–1 scale). ATM Strike: 80.00, Call: 1.38, Put: 5.00, Straddle Cost: 6.38.

Price moves are likely to stay range-bound. The short-term gamma flip is near 77.18 , with intermediate positioning around 66.64 . The mid-term gamma flip remains near 66.64.