RF Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete RF 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 RF.
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: 100%
Current DPI is 0.765(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 moderately choppy. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2027-01-15 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 32)
Based on the latest options positioning (DTE 32), the ATM straddle implies a standardized 1.09% 1-day move.
The expected range for the next 32 days is 30.02 — 32.21 , corresponding to +3.53% / -3.49% .
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 32.95 (5.93% above spot).
Bearish positioning points to downside pressure toward 29.29 (5.87% below spot).
Options flow strength: 0.62 (0–1 scale). ATM Strike: 31.00, Call: 1.10, Put: 0.82, Straddle Cost: 1.93.
Price moves are likely to stay range-bound. The short-term gamma flip is near 21.78 , with intermediate positioning around 27.18 . The mid-term gamma flip remains near 27.18.