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

Analyze the complete ROL 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 ROL.

Latest Data: 2026-03-26 (EDT)

Max Pain Price

62.5

Exp: 2026-04-17

Gamma Flip

53.62

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.303

Shows put vs call positioning

IV Skew

3.92

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low 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: 54%

Current DPI is -0.13(bearish). Bearish, 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 moderately choppy. Price action is strongly influenced by existing options constraints. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for ROL are at 53.21, 52.81, and 51.75, while the resistance levels are at 53.75, 54.15, and 55.21. The pivot point, a key reference price for traders, is at 62.50.

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

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 0.00% 1-day move.

The expected range for the next 23 days is 0.00 — 0.00 , corresponding to +0.00% / -0.00% .

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 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).

Options flow strength: 0.00 (0–1 scale). ATM Strike: 52.50, Call: 0.00, Put: 0.93, Straddle Cost: 0.00.

Price moves may extend once a direction forms. The short-term gamma flip is near 53.87 , with intermediate positioning around 53.62 . The mid-term gamma flip remains near 53.62.