ROST Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete ROST 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 ROST.
Near-Term Options-Derived Market Structure
BEARISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options structure indicates a clear bearish tilt. Several major factors align to the downside, suggesting elevated short-term downside risk. 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 0.316(strong-bearish). Bearish, momentum neutral or unclear.
Options Terrain Outlook (3-Month)
The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-09-18 options expiry. 90% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)
Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 3.56% 1-day move.
The expected range for the next 4 days is 228.25 — 246.10 , corresponding to +4.60% / -2.99% .
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 250.59 (6.51% above spot).
Bearish positioning points to downside pressure toward 226.35 (3.80% below spot).
Options flow strength: 0.81 (0–1 scale). ATM Strike: 235.00, Call: 8.80, Put: 7.95, Straddle Cost: 16.75.
Price moves may extend once a direction forms. The short-term gamma flip is near 245.36 , with intermediate positioning around 245.34 . The mid-term gamma flip remains near 245.34.