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
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
Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 80%
Current DPI is -0.254(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves.. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation
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 elevated, implying wider and less stable price swings. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-10-16 options expiry. 90% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)
Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is bullish (0.50), pin strength 0.80.
Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 1.32% 1-day move.
The expected range for the next 1 days is 224.21 — 237.54 , corresponding to +1.47% / -4.22% .
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 238.99 (2.09% above spot).
Bearish positioning points to downside pressure toward 217.13 (7.25% below spot).
Options flow strength: 0.56 (0–1 scale). ATM Strike: 235.00, Call: 0.95, Put: 2.15, Straddle Cost: 3.10.
Price moves may extend once a direction forms. The short-term gamma flip is near 244.21 , with intermediate positioning around 285.09 . The mid-term gamma flip remains near 248.65.