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

Analyze the complete RSP 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 RSP.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

210

Exp: 2026-10-02

Gamma Flip

214.78

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.618

Shows put vs call positioning

IV Skew

-3.13

Put–call IV difference

Max Pain Price Volatility

σ = 10.37

medium volatility

Confidence 88%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. 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: 60%

Current DPI is -0.526(bullish). Bullish, 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 2026-10-16 options expiry. 90% confidence

The support levels for RSP are at 208.42, 207.56, and 206.54, while the resistance levels are at 209.58, 210.44, and 211.46. The pivot point, a key reference price for traders, is at 210.00.

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 neutral (-0.20), pin strength 0.90.

Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 0.77% 1-day move.

The expected range for the next 1 days is 207.07 — 210.24 , corresponding to +0.59% / -0.92% .

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 210.52 (0.73% above spot).

Bearish positioning points to downside pressure toward 206.20 (1.34% below spot).

Options flow strength: 0.57 (0–1 scale). ATM Strike: 210.00, Call: 0.39, Put: 1.23, Straddle Cost: 1.62.

Price moves may extend once a direction forms. The short-term gamma flip is near 216.97 , with intermediate positioning around 214.78 . The mid-term gamma flip remains near 214.85.