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

Analyze the complete SBAC 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 SBAC.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

180

Exp: 2026-04-17

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.285

Shows put vs call positioning

IV Skew

-6.88

Put–call IV difference

Max Pain Price Volatility

σ = 12.12

high volatility

Confidence 38%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

A slight bullish tilt is present, but the overall setup remains largely neutral with limited directional reliability. 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: 67%

Current DPI is -0.189(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..

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for SBAC are at 163.97, 162.21, and 156.69, while the resistance levels are at 166.33, 168.09, and 173.61. The pivot point, a key reference price for traders, is at 180.00.

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: 165.00, Call: 0.00, Put: 5.00, Straddle Cost: 0.00.

Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 168.12 . The mid-term gamma flip remains near 85.35.