WhaleQuant.io

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

Analyze the complete SBET 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 SBET.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
8.5
Exp: 2026-02-06
Gamma Flip
7.61
Gamma Flip (≈60 days)
Put/Call OI Ratio
5.878
Shows put vs call positioning
IV Skew
-3.90
Put–call IV difference
Max Pain Price Volatility
σ = 5.75
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: 67%

Current DPI is -0.51(strong-bullish). Bullish, 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. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-02-13 options expiry. 100% confidence

The support levels for SBET are at 6.84, 6.56, and 4.75, while the resistance levels are at 7.22, 7.50, and 9.31. The pivot point, a key reference price for traders, is at 8.50.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 0.00% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 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: 7.00, Call: 0.00, Put: 0.12, Straddle Cost: 0.00.


Price moves may extend once a direction forms. The short-term gamma flip is near 7.58 , with intermediate positioning around 7.61 . The mid-term gamma flip remains near 7.47.