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

Analyze the complete SE 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 SE.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

Exp: 2026-03-27

Gamma Flip

82.35

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.256

Shows put vs call positioning

IV Skew

-1.71

Put–call IV difference

Max Pain Price Volatility

σ = 25.28

high volatility

Confidence 85%

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 -0.52(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 elevated, implying wider and less stable price swings. Options constraints exert a moderate influence on price behavior. 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 SE are at 81.13, 79.52, and 68.77, while the resistance levels are at 83.81, 85.42, and 96.17. The pivot point, a key reference price for traders, is at 87.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.54% 1-day move.

The expected range for the next 2 days is 79.67 — 85.96 , corresponding to +4.23% / -3.39% .

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 87.85 (6.53% above spot).

Bearish positioning points to downside pressure toward 78.34 (5.01% below spot).

Options flow strength: 0.62 (0–1 scale). ATM Strike: 82.00, Call: 1.69, Put: 1.27, Straddle Cost: 2.96.

Price moves are likely to stay range-bound. The short-term gamma flip is near 81.89 , with intermediate positioning around 82.35 . The mid-term gamma flip remains near 81.90.