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

Analyze the complete SERV 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 SERV.

Latest Data: 2026-08-28 (EDT)
Max Pain Price
6
Exp: 2026-08-28
Gamma Flip
4.65
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.683
Shows put vs call positioning
IV Skew
1.43
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 79%

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: 80%

Current DPI is -0.089(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 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 2026-09-04 options expiry. 100% confidence

The support levels for SERV are at 4.96, 4.86, and 4.20, while the resistance levels are at 5.10, 5.20, and 5.86. The pivot point, a key reference price for traders, is at 6.00.

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

Expiry 2026-08-28 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.90.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.29% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 4.79 5.38 , corresponding to +6.86% / -4.85% .

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 5.68 (12.95% above spot).

Bearish positioning points to downside pressure toward 4.58 (8.93% below spot).


Options flow strength: 0.41 (0–1 scale). ATM Strike: 5.00, Call: 0.06, Put: 0.01, Straddle Cost: 0.07.


Price moves are likely to stay range-bound. The short-term gamma flip is near 4.64 , with intermediate positioning around 4.65 . The mid-term gamma flip remains near 4.66.