WhaleQuant.io

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

Analyze the complete SMCI 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 SMCI.

Latest Data: 2026-04-02 (EDT)
Max Pain Price
24
Exp: 2026-04-02
Gamma Flip
21.57
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.002
Shows put vs call positioning
IV Skew
-3.16
Put–call IV difference
Max Pain Price Volatility
σ = 25.88
high volatility
Confidence 75%

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 -0.277(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding positions.

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 moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for SMCI are at 22.43, 21.48, and 14.67, while the resistance levels are at 24.01, 24.96, and 31.77. The pivot point, a key reference price for traders, is at 24.00.

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

Expiry 2026-04-02 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.72% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 21.64 23.95 , corresponding to +3.15% / -6.80% .

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 24.33 (4.79% above spot).

Bearish positioning points to downside pressure toward 20.64 (11.12% below spot).


Options flow strength: 0.74 (0–1 scale). ATM Strike: 23.00, Call: 0.26, Put: 0.14, Straddle Cost: 0.40.


Price moves are likely to stay range-bound. The short-term gamma flip is near 21.47 , with intermediate positioning around 21.57 . The mid-term gamma flip remains near 21.70.