SNA Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete SNA 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 SNA.
Near-Term Options-Derived Market Structure
BULLISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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: 59%
Current DPI is -0.104(bullish). Bullish, momentum neutral or unclear.
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 2026-03-20 options expiry. 90% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 14)
Based on the latest options positioning (DTE 14), the ATM straddle implies a standardized 0.76% 1-day move.
The expected range for the next 14 days is 354.12 — 376.13 , corresponding to +1.84% / -4.12% .
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 380.59 (3.05% above spot).
Bearish positioning points to downside pressure toward 342.45 (7.28% below spot).
Options flow strength: 0.58 (0–1 scale). ATM Strike: 370.00, Call: 5.40, Put: 5.10, Straddle Cost: 10.50.
Market signals are mixed and less reliable. No short-term gamma flip is observed , with intermediate positioning around 377.66 . The mid-term gamma flip remains near 377.66.