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

Analyze the complete SOLS 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 SOLS.

Latest Data: 2026-08-17 (EDT)
Max Pain Price
55
Exp: 2026-08-21
Gamma Flip
58.70
Gamma Flip (≈60 days)
Put/Call OI Ratio
2.976
Shows put vs call positioning
IV Skew
-4.11
Put–call IV difference
Max Pain Price Volatility
σ = 16.71
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: 71%

Current DPI is -0.184(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding positions.

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 elevated, implying wider and less stable price swings. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-08-21 options expiry. 100% confidence

The support levels for SOLS are at 61.78, 60.85, and 56.16, while the resistance levels are at 63.32, 64.25, and 68.94. The pivot point, a key reference price for traders, is at 55.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)

Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 2.94% 1-day move.


The expected range for the next 4 days is 58.18 68.22 , corresponding to +9.07% / -6.99% .

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 71.58 (14.44% above spot).

Bearish positioning points to downside pressure toward 55.74 (10.89% below spot).


Options flow strength: 0.77 (0–1 scale). ATM Strike: 65.00, Call: 0.60, Put: 3.08, Straddle Cost: 3.68.


Price moves are likely to stay range-bound. The short-term gamma flip is near 57.44 , with intermediate positioning around 58.70 . The mid-term gamma flip remains near 58.70.