SPGI Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete SPGI 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 SPGI.
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: 60%
Current DPI is -0.482(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 moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)
Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.62% 1-day move.
The expected range for the next 2 days is 396.36 — 427.61 , corresponding to +4.68% / -2.97% .
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 440.87 (7.93% above spot).
Bearish positioning points to downside pressure toward 389.16 (4.73% below spot).
Options flow strength: 0.57 (0–1 scale). ATM Strike: 410.00, Call: 3.50, Put: 5.85, Straddle Cost: 9.35.
Price moves may extend once a direction forms. The short-term gamma flip is near 413.75 , with intermediate positioning around 416.12 . The mid-term gamma flip remains near 417.75.