STZ Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete STZ 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 STZ.
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
On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 60%
Current DPI is -0.787(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding positions. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation
Options Terrain Outlook (3-Month)
Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-10-02 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)
Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.80.
Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 1.24% 1-day move.
The expected range for the next 1 days is 111.47 — 120.33 , corresponding to +6.49% / -1.35% .
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 125.84 (11.37% above spot).
Bearish positioning points to downside pressure toward 110.85 (1.89% below spot).
Options flow strength: 0.60 (0–1 scale). ATM Strike: 113.00, Call: 0.70, Put: 0.70, Straddle Cost: 1.40.
Market signals are mixed and less reliable. The short-term gamma flip is near 112.91 , with intermediate positioning around 124.05 . The mid-term gamma flip remains near 124.35.