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

Analyze the complete SWKS 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 SWKS.

Latest Data: 2026-08-28 (EDT)
Max Pain Price
70
Exp: 2026-09-18
Gamma Flip
63.26
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.505
Shows put vs call positioning
IV Skew
-0.70
Put–call IV difference
Max Pain Price Volatility
σ = 14.67
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

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: 100%

Current DPI is 0.102(bearish). Bearish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

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 2026-09-18 options expiry. 90% confidence

The support levels for SWKS are at 65.17, 64.25, and 60.30, while the resistance levels are at 66.41, 67.33, and 71.28. The pivot point, a key reference price for traders, is at 70.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 21)

Based on the latest options positioning (DTE 21), the ATM straddle implies a standardized 1.68% 1-day move.


The expected range for the next 21 days is 63.52 69.38 , corresponding to +5.45% / -3.45% .

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 71.49 (8.67% above spot).

Bearish positioning points to downside pressure toward 62.33 (5.26% below spot).


Options flow strength: 0.78 (0–1 scale). ATM Strike: 65.00, Call: 3.00, Put: 2.08, Straddle Cost: 5.08.


Price moves are likely to stay range-bound. The short-term gamma flip is near 63.83 , with intermediate positioning around 63.26 . The mid-term gamma flip remains near 64.09.