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

Analyze the complete TER 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 TER.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

280

Exp: 2026-02-06

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.208

Shows put vs call positioning

IV Skew

-0.81

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 61%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a moderate bearish bias. Downside factors are present but not dominant. 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 0.98(strong-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. Structural constraints from options positioning are relatively light. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for TER are at 295.88, 289.53, and 257.43, while the resistance levels are at 304.34, 310.69, and 342.79. The pivot point, a key reference price for traders, is at 280.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.70.

Based on same-day expiring options (0DTE), the ATM straddle implies an 0.00% standardized 1-day equivalent move, serving as an intraday volatility reference.

The implied intraday range is approximately 0.00 — 0.00 , corresponding to +0.00% / -0.00% .

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 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).

Options flow strength: 0.00 (0–1 scale). ATM Strike: 300.00, Call: 0.90, Put: 0.00, Straddle Cost: 0.00.

Market signals are mixed and less reliable. No short-term gamma flip is observed