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

Analyze the complete TKO 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 TKO.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

175

Exp: 2026-04-17

Gamma Flip

215.85

Gamma Flip (≈60 days)

Put/Call OI Ratio

2.569

Shows put vs call positioning

IV Skew

-4.44

Put–call IV difference

Max Pain Price Volatility

σ = 10.14

medium volatility

Confidence 50%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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: 67%

Current DPI is -0.708(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

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 2026-04-17 options expiry. 90% confidence

The support levels for TKO are at 192.41, 190.13, and 181.71, while the resistance levels are at 195.47, 197.75, and 206.17. The pivot point, a key reference price for traders, is at 175.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.51% 1-day move.

The expected range for the next 23 days is 186.69 — 203.89 , corresponding to +5.13% / -3.74% .

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 209.24 (7.89% above spot).

Bearish positioning points to downside pressure toward 183.04 (5.62% below spot).

Options flow strength: 0.90 (0–1 scale). ATM Strike: 195.00, Call: 6.80, Put: 7.20, Straddle Cost: 14.00.

Market signals are mixed and less reliable. The short-term gamma flip is near 215.82 , with intermediate positioning around 215.85 .