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

Analyze the complete TME 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 TME.

Latest Data: 2026-03-25 (EDT)
Max Pain Price
13
Exp: 2026-04-17
Gamma Flip
10.45
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.928
Shows put vs call positioning
IV Skew
2.61
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 75%

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

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 -0.676(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. 100% confidence

The support levels for TME are at 9.59, 9.39, and 8.08, while the resistance levels are at 9.87, 10.07, and 11.38. The pivot point, a key reference price for traders, is at 13.00.

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

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 2.30% 1-day move.


The expected range for the next 23 days is 9.25 12.12 , corresponding to +24.60% / -4.89% .

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 13.88 (42.62% above spot).

Bearish positioning points to downside pressure toward 8.98 (7.70% below spot).


Options flow strength: 0.68 (0–1 scale). ATM Strike: 10.00, Call: 0.30, Put: 0.77, Straddle Cost: 1.07.


Market signals are mixed and less reliable. The short-term gamma flip is near 8.08 , with intermediate positioning around 10.45 . The mid-term gamma flip remains near 10.48.