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

Analyze the complete TOST 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 TOST.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

Exp: 2026-03-27

Gamma Flip

28.25

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.218

Shows put vs call positioning

IV Skew

-1.70

Put–call IV difference

Max Pain Price Volatility

σ = 5.25

medium 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

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 71%

Current DPI is -0.303(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 structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for TOST are at 26.55, 26.16, and 24.12, while the resistance levels are at 27.07, 27.46, and 29.50. The pivot point, a key reference price for traders, is at 29.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.70% 1-day move.

The expected range for the next 2 days is 26.20 — 27.43 , corresponding to +2.32% / -2.29% .

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 27.61 (2.98% above spot).

Bearish positioning points to downside pressure toward 26.02 (2.94% below spot).

Options flow strength: 0.60 (0–1 scale). ATM Strike: 27.00, Call: 0.42, Put: 0.60, Straddle Cost: 1.02.

Price moves may extend once a direction forms. The short-term gamma flip is near 26.93 , with intermediate positioning around 28.25 . The mid-term gamma flip remains near 28.25.