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

Analyze the complete U 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 U.

Latest Data: 2026-03-25 (EDT)
Max Pain Price
20
Exp: 2026-03-27
Gamma Flip
18.64
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.507
Shows put vs call positioning
IV Skew
-4.90
Put–call IV difference
Max Pain Price Volatility
σ = 9.92
medium volatility
Confidence 92%

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 -0.502(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 elevated, implying wider and less stable price swings. 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 U are at 17.52, 17.10, and 14.46, while the resistance levels are at 18.08, 18.50, and 21.14. The pivot point, a key reference price for traders, is at 20.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 3.67% 1-day move.


The expected range for the next 2 days is 17.18 19.20 , corresponding to +7.85% / -3.50% .

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 20.06 (12.67% above spot).

Bearish positioning points to downside pressure toward 16.96 (4.70% below spot).


Options flow strength: 0.61 (0–1 scale). ATM Strike: 18.00, Call: 0.38, Put: 0.54, Straddle Cost: 0.92.


Price moves may extend once a direction forms. The short-term gamma flip is near 18.64 , with intermediate positioning around 18.64 . The mid-term gamma flip remains near 18.72.