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

Analyze the complete UBER 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 UBER.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

Exp: 2026-03-27

Gamma Flip

75.50

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.954

Shows put vs call positioning

IV Skew

-3.19

Put–call IV difference

Max Pain Price Volatility

σ = 10.89

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: 60%

Current DPI is -0.383(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)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. 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. 90% confidence

The support levels for UBER are at 72.54, 71.72, and 68.98, while the resistance levels are at 73.62, 74.44, and 77.18. The pivot point, a key reference price for traders, is at 65.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.75% 1-day move.

The expected range for the next 2 days is 70.95 — 75.23 , corresponding to +2.95% / -2.91% .

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 76.31 (4.42% above spot).

Bearish positioning points to downside pressure toward 69.90 (4.36% below spot).

Options flow strength: 0.74 (0–1 scale). ATM Strike: 73.00, Call: 0.97, Put: 0.84, Straddle Cost: 1.81.

Price moves may extend once a direction forms. The short-term gamma flip is near 75.34 , with intermediate positioning around 75.50 . The mid-term gamma flip remains near 75.60.